added feature importance to JSON dump

[StrikerRUS]

Part of #2604.

Implementation is copied from SaveModelToString without sorting.

[StrikerRUS]

@guolinke WDYT about allowing to specify feature importance type in dump / save function? Seems that it will break the existing compatibility for C API.

[guolinke]

@StrikerRUS could you explain it with more details?

[StrikerRUS]

@guolinke I mean, at present, feature importance is always dumped with importance_type=0:

LightGBM/src/boosting/gbdt_model_text.cpp

Line 63 in edb9149

std::vector<double> feature_importances = FeatureImportance(num_iteration, 0);

LightGBM/src/boosting/gbdt_model_text.cpp

Line 333 in edb9149

std::vector<double> feature_importances = FeatureImportance(num_iteration, 0);

Will be it useful to allow to specify importance type during saving / dumping model?

[guolinke]

As we have standalone FeatureImportance API

LightGBM/src/c_api.cpp

Lines 1563 to 1574 in 516bd37

	int LGBM_BoosterFeatureImportance(BoosterHandle handle,
	int num_iteration,
	int importance_type,
	double* out_results) {
	API_BEGIN();
	Booster* ref_booster = reinterpret_cast<Booster*>(handle);
	std::vector<double> feature_importances = ref_booster->FeatureImportance(num_iteration, importance_type);
	for (size_t i = 0; i < feature_importances.size(); ++i) {
	(out_results)[i] = feature_importances[i];
	}
	API_END();
	}

I think adding importance_type to dump/save is not very necessary.

[StrikerRUS]

Agree! Especially, given that it requires C API breakage.

[StrikerRUS]

WDYT about allowing to specify feature importance type in dump / save function? Seems that it will break the existing compatibility for C API.

Implemented in #3220.