* Define `best_iteration` only if early stopping is used.
This is the behavior specified by the document but not honored in the actual code.
- Don't set the attributes if there's no early stopping.
- Clean up the code for callbacks, and replace assertions with proper exceptions.
- Assign the attributes when early stopping `save_best` is used.
- Turn the attributes into Python properties.
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Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
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