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* Update gbdt.cpp

* Update gbdt.cpp

* Apply suggestions from code review

* 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>

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>

* fix bug for GOSS with customized objective (fixes #3243)

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

* 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>

* adding sparse support to TreeSHAP in lightgbm

* updating based on comments

* updated based on comments, used fromiter instead of frombuffer

* updated based on comments

* fixed limits import order

* fix sparse feature contribs to work with more than int32 max rows

* really fixed int64 max error and build warnings

* added sparse test with >int32 max rows

* fixed python side reshape check on sparse data

* updated based on latest comments

* fixed comments

* added CSC INT32_MAX validation to test, fixed comments

* 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.

This reverts commit 656d2676.

* [R-package] fix MSVC warning about control paths (fixes #3067)

* linting

* simplify

* indent and constructor

* fix more

* fix long
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* speed up for const hessian

* rename template

* some refactorings

* refine

* refine

* simplify codes

* fix random in feature histogram

* code refine

* refine

* try fix

* make gcc happy

* remove timer

* rollback some changes

* more templates

* fix a bug

* reduce the cost of timer

* fix gpu

* fix bug

* fix gpu

* fixed cpplint errors

* fixed more cpplint errors

* speed up multi-val bin subset for bagging

* remove the duplicated codes

* code refine

* some codes refactoring

* move `is_constant_hessian` into `TrainingShareStates`

* refine

* fix bug

* fix bug when num_groups_ < 0

* fix gpu

* fix gpu bagging

* fix gpu bug

* typo

* Update src/treelearner/serial_tree_learner.h

* removed unused includes

* fixed index

* fix bagging

* fixed cpplint issues

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

* replace std::runtime_error with Log::Fatal

* Update c_api.cpp

* fixed cpplint issues

* fixed cpplint issues

* 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

* added feature infos to JSON dump

* slight json schema refactor

* simpified code

* refactor feature_infos

* refactoring

* Update src/boosting/gbdt.cpp

* Update dataset.h

* Update include/LightGBM/dataset.h

* simplify

* Apply suggestions from code review

* parse string and construct JSON objs
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* 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>

* 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>

* Move monotone constraints to the monotone_constraints files.

* Add checks for debug mode.

* Refactored FindBestSplitsFromHistograms.

* Add headers.

* fix

* Update data_parallel_tree_learner.cpp

* simplify ComputeBestSplitForFeature

* Fix min / max issue.

* Remove duplicated check.
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* 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>

* added feature importance to JSON dump

* hotfix

* Update gbdt_model_text.cpp

Fix #2564