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* Fix bug where small values of max_bin cause crash.

* Revert "Fix bug where small values of max_bin cause crash."

This reverts commit fe5c8e2547057c1fa5750bcddd359dd7708fab4b.

* Add auc-mu multiclass metric.

* Fix bug where scores are equal.

* Merge.

* Change name to auc_mu everywhere (instead of auc-mu).

* Fix comparison between signed and unsigned int.

* Change name to AUC-mu in docs and output messages.

* Improve test.

* Use prefix increment.

* Update R package.

* Fix style issues.

* Tidy up test code.

* Read all lines first then process.

* Allow passing AUC-mu weights directly as a list in parameters.

* Remove unused code, improve example and docs.

Fix #2564

* Fix integer overflow https://github.com/microsoft/LightGBM/issues/2357

* Use 2 spaces not 4

* Move constant the config.h
Move check outside the max_depth check

* Move the max leaves check to config.h

* Remove unnecessary check

* fix

* fix the bug

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* 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

* throw error when meet non ascii

* check ascii for config strings.

* consider max_depth for histogram_pool_size

* Update serial_tree_learner.cpp

* Update config.cpp

* Update serial_tree_learner.cpp

* fix unsorted eval_at

* Update config.cpp

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* fix custom metric for multiclass

* fix alias

* fix bug

* fix indent

* fixed gpu test according new config file

* refine Learning Control Parameters section

* added missed check for length consistency of valid and valid init scores

* added missed aliases for core params

* [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.

* decode error description

* added break line char in log massages

* first draft

* refine a branching

* fix the name of custom objective function

* fix multi-class alias

* Update GPU-Windows.rst

* add code for refit tree

* add implementation.

* update documents.

* clean code

* fix a type

* remove protobuf

* add version number

* remove pmml script

* use float for split gain

* fix warnings

* refine the read model logic of gbdt

* fix compile error

* improve decode speed

* fix some bugs

* fix double accuracy problem

* fix bug

* multi-thread save model

* speed up save model to string

* parallel save/load model

* fix some warnings.

* fix warnings.

* fix a bug

* remove debug output

* fix doc

* fix max_bin warning in tests.

* fix max_bin warning

* fix pylint

* clean code for stringToArray

* clean code for TToString

* remove max_bin

* replace "class" with typename

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc

* [optional] support protobuf

* fix windows/LightGBM.vcxproj

* add doc

* fix doc

* fix vs support (#2)

* fix vs support

* fix cmake