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* fix subset bug

* typo

* add fixme tag

* bin mapper

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

* 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

* 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

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* Initial attempt to implement appending features in-memory to another data set

The intent is for this to enable munging files together easily, without needing to round-trip via numpy or write multiple copies to disk.
In turn, that enables working more efficiently with data sets that were written separately.

* Implement Dataset.dump_text, and fix small bug in appending of group bin boundaries.

Dumping to text enables us to compare results, without having to worry about issues like features being reordered.

* Add basic tests for validation logic for add_features_from.

* Remove various internal mapping items from dataset text dumps

These are too sensitive to the exact feature order chosen, which is not visible to the user.
Including them in tests appears unnecessary, as the data dumping code should provide enough coverage.

* Add test that add_features_from results in identical data sets according to dump_text.

* Add test that booster behaviour after using add_features_from matches that of training on the full data

This checks:
- That training after add_features_from works at all
- That add_features_from does not cause training to misbehave

* Expose feature_penalty and monotone_types/constraints via get_field

These getters allow us to check that add_features_from does the right thing with these vectors.

* Add tests that add_features correctly handles feature_penalty and monotone_constraints.

* Ensure add_features_from properly frees the added dataset and add unit test for this

Since add_features_from moves the feature group pointers from the added dataset to the dataset being added to, the added dataset is invalid after the call.
We must ensure we do not try and access this handle.

* Remove some obsolete TODOs

* Tidy up DumpTextFile by using a single iterator for each feature

This iterators were also passed around as raw pointers without being freed, which is now fixed.

* Factor out offsetting logic in AddFeaturesFrom

* Remove obsolete TODO

* Remove another TODO

This one is debatable, test code can be a bit messy and duplicate-heavy, factoring it out tends to end badly.
Leaving this for now, will revisit if adding more tests later on becomes a mess.

* Add documentation for newly-added methods.

* Fix whitespace issues identified by pylint.

* Fix a few more whitespace issues.

* Fix doc comments

* Implement deep copying for feature groups.

* Replace awkward std::move usage by emplace_back, and reduce vector size to num_features rather than num_total_features.

* Copy feature groups in addFeaturesFrom, rather than moving them.

* Fix bugs in FeatureGroup copy constructor and ensure source dataset remains usable

* Add reserve to PushVector and PushOffset

* Move definition of Clone into class body

* Fix PR review issues

* Fix for loop increment style.

* Fix test failure

* Some more docstring fixes.

* Remove blank line

* Read and write datsets from hdfs.
* Only enabled when cmake is run with -DUSE_HDFS:BOOL=TRUE
* Introduces VirtualFile(Reader|Writer) to asbtract VFS differences

* 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.

* add dummy gpu solver code

* initial GPU code

* fix crash bug

* first working version

* use asynchronous copy

* use a better kernel for root

* parallel read histogram

* sparse features now works, but no acceleration, compute on CPU

* compute sparse feature on CPU simultaneously

* fix big bug; add gpu selection; add kernel selection

* better debugging

* clean up

* add feature scatter

* Add sparse_threshold control

* fix a bug in feature scatter

* clean up debug

* temporarily add OpenCL kernels for k=64,256

* fix up CMakeList and definition USE_GPU

* add OpenCL kernels as string literals

* Add boost.compute as a submodule

* add boost dependency into CMakeList

* fix opencl pragma

* use pinned memory for histogram

* use pinned buffer for gradients and hessians

* better debugging message

* add double precision support on GPU

* fix boost version in CMakeList

* Add a README

* reconstruct GPU initialization code for ResetTrainingData

* move data to GPU in parallel

* fix a bug during feature copy

* update gpu kernels

* update gpu code

* initial port to LightGBM v2

* speedup GPU data loading process

* Add 4-bit bin support to GPU

* re-add sparse_threshold parameter

* remove kMaxNumWorkgroups and allows an unlimited number of features

* add feature mask support for skipping unused features

* enable kernel cache

* use GPU kernels withoug feature masks when all features are used

* REAdme.

* REAdme.

* update README

* fix typos (#349)

* change compile to gcc on Apple as default

* clean vscode related file

* refine api of constructing from sampling data.

* fix bug in the last commit.

* more efficient algorithm to sample k from n.

* fix bug in filter bin

* change to boost from average output.

* fix tests.

* only stop training when all classes are finshed in multi-class.

* limit the max tree output. change hessian in multi-class objective.

* robust tree model loading.

* fix test.

* convert the probabilities to raw score in boost_from_average of classification.

* fix the average label for binary classification.

* Add boost_from_average to docs (#354)

* don't use "ConvertToRawScore" for self-defined objective function.

* boost_from_average seems doesn't work well in binary classification. remove it.

* For a better jump link (#355)

* Update Python-API.md

* for a better jump in page

A space is needed between `#` and the headers content according to Github's markdown format [guideline](https://guides.github.com/features/mastering-markdown/)

After adding the spaces, we can jump to the exact position in page by click the link.

* fixed something mentioned by @wxchan

* Update Python-API.md

* add FitByExistingTree.

* adapt GPU tree learner for FitByExistingTree

* avoid NaN output.

* update boost.compute

* fix typos (#361)

* fix broken links (#359)

* update README

* disable GPU acceleration by default

* fix image url

* cleanup debug macro

* remove old README

* do not save sparse_threshold_ in FeatureGroup

* add details for new GPU settings

* ignore submodule when doing pep8 check

* allocate workspace for at least one thread during builing Feature4

* move sparse_threshold to class Dataset

* remove duplicated code in GPUTreeLearner::Split

* Remove duplicated code in FindBestThresholds and BeforeFindBestSplit

* do not rebuild ordered gradients and hessians for sparse features

* support feature groups in GPUTreeLearner

* Initial parallel learners with GPU support

* add option device, cleanup code

* clean up FindBestThresholds; add some omp parallel

* constant hessian optimization for GPU

* Fix GPUTreeLearner crash when there is zero feature

* use np.testing.assert_almost_equal() to compare lists of floats in tests

* travis for GPU