LightGBM

auc-mu metric (#2567)

* 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.