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[R-package] suppress Wcast-function-type warning in CMake-based gcc and MinGW builds (fixes #4273) (#4274)

* [R-package] suppress Wcast-function-type warning in CMake-based gcc and MinGW builds (fixes #4273)

* suppress warning from CMake side

* run cpp tests at CI

* Update docs/Installation-Guide.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add CMake option to enable sanitizer

* Set up gtest

* Address reviewer's feedback

* Address reviewer's feedback

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [docs] Change some 'parallel learning' references to 'distributed learning'

* found a few more

* one more reference

* test different CUDA versions

* Update cuda.yml

* Update cuda.yml

* Update setup.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update CMakeLists.txt

* specify CUDA version in workflow job name

* move all submodules to external_libs folder

* Update .Rbuildignore

* Update MANIFEST.in

* Update .appveyor.yml

* Update CMakeLists.txt

* Update build_r.R

* Update test.sh

* Update setup.py

* Update CMakeLists.txt

* Update test.sh

* Update setup.py

* Update conf.py

* Update MANIFEST.in

* Update LightGBM.vcxproj

* continue

* test

* test

* Update setup.py

* hotfix

* revert CI tests

* [python-package] remove unused Eigen files (fixes #3684)

* more changes

* add EIGEN_MPL2_ONLY in VS solution file

* fix VS project

* remove EIGEN_MPL2_ONLY define in linear_tree_learner
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* small code and docs refactoring

* Update CMakeLists.txt

* Update .vsts-ci.yml

* Update test.sh

* continue

* continue

* revert stable sort for all-unique values

* Add Eigen library.

* Working for simple test.

* Apply changes to config params.

* Handle nan data.

* Update docs.

* Add test.

* Only load raw data if boosting=gbdt_linear

* Remove unneeded code.

* Minor updates.

* Update to work with sk-learn interface.

* Update to work with chunked datasets.

* Throw error if we try to create a Booster with an already-constructed dataset having incompatible parameters.

* Save raw data in binary dataset file.

* Update docs and fix parameter checking.

* Fix dataset loading.

* Add test for regularization.

* Fix bugs when saving and loading tree.

* Add test for load/save linear model.

* Remove unneeded code.

* Fix case where not enough leaf data for linear model.

* Simplify code.

* Speed up code.

* Speed up code.

* Simplify code.

* Speed up code.

* Fix bugs.

* Working version.

* Store feature data column-wise (not fully working yet).

* Fix bugs.

* Speed up.

* Speed up.

* Remove unneeded code.

* Small speedup.

* Speed up.

* Minor updates.

* Remove unneeded code.

* Fix bug.

* Fix bug.

* Speed up.

* Speed up.

* Simplify code.

* Remove unneeded code.

* Fix bug, add more tests.

* Fix bug and add test.

* Only store numerical features

* Fix bug and speed up using templates.

* Speed up prediction.

* Fix bug with regularisation

* Visual studio files.

* Working version

* Only check nans if necessary

* Store coeff matrix as an array.

* Align cache lines

* Align cache lines

* Preallocation coefficient calculation matrices

* Small speedups

* Small speedup

* Reverse cache alignment changes

* Change to dynamic schedule

* Update docs.

* Refactor so that linear tree learner is not a separate class.

* Add refit capability.

* Speed up

* Small speedups.

* Speed up add prediction to score.

* Fix bug

* Fix bug and speed up.

* Speed up dataload.

* Speed up dataload

* Use vectors instead of pointers

* Fix bug

* Add OMP exception handling.

* Change return type of LGBM_BoosterGetLinear to bool

* Change return type of LGBM_BoosterGetLinear back to int, only parameter type needed to change

* Remove unused internal_parent_ property of tree

* Remove unused parameter to CreateTreeLearner

* Remove reference to LinearTreeLearner

* Minor style issues

* Remove unneeded check

* Reverse temporary testing change

* Fix Visual Studio project files

* Restore LightGBM.vcxproj.filters

* Speed up

* Speed up

* Simplify code

* Update docs

* Simplify code

* Initialise storage space for max num threads

* Move Eigen to include directory and delete unused files

* Remove old files.

