[docs][ci] added docs about GPU support out of the box for Windows wheels and small refactoring for dual test

[StrikerRUS]

Continuation of #3403.

@tpboudreau Please help with review.

[StrikerRUS]

@tpboudreau I think this is the reason why Intel OpenCL Runtime behaves oddly at Azure.

I've run against the python package using three different versions the Intel CPU OpenCL platform. They all run successfully and give reasonable results, but for some reason they either sporadically hang at shutdown or terminate with the user script returning 'False'.

Warning: using Intel OpenCL is not recommended and may crash your machine due to being non compliant to OpenCL standards.

[tpboudreau]

Overall, looks great. Just two small suggestions.

And one quick question, just to clarify: will the published PyPI wheel now be built with the --integrated-opencl flag, or is there some other change or PR required?

(I haven't forgotten that I'm going it to look into getting that build to default to device=gpu for the CI tests. I'll get to that as soon as I can.)

[StrikerRUS]

@tpboudreau

Overall, looks great. Just two small suggestions.

Thanks! Applied!

will the published PyPI wheel now be built with the --integrated-opencl flag

Yeah! Actually, nightly releases are being built with this flag right now. You can check it.

https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html

Yesterday I run a few tests with them on my local machine with NVIDIA GPU and didn't notice any problems except the difference in returned results.

For ordinary releases we just take nightly artifacts for particular commit.

LightGBM/.vsts-ci.yml

Lines 179 to 195 in 46986ba

	- task: GitHubRelease@0
	displayName: 'Create GitHub Release'
	condition: and(succeeded(), startsWith(variables['Build.SourceBranch'], 'refs/tags/v'))
	inputs:
	gitHubConnection: guolinke
	repositoryName: '$(Build.Repository.Name)'
	action: 'create'
	target: '$(Build.SourceVersion)'
	tagSource: 'auto'
	title: '$(Build.SourceBranchName)'
	assets: |
	$(Build.SourcesDirectory)/binaries/PackageAssets/*
	$(Build.ArtifactStagingDirectory)/*.nupkg
	assetUploadMode: 'delete'
	isDraft: true
	isPreRelease: false
	addChangeLog: false

(I haven't forgotten that I'm going it to look into getting that build to default to device=gpu for the CI tests. I'll get to that as soon as I can.)

Great! Many thanks!

[jameslamb]

All looks great to me!

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.