LightGBM doesn't use full power of GPU

[huytr4n]

I train my data with GPU option is on: device: gpu and here is how the GPU was used:

https://www.evernote.com/l/AQEBXr-xb_tAcoghcAy7gkdrZa7lK4E6Mt4B/image.png

It is only 20-30% of my GPU, and the speed is still the same. :(

Environment info

Operating System: Ubuntu 16.04
GPU: 1060 3GB
C++/Python/R version: Python 3.6

[ronzhou]

I have the same question with windows+python

[guolinke]

refer to #768

[StrikerRUS]

Closed in favor of #768.