* Fix so it compiles with mingw

* Fix gpu tree learner

* Change AddPredictionToScore back to const

* Fix python lint error

* Fix C++ lint errors

* Change eigen to a submodule

* Update comment

* Add the eigen folder

* Try to fix build issues with eigen

* Remove eigen files

* Add eigen as submodule

* Fix include paths

* Exclude eigen files from Python linter

* Ignore eigen folders for pydocstyle

* Fix C++ linting errors

* Fix docs

* Fix docs

* Exclude eigen directories from doxygen

* Update manifest to include eigen

* Update build_r to include eigen files

* Fix compiler warnings

* Store raw feature data as float

* Use float for calculating linear coefficients

* Remove eigen directory from GLOB

* Don't compile linear model code when building R package

* Fix doxygen issue

* Fix lint issue

* Fix lint issue

* Remove uneeded code

* Restore delected lines

* Restore delected lines

* Change return type of has_raw to bool

* Update docs

* Rename some variables and functions for readability

* Make tree_learner parameter const in AddScore

* Fix style issues

* Pass vectors as const reference when setting tree properties

* Make temporary storage of serial_tree_learner mutable so we can make the object's methods const

* Remove get_raw_size, use num_numeric_features instead

* Fix typo

* Make contains_nan_ and any_nan_ properties immutable again

* Remove data_has_nan_ property of tree

* Remove temporary test code

* Make linear_tree a dataset param

* Fix lint error

* Make LinearTreeLearner a separate class

* Fix lint errors

* Fix lint error

* Add linear_tree_learner.o

* Simulate omp_get_max_threads if openmp is not available

* Update PushOneData to also store raw data.

* Cast size to int

* Fix bug in ReshapeRaw

* Speed up code with multithreading

* Use OMP_NUM_THREADS

* Speed up with multithreading

* Update to use ArrayToString

* Fix tests

* Fix test

* Fix bug introduced in merge

* Minor updates

* Update docs

* [R-package] Remove CLI-only objects

* more guards

* more guards

* variable not string

* simplify fix

* revert build_r.R changes

* move define of global_timer
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* move APPLE_OUTPUT_DYLIB option closer to the rest options

* Update CMakeLists.txt

* [R-package] Fix failures with R 3.6 and CMake

* min version

* Add specialized OpenCL/Python package build path

* Refer to upstream OpenCL repository

* Reset build job count in setup.py

* TEMPORARY: refer to OpenCL fork to ensure Linux CI builds succeed

* Remove intermediate cmake target

* Restrict OpenCL headers to documented API version

* Use command line definition to activate integrated build

* Flag reference to unofficial repo with FIXME

* TEMPORARY: update private repo tag for dependency

* Remove integrated build for non-Win32 and related cleanup

* Remove commented code

* Rename integrated OpenCL build option and other cleanups

* Small cleanups

* Update CMakeIntegratedOpenCL.cmake
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeIntegratedOpenCL.cmake
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeIntegratedOpenCL.cmake
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeIntegratedOpenCL.cmake
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeIntegratedOpenCL.cmake

Targeted download of Boost submodules.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* redirect log to python console (#3090)

* redir log to python console

* fix pylint

* Apply suggestions from code review

* Update basic.py

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update c_api.h

* Apply suggestions from code review

* Apply suggestions from code review

* super-minor: better wording
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* re-order includes (fixes #3132) (#3133)

* Revert "re-order includes (fixes #3132) (#3133)" (#3153)

This reverts commit 656d2676

.

* Missing change from previous rebase

* Minor cleanup and removal of development scripts.

* Only set gpu_use_dp on by default for CUDA. Other minor change.

* Fix python lint indentation problem.

* More python lint issues.

* Big lint cleanup - more to come.

* Another large lint cleanup - more to come.

* Even more lint cleanup.

* Minor cleanup so less differences in code.

* Revert is_use_subset changes

* Another rebase from master to fix recent conflicts.

* More lint.

* Simple code cleanup - add & remove blank lines, revert unneccessary format changes, remove added dead code.

* Removed parameters added for CUDA and various bug fix.

* Yet more lint and unneccessary changes.

* Revert another change.

* Removal of unneccessary code.

* temporary appveyor.yml for building and testing

* Remove return value in ReSize

* Removal of unused variables.

* Code cleanup from reviewers suggestions.

* Removal of FIXME comments and unused defines.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* Fix config variables.

* Attempt to fix check-docs failure

* Update Paramster.rst for num_gpu

* Removing test appveyor.yml

* Add ƒCUDA_RESOLVE_DEVICE_SYMBOLS to libraries to fix linking issue.

* Fixed handling of data elements less than 2K.

* More reviewers comments cleanup.

* Removal of TODO and fix printing of int64_t

* Add cuda change for CI testing and remove cuda from device_type in python.

