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* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

[CUDA] Add Poisson regression objective for cuda_exp and refactor objective functions for cuda_exp (#5486)

* add poisson regression objective for cuda_exp

* enable Poisson regression for cuda_exp

* refactor cuda objective functions

* remove useless changes

* fix linter errors

* remove redundant buffer in cuda poisson regression objective

* fix log of cuda_exp binary objective

* fix threshold of poisson objective result

* remove useless changes

* fix compilation errors

* add cuda quantile regression objective

* remove cuda quantile regression objective
Co-authored-by: James Lamb <jaylamb20@gmail.com>

remove redundant whitespaces

* add multiclass objective for cuda_exp

* remove debug code

* add includes requested by lint checks

* fix compilation failure for cuda with cuda-9.0

* clean code

* change percentile in CUDARegressionL1loss::BoostFromScore to 0.5

* add lambdarank for cuda_exp

* support unlimited number of ranks in labels

* fix lint errors

* remove warning for lambdarank with cuda_exp

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update cuda_column_data.hpp

* Update cuda_metadata.hpp

* Update cuda_objective_function.hpp

* Update cuda_row_data.hpp

* Update cuda_regression_objective.hpp

* add huber regression for cuda_exp

* renew tree output on GPU

add test cases for regression objectives

* remove useless changes

* add white space

* fix test_regression

* add (l1) regression objective for cuda_exp

* remove RenewTreeOutputCUDA from CUDARegressionL2loss

* remove mutable and use CUDAVector

* remove white spaces

* remove TODO and document in (#5459)

* add (l2) regression objective for cuda_exp

* fix lint errors

* correct time tag

* add binary objective for cuda_exp

* include <string> and <vector>

* exchange include ordering

* fix length of score to copy in evaluation

* fix EvalOneMetric

* fix cuda binary objective and prediction when boosting on gpu

* Add white space

* fix BoostFromScore for CUDABinaryLogloss

update log in test_register_logger

* include <algorithm>

* simplify shared memory buffer

* fix cuda_exp ci

* fix ci failures introduced by #5279

* cleanup cuda.yml

* fix test.sh

* clean up test.sh

* clean up test.sh

* skip lines by cuda_exp in test_register_logger

* Update tests/python_package_test/test_utilities.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* initial work for boosting and evaluation with CUDA

* fix compatibility with CPU code

* fix creating objective without USE_CUDA_EXP

* fix static analysis errors

* fix static analysis errors

* Update dataset_loader.cpp

* Update gbdt.h

* Update regression_objective.hpp

* Update linker_topo.cpp

* Update xentropy_objective.hpp

* Update regression_objective.hpp

* investigate inf test failure

* avoid overflow in regression objective

* remove `test_inf_handle` test
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* ENH save computations of exp in objectives

* CLN missing declaration

Co-authored-by: 未闲 <weixian.lzf@antfin.com>

* fixed weighted gamma obj

* added unit tests

* fixing linter errors

* another linter

* set seed

* fix linter (integer seed)

* Correct spelling

Most changes were in comments, and there were a few changes to literals for log output.

There were no changes to variable names, function names, IDs, or functionality.

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Correct spelling

Most are code comments, but one case is a literal in a logging message.

There are a few grammar fixes too.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add check to prevent out of index lookup in the position discount table. Add debug logging to report number of queries found in the data.

* Change debug logging location so that we can print the data file name as well.

* Revert "Change debug logging location so that we can print the data file name as well."

This reverts commit 3981b34bd6e0530f89c4733e78e6b6603bf50d48.

* Add data file name to debug logging.

* Move log line to a place where it is output even when query IDs are read from a separate file.

* Also add the out-of-range check to rank metrics.

* Perform check after number of queries is initialized.

* Update

* fix deterministic, part2

* Apply suggestions from code review

* Add support to optimize for NDCG at a given truncation level

In order to correctly optimize for NDCG@_k_, one should exclude pairs containing both documents beyond the top-_k_ (as they don't affect NDCG@_k_ when swapped).

* Update rank_objective.hpp

* Apply suggestions from code review
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update rank_objective.hpp

remove the additional branching: get high_rank and low_rank by one "if".

* Update config.h

add description to lambdarank_truncation_level parameter

* Update Parameters.rst

* Update test_sklearn.py

update expected NDCG value for a test, as it was affected by the underlying change in the algorithm

* Update test_sklearn.py

update NDCG@3 reference value

* fix R learning-to-rank tests

* Update rank_objective.hpp

* Update include/LightGBM/config.h
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update Parameters.rst
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update multiclass_objective.hpp

* Apply suggestions from code review

* Update src/objective/multiclass_objective.hpp

* Apply suggestions from code review

* Update test_basic.R

* Update test_basic.R

* Update src/objective/multiclass_objective.hpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

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

This reverts commit 656d2676.

* Fix loss computation

* fix test

* Optimize ranking loss computation.

* Fix loss computation

* fix test

* fixed cpplint errors

* fixed more cpplint errors

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* some refines

* more omp refactoring

* format define

* fix merge bug

* some fixes

* fix some warnings

* Apply suggestions from code review

* Apply suggestions from code review

* remove dup codes

* 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>

* Implementation of XE_NDCG loss function for ranking.

* Add citation

* Check in example usage for xe_ndcg loss.

* Seed the generator when a seed is provided in the config. Add unit-tests for xe_ndcg

* Update documentation

* Fix indentation

* Address issues raised by reviewers.

* Clean up include statements.

* Fix issues raised by reviewers.

* Regenerate parameters.rst

* Add a note to explain that reproducing xe_ndcg results requires num_threads to be one.

* Introduce objective_seed and use that in rank_xendcg instead of directly using seed

* Change default value of objective_seed