LightGBM

[docs][python][R] early_stopping_rounds doesn't check all of eval_set (#1393)

The document of `early_stopping_rounds` says it will check all of
eval_set. But, this is not true. It doesn't check the dataset
specified as the training data.

This change appends an extra phrase "except the training data" to all
of the sentences "If there's more than one, will check all of them" in
documents.