* Missed one change form previous check-in

* Removal AdditionConfig and fix settings.

* Limit number of GPUs to one for now in CUDA.

* Update Parameters.rst for previous check-in

* Whitespace removal.

* Cleanup unused code.

* Changed uint/ushort/ulong to unsigned int/short/long to help Windows based CUDA compiler work.

* Lint change from previous check-in.

* Changes based on reviewers comments.

* More reviewer comment changes.

* Adding warning for is_sparse. Revert tmp_subset code. Only return FeatureGroupData if not is_multi_val_

* Fix so that CUDA code will compile even if you enable the SCORE_T_USE_DOUBLE define.

* Reviewer comment cleanup.

* Replace warning with Log message. Removal of some of the USE_CUDA. Fix typo and removal of pragma once.

* Remove PRINT debug for CUDA code.

* Allow to use of multiple GPUs for CUDA.

* More multi-GPUs enablement for CUDA.

* More code cleanup based on reviews comments.

* Update docs with latest config changes.
Co-authored-by: Gordon Fossum <fossum@us.ibm.com>
Co-authored-by: ChipKerchner <ckerchne@linux.vnet.ibm.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update install.libs.R

* Update CMakeLists.txt

* [R-package] CMake fixes to support MSVC

* simplifications

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed MSVC_RUNTIME_LIBRARY property

* fixed FindLibR search for LIBR_CORE_LIBRARY

* Update CMakeLists.txt
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* made R.lib linking more explicit

* add R_DOT_LIB_FILE to cache

* changed R.lib CMake name

* fix placementt tof R_MSVC_CORE_LIBRARY

* empty commit

* change MSVC library name

* one more name change
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] started cutting over from custom R-to-C interface to R.h

* replaced LGBM_SE with SEXP

* fixed error about ocnflicting definitions of length

* got linking working

* more stuff

* eliminated R CMD CHECK note about printing

* switched from hard-coded include dir to the one from FindLibR.cmake

* cleaned up formatting in FindLibR.cmake

* commented-out everything in CI that does not touch R

* more changes

* trying to get better logs

* tried ignoring

* added error message to confirm a suspicion

* still trying to find R during R CMD CHECK

* restore full CI

* fixed comment

* Update R-package/src/cmake/modules/FindLibR.cmake

* changed strategy for finding LIBR_HOME on Windows

* Removed 32-bit Windows stuff in FindLibR.cmake

* Update R-package/src/cmake/modules/FindLibR.cmake

* Update CMakeLists.txt
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed some duplication in cmake scripts

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added LIBR_CORE_LIBRARY back

* small fixes to CMakeLists

* simplified FindLibR.cmake

* some fixes for windows

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* allowed for directly passing LIBR_EXECUTABLE to FindLibR.cmake

* reorganized FindLibR.cmake to catch more cases

* clean up inconsistencies  in R calls in FindLibR.cmake

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed unnecessary log messages

* removed unnecessary unset() call
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] Introduced define LGB_BUILD_R to control compilation of lib_lightgbm for the R package

* fixed comment

* switched to cmake options

* fixed typo

* add debug mode in camke

* add debug dll

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* fix naming

* Apply suggestions from code review

* Apply suggestions from code review

* Update LightGBM.sln

* refine

* run MPI job in debug mode

* document USE_DEBUG and USE_TIMETAG
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add Link Time Code Generation

* remove ltcg

* Apply suggestions from code review

* 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>

* try to use _mm_prefetch anywhere

* refine

* fix bug

* remove the unneeded prefetch

* removed OpenMP ugly fix for Mojave as it's fixed in latest CMake

* test: switch compilers

* switch compilers back

* updated installation guide

* updated Python installation guide

* added note about opencl path to Windows section

* added space before path in message

* minor correction for option description in Python installation guide

* minor fixed in CMakeLists

* state what message is about

* added LightGBM SWIG wrappers for macOS and updated docs

* updated installation instructions based on comments

* updated based on comments

* Fix build on macOS Mojave

Fixed #1898

- https://iscinumpy.gitlab.io/post/omp-on-high-sierra/
- https://cliutils.gitlab.io/modern-cmake/chapters/packages/OpenMP.html
- https://github.com/Homebrew/homebrew-core/pull/20589

* update setup.py

* update docs

* fix setup.py

* update docs

* update docs

* update setup.py

* update docs

* unified references

* fixed typo

* GPU version is quite stable now

* updated reference for GPU version