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* keep row names in prediction output

* fix test

* fix test

* fix test

* more tests for row names

* redo badly solved merge conflict

* comments

* update docs

* missing closing parentheses

* explicitly list assertions in each test

* move assertions back into shared function
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update static_analysis.yml

* Update README.md

* Update README.md

* change prediction default to reshape=TRUE

* remove reshape argument

* comments

[R-package] Promote number of threads to top-level argument in `lightgbm()` and change default to number of cores (#4972)

* rename weight -> weights

* add test for 'weights' argument

* Update R-package/R/lightgbm.R

* update docs
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* new cuda framework

* add histogram construction kernel

* before removing multi-gpu

* new cuda framework

* tree learner cuda kernels

* single tree framework ready

* single tree training framework

* remove comments

* boosting with cuda

* optimize for best split find

* data split

* move boosting into cuda

* parallel synchronize best split point

* merge split data kernels

* before code refactor

* use tasks instead of features as units for split finding

* refactor cuda best split finder

* fix configuration error with small leaves in data split

* skip histogram construction of too small leaf

* skip split finding of invalid leaves

stop when no leaf to split

* support row wise with CUDA

* copy data for split by column

* copy data from host to CPU by column for data partition

* add synchronize best splits for one leaf from multiple blocks

* partition dense row data

* fix sync best split from task blocks

* add support for sparse row wise for CUDA

* remove useless code

* add l2 regression objective

* sparse multi value bin enabled for CUDA

* fix cuda ranking objective

* support for number of items <= 2048 per query

* speedup histogram construction by interleaving global memory access

* split optimization

* add cuda tree predictor

* remove comma

* refactor objective and score updater

* before use struct

* use structure for split information

* use structure for leaf splits

* return CUDASplitInfo directly after finding best split

* split with CUDATree directly

* use cuda row data in cuda histogram constructor

* clean src/treelearner/cuda

* gather shared cuda device functions

* put shared CUDA functions into header file

* change smaller leaf from <= back to < for consistent result with CPU

* add tree predictor

* remove useless cuda_tree_predictor

* predict on CUDA with pipeline

* add global sort algorithms

* add global argsort for queries with many items in ranking tasks

* remove limitation of maximum number of items per query in ranking

* add cuda metrics

* fix CUDA AUC

* remove debug code

* add regression metrics

* remove useless file

* don't use mask in shuffle reduce

* add more regression objectives

* fix cuda mape loss

add cuda xentropy loss

* use template for different versions of BitonicArgSortDevice

* add multiclass metrics

* add ndcg metric

* fix cross entropy objectives and metrics

* fix cross entropy and ndcg metrics

* add support for customized objective in CUDA

* complete multiclass ova for CUDA

* separate cuda tree learner

* use shuffle based prefix sum

* clean up cuda_algorithms.hpp

* add copy subset on CUDA

* add bagging for CUDA

* clean up code

* copy gradients from host to device

* support bagging without using subset

* add support of bagging with subset for CUDAColumnData

* add support of bagging with subset for dense CUDARowData

* refactor copy sparse subrow

* use copy subset for column subset

* add reset train data and reset config for CUDA tree learner

add deconstructors for cuda tree learner

* add USE_CUDA ifdef to cuda tree learner files

* check that dataset doesn't contain CUDA tree learner

* remove printf debug information

* use full new cuda tree learner only when using single GPU

* disable all CUDA code when using CPU version

* recover main.cpp

* add cpp files for multi value bins

* update LightGBM.vcxproj

* update LightGBM.vcxproj

fix lint errors

* fix lint errors

* fix lint errors

* update Makevars

fix lint errors

* fix the case with 0 feature and 0 bin

fix split finding for invalid leaves

create cuda column data when loaded from bin file

* fix lint errors

hide GetRowWiseData when cuda is not used

* recover default device type to cpu

* fix na_as_missing case

fix cuda feature meta information

* fix UpdateDataIndexToLeafIndexKernel

* create CUDA trees when needed in CUDADataPartition::UpdateTrainScore

* add refit by tree for cuda tree learner

* fix test_refit in test_engine.py

* create set of large bin partitions in CUDARowData

* add histogram construction for columns with a large number of bins

* add find best split for categorical features on CUDA

* add bitvectors for categorical split

* cuda data partition split for categorical features

* fix split tree with categorical feature

* fix categorical feature splits

* refactor cuda_data_partition.cu with multi-level templates

* refactor CUDABestSplitFinder by grouping task information into struct

* pre-allocate space for vector split_find_tasks_ in CUDABestSplitFinder

* fix misuse of reference

* remove useless changes

* add support for path smoothing

* virtual destructor for LightGBM::Tree

* fix overlapped cat threshold in best split infos

* reset histogram pointers in data partition and spllit finder in ResetConfig

* comment useless parameter

* fix reverse case when na is missing and default bin is zero

* fix mfb_is_na and mfb_is_zero and is_single_feature_column

* remove debug log

* fix cat_l2 when one-hot

fix gradient copy when data subset is used

* switch shared histogram size according to CUDA version

* gpu_use_dp=true when cuda test

* revert modification in config.h

* fix setting of gpu_use_dp=true in .ci/test.sh

* fix linter errors

* fix linter error

remove useless change

* recover main.cpp

* separate cuda_exp and cuda

* fix ci bash scripts

add description for cuda_exp

* add USE_CUDA_EXP flag

* switch off USE_CUDA_EXP

* revert changes in python-packages

* more careful separation for USE_CUDA_EXP

* fix CUDARowData::DivideCUDAFeatureGroups

fix set fields for cuda metadata

* revert config.h

* fix test settings for cuda experimental version

* skip some tests due to unsupported features or differences in implementation details for CUDA Experimental version

