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* Fix monotone constraint bug where split does not fulfill constraints.

* Fix indent.

* store without offset in multi_val_dense_bin

* fix offset bug

* add comment for offset

* add comment for bin type selection

* faster operations for offset

* keep most freq bin in histogram for multi val dense

* use original feature iterators

* consider 9 cases (3 x 3) for multi val bin construction

* fix dense bin setting

* fix bin data in multi val group

* fix offset of the first feature histogram

* use float hist buf

* avx in histogram construction

* use avx for hist construction without prefetch

* vectorize bin extraction

* use only 128 vec

* use avx2

* use vectorization for sparse row wise

* add bit size for multi val dense bin

* float with no vectorization

* change multithreading strategy to dynamic

* remove intrinsic header

* fix dense multi val col copy

* remove bit size

* use large enough block size when the bin number is large

* calc min block size by sparsity

* rescale gradients

* rollback gradients scaling

* single precision histogram buffer as an option

* add float hist buffer with thread buffer

* fix setting zero in hist data

* fix hist begin pointer in tree learners

* remove debug logs

* remove omp simd

* update Makevars of R-package

* fix feature group binary storing

* two row wise for double hist buffer

* add subfeature for two row wise

* remove useless code and fix two row wise

* refactor code

* grouping the dense feature groups can get sparse multi val bin

* clean format problems

* one thread for two blocks in sep row wise

* use ordered gradients for sep row wise

* fix grad ptr

* ordered grad with combined block for sep row wise

* fix block threading

* use the same min block size

* rollback share min block size

* remove logs

* Update src/io/dataset.cpp
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* fix parameter description

* remove sep_row_wise

* remove check codes

* add check for empty multi val bin

* fix lint error

* rollback changes in config.h

* Apply suggestions from code review
Co-authored-by: Ubuntu <shiyu@gbdt-04.ren3kv4wanvufliwrpy4k03lsf.xx.internal.cloudapp.net>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* No need to pass the tree to all fuctions related to monotone constraints because the pointer is shared.

* Fix OppositeChildShouldBeUpdated numerical split optimisation.

* No need to use constraints when computing the output of the root.

* Refactor existing constraints.

* Add advanced constraints method.

* Update tests.

* Add override.

* linting.

* Add override.

* Simplify condition in LeftRightContainsRelevantInformation.

* Add virtual destructor to FeatureConstraint.

* Remove redundant blank line.

* linting of else.

* Indentation.

* Lint else.

* Replaced non-const reference by pointers.

* Forgotten reference.

* Leverage USE_MC for efficiency.

* Make constraints const again in feature_histogram.hpp.

* Update docs.

* Add "advanced" to the monotone constraints options.

* Update monotone constraints restrictions.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove superfluous parenthesis.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove std namespace qualifier.

* Fix unsigned_int size_t comparison.

* Set num_features as int for consistency with the rest of the codebase.

* Make sure constraints exist before recomputing them.

* Initialize previous constraints in UpdateConstraints.

* Update monotone constraints restrictions.

* Refactor UpdateConstraints loop.

* Update src/io/config.cpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Delete white spaces.
Co-authored-by: Charles Auguste <charles.auguste@sig.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix zero bin

* some fix

* fix bin mapping

* fix

* fix bug

* use stable sort

* fix cat forced split

* Apply suggestions from code review

* Apply suggestions from code review

* Apply suggestions from code review

This reverts commit 656d2676.

* Path smoothing

* Try to fix issue with gpu version.

* Fix failing CI for R package.

* Minor fixes.

* Minor refactor.

* Restore old code to get CI working.

* Fix style issues.

* Fix ci for R package.

* Minor fixes for docs and code style.

* Update docs.

