compiler warning: 'not all control paths return a value'

[jameslamb]

Thanks to @gmobaz for pointing out that building the R package with Visual Studio compilers results in a few compilation warnings (#3064 (comment)). One of these is 'not all control paths return a value'.

We should eliminate this warning if possible, to save users time in debugging.

How you are using LightGBM?

LightGBM component: R package

Environment info

Operating System: Windows 10

CPU/GPU model: N/A

C++ compiler version: Visual Studio 16 2019, MSVC 14.24.28314

CMake version: 3.16.5

Java version: N/A

Python version: N/A

R version: 3.6.1

Error message and / or logs

C:\Users\James\AppData\Local\Temp\RtmpKw7PIG\R.INSTALL3afce51189c\lightgbm\src\src\boosting\prediction_early_stop.cpp(86): warning C4715: 'LightGBM::CreatePredictionEarlyStopInstance': not all control paths return a value [C:\Users\James\AppData\Local\Temp\RtmpKw7PIG\R.INSTALL3afce51189c\lightgbm\rc\build_lightgbm.vcxproj]

Reproducible example(s)

Rscript build_r.R

Steps to reproduce

1. Make sure Visual Studio 16 2019 is installed
2. Make sure Rtools35 is installed and its MinGW is on PATH
3. run Rscript build_r.R from the root of the repo

[github-actions]

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