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* first metric only in earlystopping for cli

* code clean

* added note about CLI only usage

* removed note about CLI only usage

* PR #1879

* Update docs with parameter_generator.py

* Update wrapper doc for sklearn

* fix travis badge

* updated GitHub Microsoft URL

* Update doc string for pred_contrib

See comments at the end of #1969

* Update basic.py

* Update basic.py

* update doc strings

* update equals sign in doc string

* strip whitespace and gen rst

* strip whitespace

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* Add configuration parameters for CEGB.

* Add skeleton CEGB tree learner

Like the original CEGB version, this inherits from SerialTreeLearner.
Currently, it changes nothing from the original.

* Track features used in CEGB tree learner.

* Pull CEGB tradeoff and coupled feature penalty from config.

* Implement finding best splits for CEGB

This is heavily based on the serial version, but just adds using the coupled penalties.

* Set proper defaults for cegb parameters.

* Ensure sanity checks don't switch off CEGB.

* Implement per-data-point feature penalties in CEGB.

* Implement split penalty and remove unused parameters.

* Merge changes from CEGB tree learner into serial tree learner

* Represent features_used_in_data by a bitset, to reduce the memory overhead of CEGB, and add sanity checks for the lengths of the penalty vectors.

* Fix bug where CEGB would incorrectly penalise a previously used feature

The tree learner did not update the gains of previously computed leaf splits when splitting a leaf elsewhere in the tree.
This caused it to prefer new features due to incorrectly penalising splitting on previously used features.

* Document CEGB parameters and add them to the appropriate section.

* Remove leftover reference to cegb tree learner.

* Remove outdated diff.

* Fix warnings

* Fix minor issues identified by @StrikerRUS.

* Add docs section on CEGB, including citation.

* Fix link.

* Fix CI failure.

* Add some unit tests

* Fix pylint issues.

* Fix remaining pylint issue

[docs] added notes about params usage when data is provided via path and removed unused param (#2024)

* added notes about params usage when data is provided via path

* fixed init score and valid init score params note

* fixed binary params description

* quick fix for better understanding

* update document for forced split

* typo fix

* made NOTE bold

* made Note bold

* Update GPU-Targets.rst

Fix some inaccurate information in docs

* fix travisCI warning

* fix typos

* update config.h

* warning on categorical feature with sparse values

* [docs] categorical features note

* pass params to _InnerPredictor in train and cv

* fixed verbosity param description

* treat silent param as Fatal log level

* create Dataset in refit method silently

* do not overwrite verbose param by silent argument

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

* add support of refit-decay

* add refit into c_api

* add test

* update document

* Update basic.py

* Update test_engine.py

* Update basic.py

* Update test_engine.py

* fix comments

* update test

* fix the comments

* Update test_engine.py

* broadcast info about negative values in categorical features to python package

* update link to categorical_feature parameter

* updated docs of num_iterations parameter

* updated num_iterations param description for R

* fix custom metric for multiclass

* fix alias

* fix bug

* fix indent

* added new aliases for params

* run helper/parameter_generator.py

* removed useless test

* fixed typo in parameter list Parameters.rst

fixed typo from contributs to contributes

* Update config.h

* add per-feature-penalites

* fix comment

* refine Metric Parameters section

* refine Network Parameters section

* refine GPU Parameters section

refine Objective Parameters section

* refine IO Parameters section

* added missed alias of init_score

* fixed grammar

* 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

* added missed description of plot_example in python_guide folder and fixed consistency for packages naming

* more reliable OS detection

* fixed grammar

* made pylint happy

* generate parameters description from config file

* made pylint happy

* added checks description

* fixed links handling in desc and descl2 fields

* refine Core Parameters section

* removed excess quotes from default values

* fixed parameter type retrieve

* added note about auto-generated parameters