first metric only in earlystopping for cli

[guolinke]

refer #2159 (comment)

[StrikerRUS]

I added the note about that this param is for CLI only and slightly paraphrased description for the consistency with others.

[guolinke]

Although this parameter is actually used in cli version, there is another parameter with the same name in python/R package. Therefore, I think the note is not needed, as well as the early_stopping_round.

[StrikerRUS]

It's a little bit another situation (in Python, at least).
early_stopping_round is a parameter for train/cv, so everything is OK, but first_metric_only is a parameter for callback.

LightGBM/python-package/lightgbm/callback.py

Line 153 in 2a36917

def early_stopping(stopping_rounds, first_metric_only=False, verbose=True):

[guolinke]

okay, I think the first_metric_only should be in train/cv as well, like the early_stopping_round:

LightGBM/python-package/lightgbm/engine.py

Lines 482 to 483 in 2a36917

	if early_stopping_rounds is not None:
	callbacks.add(callback.early_stopping(early_stopping_rounds, verbose=False))

[StrikerRUS]

Do you think that we should try to retrieve first_metric_only from params and pass to callback?

LightGBM/python-package/lightgbm/engine.py

Lines 183 to 184 in 2a36917

	if early_stopping_rounds is not None:
	callbacks.add(callback.early_stopping(early_stopping_rounds, verbose=bool(verbose_eval)))

[guolinke]

yes, just like the early stopping rounds:

LightGBM/python-package/lightgbm/engine.py

Lines 122 to 126 in 2a36917

	for alias in ["early_stopping_round", "early_stopping_rounds", "early_stopping"]:
	if alias in params and params[alias] is not None:
	early_stopping_rounds = int(params.pop(alias))
	warnings.warn("Found `{}` in params. Will use it instead of argument".format(alias))
	break

[StrikerRUS]

Got it! Then I'll create a PR for this and remove my note.