Force split but with threshold decided by lightgbm

[DominicHK]

Summary

I hope to use the force split functionality but would hope the algorithm decide where to apply the split on its own.

Motivation

Sometime, we have an intrinsic understanding on which feature are important to the prediction and would hope to specify the order in which lightgbm uses to take these feature to build the splits. It will also be much more easier to understand/interpret what the model is doing, if the model does this.

Description

Add an option to tell the algorithm which feature to use for splitting but not telling where to split the feature on.

[MattDXB]

This would be extremely valuable to me as well. Anyone has an idea on how to go about implementing it?