* fixed cpplint errors and disable warning only for VS

* wrap more pragma warning

* commit

* fix msvc

* fix format

* speed up for const hessian

* rename template

* some refactorings

* refine

* refine

* simplify codes

* fix random in feature histogram

* code refine

* refine

* try fix

* make gcc happy

* remove timer

* rollback some changes

* more templates

* fix a bug

* reduce the cost of timer

* fix gpu

* fix bug

* fix gpu

* removed unused includes

* fixed index

* fix random threshold for categorical features

* fixed indents
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* some refines

* more omp refactoring

* format define

* fix merge bug

* some fixes

* fix some warnings

* Apply suggestions from code review

* Apply suggestions from code review

* remove dup codes

* reset

* fix a bug

* fix test

* Update c_api.h

* support to no filter features by min_data

* add warning in reset config

* refine warnings for override dataset's parameter

* some cleans

* clean code

* clean code

* refine C API function doxygen comments

* refined new param description

* refined doxygen comments for R API function

* removed stuff related to int8

* break long line in warning message

* removed tests which results cannot be validated anymore

* added test for warnings about unchangeable params

* write parameter from dataset to booster

* consider free_raw_data.

* fix params

* fix bug

* implementing R

* fix typo

* filter params in R

* fix R

* not min_data

* refined tests

* fixed linting

* refine

* pilint

* add docstring

* fix docstring

* R lint

* updated description for C API function

* use param aliases in Python

* fixed typo

* fixed typo

* added more params to test

* removed debug print

* fix dataset construct place

* fix merge bug

* Update feature_histogram.hpp

* add is_sparse back

* remove unused parameters

* fix lint

* add data random seed

* update

* [R-package] centrallized Dataset parameter aliases and added tests on Dataset parameter updating (#2767)
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Move monotone constraints to the monotone_constraints files.

* Add checks for debug mode.

* Refactored FindBestSplitsFromHistograms.

* Add headers.

* fix

* Update data_parallel_tree_learner.cpp

* simplify ComputeBestSplitForFeature

* Fix min / max issue.

* Remove duplicated check.
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* various minor style, docs and cpplint improvements

* fixed typo in warning

* fix recently added cpplint errors

* move note for params upper in description for consistency

* Add extra-trees functionality.

* Remove unnecessary code.

* Update docs.

* Use template for FindBestThresholdSequence.

* Use separate random seed. Fix bug.

* commit

* fix a bug

* fix bug

* reset to track changes

* refine the auto choose logic

* sort the time stats output

* fix include

* change  multi_val_bin_sparse_threshold

* add cmake

* add _mm_malloc and _mm_free for cross platform

* fix cmake bug

* timer for split

* try to fix cmake

* fix tests

* refactor DataPartition::Split

* fix test

* typo

* formating

* Revert "formating"

This reverts commit 5b8de4f7fb9d975ee23701d276a66d40ee6d4222.

* add document

* [R-package] Added tests on use of force_col_wise and force_row_wise in training (#2719)

* naming

* fix gpu code

* Update include/LightGBM/bin.h
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* Update src/treelearner/ocl/histogram16.cl

* test: swap compilers for CI

* fix omp

* not avx2

* no aligned for feature histogram

* Revert "refactor DataPartition::Split"

This reverts commit 256e6d9641ade966a1f54da1752e998a1149b6f8.

* slightly refactor data partition

* reduce the memory cost
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* implement

* fix warning

* fix bug

* fix a bug

* remove unneed function

* fix data push bug

* fix valid data push

* fix bug for missing_type=zero

* refine split

* renames

* typo

* reduce the buffer when using high dimensional data in distributed mode.

* Update dataset_loader.cpp

* refix

* typo

* fix number of bin accumulation.

* avoid overflow

* fix warning

* efficient solution.

* Update dataset.h

* fix bin count output

* fix warning

* bug in dist number of feature check

* fix possible edge case

* Update dataset.cpp

* possible bug fix

* fix

* Update feature_histogram.hpp

* Update feature_histogram.hpp

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* quick fix for better understanding

* update document for forced split

* typo fix

* made NOTE bold

* made Note bold

* add per-feature-penalites

* fix comment

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* first draft

* refine a branching