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* fixed miscellaneous typos in documentation

* fix typo introduced in typo-fixing PR

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* Some basic changes to the plot of the trees to make them readable.

* Squeezed the information in the nodes.

* Added colouring when a dictionnary mapping the features to the constraints is passed.

* Fix spaces.

* Added data percentage as an option in the nodes.

* Squeezed the information in the leaves.

* Important information is now in bold.

* Added a legend for the color of monotone splits.

* Changed "split_gain" to "gain" and "internal_value" to "value".

* Sqeezed leaves a bit more.

* Changed description in the legend.

* Revert "Sqeezed leaves a bit more."

This reverts commit dd8bf14a3ba604b0dfae3b7bb1c64b6784d15e03.

* Increased the readability for the gain.

* Tidied up the legend.

* Added the data percentage in the leaves.

* Added the monotone constraints to the dumped model.

* Monotone constraints are now specified automatically when plotting trees.

* Raise an exception instead of the bug that was here before.

* Removed operators on the branches for a clearer design.

* Small cleaning of the code.

* Setting a monotone constraint on a categorical feature now returns an exception instead of doing nothing.

* Fix bug when monotone constraints are empty.

* Fix another bug when monotone constraints are empty.

* Variable name change.

* Added is / isn't on every edge of the trees.

* Fix test "tree_create_digraph".

* Add new test for plotting trees with monotone constraints.

* Typo.

* Update documentation of categorical features.

* Typo.

* Information in nodes more explicit.

* Used regular strings instead of raw strings.

* Small refactoring.

* Some cleaning.

* Added future statement.

* Changed output for consistency.

* Updated documentation.

* Added comments for colors.

* Changed text on edges for more clarity.

* Small refactoring.

* Modified text in leaves for consistency with nodes.

* Updated default values and documentaton for consistency.

* Replaced CHECK with Log::Fatal for user-friendliness.

* Updated tests.

* Typo.

* Simplify imports.

* Swapped count and weight to improve readibility of the leaves in the plotted trees.

* Thresholds in bold.

* Made information in nodes written in a specific order.

* Added information to clarify legend.

* Code cleaning.

* fix nan in tree model

* fix

* throw error when meet non ascii

* check ascii for config strings.

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* Add configuration parameters for CEGB.

* Add skeleton CEGB tree learner

Like the original CEGB version, this inherits from SerialTreeLearner.
Currently, it changes nothing from the original.

* Track features used in CEGB tree learner.

* Pull CEGB tradeoff and coupled feature penalty from config.

* Implement finding best splits for CEGB

This is heavily based on the serial version, but just adds using the coupled penalties.

* Set proper defaults for cegb parameters.

* Ensure sanity checks don't switch off CEGB.

* Implement per-data-point feature penalties in CEGB.

* Implement split penalty and remove unused parameters.

* Merge changes from CEGB tree learner into serial tree learner

* Represent features_used_in_data by a bitset, to reduce the memory overhead of CEGB, and add sanity checks for the lengths of the penalty vectors.

* Fix bug where CEGB would incorrectly penalise a previously used feature

The tree learner did not update the gains of previously computed leaf splits when splitting a leaf elsewhere in the tree.
This caused it to prefer new features due to incorrectly penalising splitting on previously used features.

* Document CEGB parameters and add them to the appropriate section.

* Remove leftover reference to cegb tree learner.

* Remove outdated diff.

* Fix warnings

* Fix minor issues identified by @StrikerRUS.

* Add docs section on CEGB, including citation.

* Fix link.

* Fix CI failure.

* Add some unit tests

* Fix pylint issues.

* Fix remaining pylint issue

* always save the score of the first round in early stopping

fix #1971

* avoid using std::log on non-positive numbers

* remove unnecessary changes

* add tests

* Update test_sklearn.py

* enhanced tests

* fix ndcg consistency.

* more stable sorts

* Update gbdt_model_text.cpp

* Update dataset.cpp

* Update gbdt_model_text.cpp

* remove protobuf

* add version number

* remove pmml script

* use float for split gain

* fix warnings

* refine the read model logic of gbdt

* fix compile error

* improve decode speed

* fix some bugs

* fix double accuracy problem

* fix bug

* multi-thread save model

* speed up save model to string

* parallel save/load model

* fix some warnings.

* fix warnings.

* fix a bug

* remove debug output

* fix doc

* fix max_bin warning in tests.

* fix max_bin warning

* fix pylint

* clean code for stringToArray

* clean code for TToString

* remove max_bin

* replace "class" with typename

add 'null' to missing value

* refine common.h

* fix typo

* specify captured variables

* add init_score & test cpp and python result consistency

* try fix common.h

* Fix tests (#3)

* update atof

* fix bug

* fix tests.

* fix bug

* fix dtypes

* fix categorical feature override

* fix protobuf on vs build (#1004)

* [optional] support protobuf

* fix windows/LightGBM.vcxproj

* add doc

* fix doc

* fix vs support (#2)

* fix vs support

* fix cmake

* fix #1012

* [python] add network config api  (#1019)

* add network

* update doc

* add float tolerance in bin finder.

* fix a bug

* update tests

* add double torelance on tree model

* fix tests

* simplify the double comparison

* fix lightsvm zero base

* move double tolerance to the bin finder.

* fix pylint

* clean test.sh

* add sklearn test

* remove underline

* clean codes

* set random_state=None

* add last line

* fix doc

* rename file

* try fix test

* add network apis.

* support parallel loading dataset in c api.

* fix bug

* fix bug

* Fix coding style (#969)

Function names must be in the "Pascal Case" style.

* check_elements_interval_closed to CheckElementsIntervalClosed

* obtain_min_max_sum to ObtainMinMaxSum

* Change functions in common.h into template functions (#969)

* CheckElementsIntervalClosed

* ObtainMinMaxSum

These two functions were changed into template functions.

* Remove an unpreferable overload

* remove an overload of the function ObtainMinMaxSum

* Use stringstream to format T type

Function names must be in the "Pascal Case" style.

* check_elements_interval_closed to CheckElementsIntervalClosed

* obtain_min_max_sum to ObtainMinMaxSum

* finish the data loading part

* allow prediction.

* fix bug for decision type.

* finish split finding part

* fix bugs.

* bug fixed. add a test .

* fix pep8 .

* update documents.

* fix test bugs.

* fix a format

* fix import error in python test.

* disable missing handle in categorial features.

* fix a bug.

* add more tests.

* fix pep8

* fix bugs.

* remove the missing handle code for categorical feature.

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .

* speed up the AUC metric by parallel sort.

* fix unix compile.

* fix template in unix.

* remove warning.

* refine prediction logic.

* fix test.

* fix out_len in training score of Dart.

* improve predict speed for high dimension data.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.