[docs] document `conda-forge` channel preference over `default` one and...

[docs] document `conda-forge` channel preference over `default` one and describe possible workaround for OpenMP conflicts in FAQ (#4994)

* Update README.rst

* Update FAQ.rst

* Python FAQ entry about conda-forge

* fix syntax

docs/FAQ.rst

@@ -211,6 +211,30 @@ See `Microsoft/LightGBM#3060 <https://github.com/microsoft/LightGBM/issues/3060#
 
 You can find LightGBM's logo in different file formats and resolutions `here <https://github.com/microsoft/LightGBM/tree/master/docs/logo>`__.
 
+16. LightGBM crashes randomly or operating system hangs during or after running LightGBM.
+-----------------------------------------------------------------------------------------
+
+**Possible Cause**: This behavior may indicate that you have multiple OpenMP libraries installed on your machine and they conflict with each other, similarly to the ``FAQ #10``.
+
+If you are using any Python package that depends on ``threadpoolctl``, you also may see the following warning in your logs in this case:
+
+.. code-block:: console
+
+    /root/miniconda/envs/test-env/lib/python3.8/site-packages/threadpoolctl.py:546: RuntimeWarning: 
+    Found Intel OpenMP ('libiomp') and LLVM OpenMP ('libomp') loaded at
+    the same time. Both libraries are known to be incompatible and this
+    can cause random crashes or deadlocks on Linux when loaded in the
+    same Python program.
+    Using threadpoolctl may cause crashes or deadlocks. For more
+    information and possible workarounds, please see
+        https://github.com/joblib/threadpoolctl/blob/master/multiple_openmp.md
+
+Detailed description of conflicts between multiple OpenMP instances is provided in the `following document <https://github.com/joblib/threadpoolctl/blob/master/multiple_openmp.md>`__.
+
+**Solution**: Assuming you are using LightGBM Python-package and conda as a package manager, we strongly recommend using ``conda-forge`` channel as the only source of all your Python package installations because it contains built-in patches to workaround OpenMP conflicts. Some other workarounds are listed `here <https://github.com/joblib/threadpoolctl/blob/master/multiple_openmp.md#workarounds-for-intel-openmp-and-llvm-openmp-case>`__.
+
+If this is not your case, then you should find conflicting OpenMP library installations on your own and leave only one of them.
+
 ------
 
 R-package
@@ -309,3 +333,10 @@ Therefore, the first thing you should try in case of segfaults is **compiling fr
 For the OS-specific prerequisites see `this guide <https://github.com/microsoft/LightGBM/blob/master/python-package/README.rst#user-content-build-from-sources>`__.
 
 Also, feel free to post a new issue in our GitHub repository. We always look at each case individually and try to find a root cause.
+
+4. I would like to install LightGBM from conda. What channel should I choose?
+-----------------------------------------------------------------------------
+
+We strongly recommend installation from the ``conda-forge`` channel and not from the ``default`` one due to many reasons.
+The main ones are less time delay for new releases, greater number of supported architectures and better handling of dependency conflicts, especially workaround for OpenMP is crucial for LightGBM.
+More details can be found in `this comment <https://github.com/microsoft/LightGBM/issues/4948#issuecomment-1013766397>`__.

python-package/README.rst

@@ -164,6 +164,8 @@ Install from `conda-forge channel <https://anaconda.org/conda-forge/lightgbm>`_
 
 If you use ``conda`` to manage Python dependencies, you can install LightGBM using ``conda install``.
 
+We strongly recommend installation from the ``conda-forge`` channel and not from the ``default`` one due to many reasons. The main ones are less time delay for new releases, greater number of supported architectures and better handling of dependency conflicts, especially workaround for OpenMP is crucial for LightGBM. More details can be found in `this comment <https://github.com/microsoft/LightGBM/issues/4948#issuecomment-1013766397>`_.
+
 **Note**: The `lightgbm conda-forge feedstock <https://github.com/conda-forge/lightgbm-feedstock>`_ is not maintained by LightGBM maintainers.
 
 .. code:: sh