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LightGBM would hang on MPI run if only some nodes have a fatal error. (…
…#2600) * LightGBM would hang on MPI run if only some nodes have a fatal error. The issue is that the destructor of Application calls MPI_Finalize(), which will cause the program to hand and prevent from exiting. So we move the network finalization out of the destructor and call MPI_Finalize() or MPI_Abort() based on whether there was an unhandled exception. * Minor updates: Remove excess debug logging, whitespaces. * Add comments for new functions.
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