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[python] added option to install python-package with mpi version and possibility to pass CMake options (#1034)

* fixed hierarchy of installation guide sections; made installation with proto support more verbose

* added option to install with protobuf support to python package

* fixed pylint

* added option to install MPI version to python package

* added tests for python-package installation with options --proto and --mpi

* hotfix

* removed unnecessary note from docs

* removed unnecessary line from travis script

* reverted proto

* Revert "reverted proto"

This reverts commit 5203448bb90a13844cf330527ca971eabb45a4a8.

* reverted protobuf from python-package

* added options for cmake in python-package

* fixed typos

* fixed options readability

* reworked installation logging

* fixed docs according to review comments

* fixed pylint

* fixed space in log path

* updated travis

* renamed OSX->macOS; updated gcc installation on macOS

* updated travis macos installation

 Please enter the commit message for your changes. Lines starting

* updated installation guide for macos

* fixed spelling

* renamed appveyor file

* updated Travis

* added validation of python-package folder

* fixed duplicate explicit targets names

* fixed typos and hotfixes

* converted gcc-tips.Rmd; added ref to gcc-tips

* renamed files

* renamed Advanced-Topics

* renamed README

* renamed Parameters-Tuning

* renamed FAQ

* fixed refs to FAQ

* fixed undecodable source characters

* renamed Features

* renamed Quick-Start

* fixed undecodable source characters in Features

* renamed Python-Intro

* renamed GPU-Tutorial

* renamed GPU-Windows

* fixed markdown

* fixed undecodable source characters in GPU-Windows

* renamed Parameters

* fixed markdown

* removed recommonmark dependence

* hotfixes

* added anchors to links

* fixed 404

* fixed typos

* added more anchors

* removed sphinxcontrib-napoleon dependence

* removed outdated line in Travis config

* fixed max-width of the ReadTheDocs theme

* added horizontal align to images

* fixed Python-API references

* moved Features section to ReadTheDocs

* fixed index of ReadTheDocs

* moved Experiments section to ReadTheDocs

* fixed capital letter

* fixed citing

* moved Parallel Learning section to ReadTheDocs

* fixed markdown

* fixed Python-API

* fixed link to Quick-Start

* fixed gpu docker README

* moved Installation Guide from wiki to ReadTheDocs

* removed references to wiki

* fixed capital letters in headings

* hotfixes

* fixed non-Unicode symbols and reference to Python API

* fixed citing references

* fixed links in .md files

* fixed links in .rst files

* store images locally in the repo

* fixed missed word

* fixed indent in Experiments.rst

* fixed 'Duplicate implicit target name' message which is successfully
resolved by adding anchors

* less verbose

* prevented maito: ref creation

* fixed indents

* fixed 404

* fixed 403

* fixed 301

* fixed fake anchors

* fixed file extentions

* fixed Sphinx warnings

* added StrikerRUS profile link to FAQ

* added henry0312 profile link to FAQ

* added python version badge

* fixed typos

* fixed links

* readthedocs doesn't support links with anchor out of box

* fixed table rendering at ReadTheDocs #776#issuecomment-319851551

* fixed table rendering at ReadTheDocs

* added link to Key-Events page

* fixed links

* hotfix

* fixed markdown

* disabled logs from compilers; fixed #874

* fixed safe clear_fplder

* added windows folder to manifest.in

* added windows folder to build

* added library path

* added compilation with MSBuild from .sln-file

* fixed unknown PlatformToolset returns exitcode 0

* hotfix

* updated Readme

* removed return

* added installation with mingw test to appveyor

* let's test appveyor with both VS 2015 and VS 2017; but MinGW isn't installed on VS 2017 image

* fixed built-in name 'file'

* simplified appveyor

* removed excess data_files

* fixed unreadable paths

* separated exceptions for cmake and mingw

* refactored silent_call

* don't create artifacts with VS 2015 and mingw

* be more precise with python versioning in Travis

* removed unnecessary if statement

* added classifiers for PyPI and python versions badge

* changed python version in travis

* added support of scikit-learn 0.18.x

* added more python versions to Travis

* added more python versions to Appveyor

* reduced number of tests in Travis

* Travis trick is not needed anymore

* attempt to fix according to https://github.com/Microsoft/LightGBM/pull/880#discussion_r137438856

* fixed capital letters and formating

* fixed CMake capital letters; added VS 2013 to the list of allowed versions

* setup.py custom install & sdist

* global data_files

* fix install rule

* fix pylint

* clean codes

* use distutils.command

* overwrite install_lib

* add copy_files; fix pylint

* install openmpi only TASK=mpi

* add TASK=sdist & bdist

* setuptools.command instead of distutils

* add METHOD=pip for gpu test

* use openmpi to install gcc

* set OpenCL_INCLUDE_DIR & BOOST_ROOT

* update doc

* export BOOST_ROOT

* update doc

* update doc

* update doc

* add make command to the python package.

* Update README.rst

* Update README.rst

* Update README.rst

* fix tests.

* fix unix build

* update readme

* fix setup.py

* update travis

* Update .travis.yml

* Update test.py

* some fixes.

* check the 64-bit python

* fix build.

* refine MANIFEST.in

* update Manifest.in

* add more build options.

* Add fatal in cmake

* fix a endif.

* fix bugs.

* fix pep8

* add test for the pip package build

* add test pip install in travis.

* fix version with pre-compile dll

* fix readme.rst

* update readme

* use handle is not None for _is_constructed

* sort imports; clean code; move FAQ to docs

* format python code with pep8

* **DO NOT MERGE** deliberately break rules to see what will happen during check

* Revert "**DO NOT MERGE** deliberately break rules to see what will happen during check"

This reverts commit 0db93cd7a43c7efa43a2112ada43d46c6f9115d9.

* fix format in test.py

* add docs for pep-8

* add troubleshooting

* use unittest

* update unittest version

* fix test_engine.py

* fix test_sklearn.py

* default eval_metric by subclass

* add test grid search

* remove verbose_eval

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