* fix lint issue by adding a blank line

* fix lint errors by resorting imports

* fix lint errors by resorting imports

* fix lint errors by resorting imports

* merge cuda.yml and cuda_exp.yml

* update python version in cuda.yml

* remove cuda_exp.yml

* remove unrelated changes

* fix compilation warnings

fix cuda exp ci task name

* recover task

* use multi-level template in histogram construction

check split only in debug mode

* ignore NVCC related lines in parameter_generator.py

* update job name for CUDA tests

* apply review suggestions

* Update .github/workflows/cuda.yml
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update .github/workflows/cuda.yml
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update header

* remove useless TODOs

* remove [TODO(shiyu1994): constrain the split with min_data_in_group] and record in #5062

* #include <LightGBM/utils/log.h> for USE_CUDA_EXP only

* fix include order

* fix include order

* remove extra space

* address review comments

* add warning when cuda_exp is used together with deterministic

* add comment about gpu_use_dp in .ci/test.sh

* revert changing order of included headers
Co-authored-by: Yu Shi <shiyu1994@qq.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* expose FeatureNumBin in C api

* parametrize min_data_in_bin and add test with max_bin_by_feature

* include feature_num_bin in R package

* add suggestion from review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update error message and lint

* lint

* add call method

* minor improvements in tests

* add suggestions from review

* lint

* rename argument to feature in python and r packages
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[python-package] [R-package] propagate the best iteration of cvbooster into the individual boosters (#5066)

* Update lightgbm.R

* Update lightgbm.Rd

* promote objective and init_score to top-level arguments

* follow comments

* Update R-package/R/lightgbm.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update docs

* linter

* comments

* comments

* comments

* extend test for default objective

* Update R-package/tests/testthat/test_basic.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* factor out lgb.check.obj()

* remove lgb.check.obj()

* add test on lgb.cv()

* [R-package] prefer params to keyword argument in lgb.train()

* make test stricter

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* do not produce model files on disk by default

* remove 'save_name' argument from 'lightgbm()'

* update deps

* pin eigen

* add hidden bazel files to `.Rbuildignore`

* more verbose test logs

* more verbosity in logs for other tasks

* empty commit

* empty commit

* empty commit

* empty commit

* empty commit

* empty commit

* revert fast_double_parser update

* empty commit

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* empty commit

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* revert tests verbosity

* test: swap compilers

* empty commit 1

* empty commit 2

* empty commit 3

* empty commit 4

* Revert "test: swap compilers"

This reverts commit e77b0013e9725cc82389f76f004e0367ed9295d8.

* Update lgb.cv.R

* Update test_learning_to_rank.R

* Update test_basic.R

* Update lgb.Booster.R

* Update lgb.cv.R

* Update lgb.train.R

* Update lgb.Booster.R

* Update .appveyor.yml

* Update VERSION.txt

* Update cran-comments.md

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>

* fixes

* revert debugging code

* add test

* check for LightGBM explicitly

* empty commit

* revert unnecessary line deletion

* respect verbose everywhere and update params for constructted dataset

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] [docs] fix calculation of R test coverage (fixes #4919)

* use quotes

* use in_covr() instead of env variable

* Update R-package/README.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* check that covr exists

* add covr to suggests

* use R_COVR environment variable

* Update R-package/tests/testthat/test_lgb.unloader.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] respect aliases for objective and metric

* move eval code closer to eval processing

* remove unnecessary diff

* Update R-package/tests/testthat/test_basic.R

* [R-package] fix handling of duplicate parameters (fixes #4521)

* add gsub stuff back in for now

* added argument eval_train_metric

* remove unnecessary whitespace

* removed further trailing whitespace

* move new argument to the last position

* update R docu

* unit tests for eval_train_metric

* Update R-package/tests/testthat/test_basic.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] update parameter 'verbosity' based on keyword arg 'verbose'

* add tests

* [R-package] fix CVBooster reset_parameter() method (fixes #4900)

* make it clear that there should be one booster per fold

* [R-package] reduce verbosity in tests using lgb.train()

* Update R-package/tests/testthat/test_lgb.Booster.R

* [R-package] reduce verbosity in some unit tests

* simplify

* Update R-package/tests/testthat/test_lgb.plot.interpretation.R

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update Installation-Guide.rst

* Update install.libs.R

* Update setup.py

* Update r_package.yml

* Update install.libs.R

* [R-package] remove support for '...' in slice()

* remove all dots

* update documentation