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simplify start_iteration param for predict in Python and some code cleanup for start_iteration (#3288)

* simplify start_iteration param for predict in Python and some code cleanup for start_iteration

* revert docs changes about the prediction result shape

* [python] add start_iteration to python predict interface (#3058)

* Apply suggestions from code review

* Update lightgbm_R.h

* Apply suggestions from code review

* Apply suggestions from code review

* fix R interface

* update R documentation
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* [R-package] improvements to lgb.convert() functions (fixes #2678, #2681)

* more stuff

* update docs

* remove lgb.convert()

* put internal functions back

* update index

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

* run_dontrun in pkgdown
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix early_stopping_round <= 0

* linting

* [R-package] deprecate lgb.prepare() and lgb.prepare2()

* linting

* renaming

* updated docs

* linting

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

* one more comment fix

* remove comment about int being dangerous

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

* [R-package] Add tests on lgb.check.eval, lgb.unloader, and lgb.encode.char

* remove accidental test file

* regenerated docs

* feature importance type in saved model file

* fix nullptr

* fixed formatting

* fix python/R

* Update src/c_api.cpp

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix c_api test

* fix swig

* minor docs improvements and added defines for importance types
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Refactor check_interaction_constraints into separate function, add validation.

* Fix error messages.

* Add tests.

* Update docs.

* Fix tests, minor refactoring.

* Fix style issues.

* Fix R style issue.

* Remove old code.

* Fix existing test and add new one.

* Fix R lint error.

* [R-package] fix R CMD check NOTE about leftover files

* update number of allowed notes

* Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Remove R functionality, moving to separate PR.

* Keep track of branch features in tree object.

* Only track branch features when feature interactions are enabled.

* Fix lint error.

* Update docs and simplify tests.

* Turn matrix to storage mode "double"

* added "test_Predictor.R" to R tests with check for integer storage mode during prediction

* Explicit integers in test_Preditor to avoid TravisCI failure

* properly aligning comment on storage.mode
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* split double assignment into two lines
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] fix issue where early stopping thinks higher MAPE is desirable (fixes #3099)

* fix linting

* only use main metrics

* fix tests

* [R-package] [docs] fix warnings in pkgdown sitte  building

* trying to get better Travis logs

* trying to get better Travis logs

* undo testing fix

* undo testing fix

* empty commit

* first test of appveyor

* strings are strings

* lil bit of build script

* fixing paths

* removed unnecessary file

* updated CRAN URL

* added a lot more printing

* fixing paths

* more stuff

* fixed paths

* more stuff

* more path guessing

* even more paths

* more stuff

* moar logz

* and now for something totally different

* please work

* ok could be a thing

* changing directories

* we might be in business

* fixed install syntax

* tryinv mingw

* more mingw

* ignore Suggests check

* trying Azure DevOps

* just run bare minimum for Azure DevOps

* fixed  build dir thing

* trying to set libPaths

* more testing

* trying R 3.6.3

* R 3.6.3

* this feels right

* still messing around with libraries

* more paths

* removed duplication in Windows testing code

* simpler

* fixed conda stuff

* more conda stuff

* more fixes

* fixed testing script

* moved AppVeyor setup to the top

* commenting

* ch-ch-ch-ch-chaaaanges

* paths

* plz work

* fixed conda stuff in Windows CI

* uncommented stuff to test a full build

* fixed quotes and removed some unnecessary stuff

* added install.libs.R change

* quotes are impoortant

* added commented-out stuff back in

* added Windows script, download retries, and MSVC linking

* minor fixes

* cleaned up debugging code in FindLibR

* cleaned up debugging code and moved R first in CI

* fixed vsts-ci indentation

* cut documentation stuff out of MSVC build

* fix R CMD check for Azure

* misc whitespace changes

* Added echoing of build logs from R CMD check

* cut out more documentation tests

* fixed NOTE about imports from Matrix

* moved some changes out of this PR and into #2963

* fixed whitespace stuff

* added check on number of NOTES

* adding better checks

* fixing check on NOTEs

* removing unnecessary variable

* Update .ci/test_r_package_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* some changes

