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[python-package] remove unused Eigen files, compile with EIGEN_MPL2_O…
…NLY (fixes #3684) (#3685) * [python-package] remove unused Eigen files (fixes #3684) * more changes * add EIGEN_MPL2_ONLY in VS solution file * fix VS project * remove EIGEN_MPL2_ONLY define in linear_tree_learner Co-authored-by: Nikita Titov <[email protected]>
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