title: How to use the light gbm cv results in light gbm train function
body: <p>I am still new in machine learning. i am trying to train my model using 5-fold CV from lgb.cv(), but I am not sure how to use the results in lgb.train(). i.e how can i use the 'cv results' in my 'lgb_clf'?i cant understand differnce between cv() and train()</p>
  
  <pre><code>lgbm_params = {
      'objective': 'binary',
      'metric': 'auc',
      'is_unbalance': 'true',
      'boosting': 'gbdt',
      'num_leaves': 31,
      'feature_fraction': 0.5,
      'bagging_fraction': 0.5,
      'bagging_freq': 20,
      'learning_rate': 0.05,
      'verbose': 0
  }
  
  
  metric = 'auc'
  cv_folds = 5
  num_rounds = 5000
  
  
  lgtrain = lgb.Dataset(train, label=label)
  
  lgvalid = lgb.Dataset(test,label=label)
  
  cv = lgb.cv(lgbm_params, lgtrain, num_rounds, nfold=cv_folds, metrics={metric}, early_stopping_rounds=100)
  
  
  lgb_clf = lgb.train(lgbm_params, lgtrain,num_rounds, early_stopping_rounds=100, valid_sets=[lgtrain,lgvalid])
  </code></pre>