* fix quoting

* trying MINGW on Azure DevOps

* fixing paths

* more paths

* fixing paths

* testing paths

* fixing slashes

* pinned CTAN mirror

* get better logs

* made sure Azure finds MinGW, fixed search for LIBR_CORE_LIBRARY, stopped building R docs on Azure

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

* added CXX, CC for Windows builds and changed back to building docs on all MINGW builds

* stored LIBR_CORE_LIBRARY hints in one variable

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

* changes from code review

* increased parallel builds for Azure CI

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

[R-package] fixed best_iter and best_score when training data is passed (fixes #2295, #2525) (#2961)

* [R-package] fixed best_iter and best_score when early_stopping is not used (fixes #2295)

* fixed tests

* [R-package] fix R examples and lgb.plot.interpretation

* remove space in gitignore

* try data.table from conda-forge

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

* [R-package] [docs] Simplified examles to cut example run time (fixes #2988)

* updated learning rates

* [R-package] [ci] added more linters

* Update R-package/tests/testthat/test_parameters.R
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added cbind() to undesirable_function_linter

* fixed linting

* Update .ci/lint_r_code.R

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

* [R-package] Fixed R implementation of upper_bound() and lower_bound() for lgb.Booster

* [R-package] switched return type to double

* fixed  R tests on Booster upper_bound() and lower_bound()

* fixed linting

* moved numeric tolerance into a global constant

* Add capability to get possible max and min values for a model

* Change implementation to have return value in tree.cpp, change naming to upper and lower bound, move implementation to gdbt.cpp

* Update include/LightGBM/c_api.h
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Change iteration to avoid potential overflow, add bindings to R and Python and a basic test

* Adjust test values

* Consider const correctness and multithreading protection

* Update test values

* Update test values

* Add test to check that model is exactly the same in all platforms

* Try to parse the model to get the expected values

* Try to parse the model to get the expected values

* Fix implementation, num_leaves can be lower than the leaf_value_ size

* Do not check for num_leaves to be smaller than actual size and get back to test with hardcoded value

* Change test order

* Add gpu_use_dp option in test

* Remove helper test method

* Update src/c_api.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_basic.py
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

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

* fixed R Dataset aliases

* Update R-package/R/aliases.R
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* fix one more typo
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* reset

* fix a bug

* fix test

* Update c_api.h

* support to no filter features by min_data

* add warning in reset config

* refine warnings for override dataset's parameter

* some cleans

* clean code

* clean code

* refine C API function doxygen comments

* refined new param description

* refined doxygen comments for R API function

* removed stuff related to int8

* break long line in warning message

* removed tests which results cannot be validated anymore

* added test for warnings about unchangeable params

* write parameter from dataset to booster

* consider free_raw_data.

* fix params

* fix bug

* implementing R

* fix typo

* filter params in R

* fix R

* not min_data

* refined tests

* fixed linting

* refine

* pilint

* add docstring

* fix docstring

* R lint

* updated description for C API function

* use param aliases in Python

* fixed typo

* fixed typo

* added more params to test

* removed debug print

* fix dataset construct place

* fix merge bug

* Update feature_histogram.hpp

* add is_sparse back

* remove unused parameters

* fix lint

* add data random seed

* update

* [R-package] centrallized Dataset parameter aliases and added tests on Dataset parameter updating (#2767)
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* removed duplicated code from language wrappers

* removed check for resetting metric

* [R-package] clarified error messages and documentation for lgb.get.eval.result()

* fixed bad link

* Update R-package/man/lgb.get.eval.result.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] added fixes from codereview back in
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] made roxygen2 tags explicit and cleaned up documentation

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

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

* Update R-package/man/lightgbm.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] moved @name to the top of roxygen blocks and removed some inaccurate information in documentation on parameters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[R-package] fixed sorting issues in lgb.cv() when using a model with observation weights (fixes #2572) (#2573)

* Update metadata.cpp

* add version for training set, for efficiently update label/weight/... during training.

* Update lgb.Booster.R

* [R-package] removed TODOs in code

* [ci] added to-do to TODO comment linter