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* 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* Remove outdated diff.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

[docs] added notes about params usage when data is provided via path and removed unused param (#2024)

* added notes about params usage when data is provided via path

* fixed init score and valid init score params note

* fixed binary params description

* renamed helper folder to helpers

* added library dependencies check

* quick fix for better understanding

* update document for forced split

* typo fix

* made NOTE bold

* made Note bold

* Update GPU-Targets.rst

Fix some inaccurate information in docs

* fix travisCI warning

* fix typos

* update config.h

* warning on categorical feature with sparse values

* [docs] categorical features note

* pass params to _InnerPredictor in train and cv

* fixed verbosity param description

* treat silent param as Fatal log level

* create Dataset in refit method silently

* do not overwrite verbose param by silent argument

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

* add support of refit-decay

* add refit into c_api

* add test

* update document

* Update basic.py

* Update test_engine.py

* Update basic.py

* Update test_engine.py

* fix comments

* update test

* fix the comments

* Update test_engine.py

* broadcast info about negative values in categorical features to python package

* update link to categorical_feature parameter

* updated docs of num_iterations parameter

* updated num_iterations param description for R

* fix custom metric for multiclass

* fix alias

* fix bug

* fix indent

* added new aliases for params

* run helper/parameter_generator.py

* removed useless test

* fixed typo in parameter list Parameters.rst

fixed typo from contributs to contributes

* Update config.h

* added permalink to each parameter

* run parameter_generator.py

* concretized links

* hotfix

* run parameter_generator.py

* added space between param name and permalink

* added info about initscore_filename in Continued Training section and edited links

* replaced aliases for weight and group with original names

* disable emoji

* add per-feature-penalites

* fix comment

* removed excess whitespaces

* don't use built-in name for variable

* simplified line parsing

* chanched link to related

* run parameter_generator.py

* removed old targets

* use tuples instead of list where possible

* hotfix for descriptions were erased and only last one was kept

* run parameter_generator.py

* separated checks from aliases section

* generate parameters description from config file

* made pylint happy

* added checks description

* fixed links handling in desc and descl2 fields

* refine Core Parameters section

* removed excess quotes from default values

* fixed parameter type retrieve

* added note about auto-generated parameters

* A nitpicky grammer edit with minor clarifications added.

* fix link

* strike s

* try a different optimal-split link, clarify experimental details

* smoothing the FAQ

* edit Features.rst

* several minor edits throughout docs

* historgram-based

* Note the relationship between `binary` and `xentropy` in the docs and provide an example that compares them

* Pass pylint and fix docs formatting. "pylint: disable = no-name-in-module" because pylint does not believe scipy.special contains expit

* pass pycodestyle

* pass pycodestyle with correct flags; document example in readme

* added checks for categorical features > max_int32

* added tests

* fixed pylint

* removed warnings about overridden categorical features

* Revert "removed warnings about overridden categorical features"

This reverts commit 289a426c700ce8934a526cc456a1b1cd5c621db9.

* a little bit more efficient checks

* added notes about max values in categorical features

* Revert "a little bit more efficient checks"

This reverts commit bed88830243da21a2db454873c0e308126e05732.

* Revert "fixed pylint"

This reverts commit a229e1563b0abc1b13de6358577abf90bd529015.

* Revert "added tests"

This reverts commit 299e001b7550111555b80730d673d4f225cf5f74.

* Revert "added checks for categorical features > max_int32"

This reverts commit 2cc7afacde7c6366644f6988ccedc344752b68c7.

* [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.

* delegated not showing hidden items to the rtd_theme

* refactored docs

* fixed docs

* reworker predict method of sklearn wrapper

* fixed encapsulation

* added test

* fixed consistency between docstring and params docs

* fixed verbose

* replaced predict_proba with predict in test

* fixed verbose again

* fixed fraction params descriptions

* added description of skip_drop and drop_rate constraints

* fixed subsample_freq consistency with C++ default value

* fixed nice look of params list

* made force splits json file example clickable

* fixed nice look of metrics list and added comma

* reduced warning in test about same param specified twice

* replaced pred_parameter with **kwargs in predict method

* added test for **kwargs in predict method

* fixed warnings

* fixed pylint

* update sklearn fit parameter description

* update mtric parameter description

* first draft

* refine a branching

* fixed PyPI badge

* Update Parameters.rst

* Update Parameters.rst

* Update Parameters.rst