GitLab

* Add R-squared metric, documentation, and tests

* Fix static ci checks: correct Sklearn r2_score URL link, fix cpp linting errors

* Replace non-static data members from pragma reduction with variables

* Update src/metric/metric.cpp

* Add additional asserts, remove needless y.copy()

* Add back y.copy()

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

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* Correct spelling

Most changes were in comments, and there were a few changes to literals for log output.

There were no changes to variable names, function names, IDs, or functionality.

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Correct spelling

Most are code comments, but one case is a literal in a logging message.

There are a few grammar fixes too.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

This reverts commit 656d2676.

* fix metric alias

* fix format

* updated docs

* simplify alias in objective function

* move the alias parsing to config.cpp

* updated docs

* fix multi-class aliases

* updated regression aliases in docs

* fixed trailing space

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* 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

* dowgrade gcc version on Azure

* small fixes, update Artifacts condition for easy debug.

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update setup.sh

* Update CMakeLists.txt

* Update .vsts-ci.yml

* Update CMakeLists.txt

* remove the lgamma

* update comment

* make sure that we use appropriate compiler

* fix include

* reduce dependency on header file

* fix build

* [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.

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc

* RMSE (L2) -> MSE (true L2)

* Remove sqrt unneeded reference

* Square L2 test (RMSE to MSE)

* No square root on test

* Attempt to add RMSE

* 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.

* Support Poisson regression

Close #233

* update docs

http://research.microsoft.com/en-us/um/people/zhang/INRIA/Publis/Tutorial-Estim/node24.html

* Add Huber loss

https://en.wikipedia.org/wiki/Huber_loss

* update

* update docs/Parameters.md

* update

1. merge python-package
2. add dump model to json
3. fix bugs
4. clean code with pylint
5. update python examples

* RAII for utils, application and c_api(partical)

* raii for class in include folder

* raii for application and boosting

* raii for dataset and dataset loader

* raii for dense bin and parser

* RAII refactor for almost all classes

* RAII for c_api

* clean code

* refine repeated code

* Decouple the "sigmoid" between objective and boosting.

* change std::vector<bool> back to std::vector<char> due to concurrence problem

* slight reduce some memory cost