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[R-package] [c++] add tighter multithreading control, avoid global OpenMP side effects (fixes #4705, fixes #5102) (#6226)

[R-package] enable saving Booster with saveRDS() and loading it with readRDS() (fixes #4296) (#4685)

* idiomatic serialization

* linter

* linter, namespace

* comments, linter, fix failing test

* standardize error messages for null handles

* auto-restore handle in more functions

* linter

* missing declaration

* correct wrong signature

* fix docs

* Update R-package/R/lgb.train.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.drop_serialized.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.restore_handle.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.restore_handle.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.make_serializable.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* move 'restore_handle' from feature importance to dump method

* missing header

* move arguments order, update docs

* linter

* avoid leaving files in working directory

* add test for save_model=NULL

* missing comma

* Update R-package/R/lgb.restore_handle.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/lightgbm_R.cpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* change name of error function

* update comment

* restore old serialization functions but set as deprecated

* Update R-package/R/readRDS.lgb.Booster.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/R/saveRDS.lgb.Booster.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update docs

* Update R-package/R/readRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/saveRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/tests/testthat/test_basic.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/readRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* comments

* fix variable name

* restore serialization test for linear models

* Update R-package/R/lightgbm.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update docs

* fix issues with null terminator
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix warnings in examples

* fix silently-ignored parameter

* [R-package] clarify parameter documentation

* fixes to braces

* linting

* [R-package] remove broken default file in readRDS / saveRDS functions

* empty commit

* [R-package] update DESCRIPTION per CRAN comments

* newlines

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* more fixes

* update Rbuildignore

* more changes

* more changes per CRAN response

* add email

* run examples in CI

* add newest CRAN response

* add Solaris patch

* update patch

* another attempt at ifaddrs patch

* fix unnecessary comment

* update configure

* comments

* bump version

* tabs

* fix address alignment, required by cran (#3415)

* fix dataset binary file alignment

* many fixes

* fix warnings

* fix bug

* Update file_io.cpp

* Update file_io.cpp

* simplify code

* Apply suggestions from code review

* general

* remove unneeded alignment

* Update file_io.h

* int32 to byte8 alignment

* Apply suggestions from code review

* Apply suggestions from code review

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* fixing conflicts

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* trying to fix conflicts

* more fixes

* this will work

* update cran-comments

* simplify solaris, add more testing docs

* stuff

* remove rchck docs

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* remove extra use of cat()

* change solaris check

* update docs

* remove testing code

* fix warning about cleanup not having execute permissions

* fix cmake builds

* remove blank line
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

* run_dontrun in pkgdown
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix R CMD check NOTE about leftover files

* update number of allowed notes

* [R-package] fix R examples and lgb.plot.interpretation

* remove space in gitignore

* try data.table from conda-forge

* update FAQ
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] [docs] Simplified examles to cut example run time (fixes #2988)

* updated learning rates

* [R-package] made roxygen2 tags explicit and cleaned up documentation

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/man/lightgbm.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] moved @name to the top of roxygen blocks and removed some inaccurate information in documentation on parameters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Added more linters on R code

* started working on implicit integers

* finished style changes to handle implicit integers

* regenned documentation and added concatenation linter

* changed channel for r-lintr

* try building stringi before lintr

* trying to get libicui18n

* trying another thing

* trying conda-forge again

* added re-install of stringi

* uncommented other stages

* Update .ci/test.sh
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed apt update and changed lintr version floor

* get lintr from CRAN

* R needs to come before C++ linting

* testing lintr install from CRAN

* trying one more thing

* more verbose

* order might matter

* removed commented code

* cleaned up linting block in test.sh

* grouped conda install calls and fixed a few integer array things

* R docs cleanup

* regenerated R documentation files

* Fixed typos in docs

* Fixed inconsistencies in documentation

* Updated strategy for registering routines

* Fixed issues caused by smashing multiple functions into one Rd

* Fixed issues with documentation

* Removed VignetteBuilder and updated Rbuildignore

* Added R build artefacts to gitignore

* Added namespacing on data.table set function. Updated handling of CMakeLists file to get around CRAN check.

* Updated build instructions

* Added R build script

* Removed build_r.sh script and updated R-package install instructions

* Silent parameter does not exist anymore

* Fix Microsoft/LightGBM#913

* Generate Rd files for R documentation

* Add lgb.prepare

* Update roxygen to 6.0.1 and add lgb.prepare

* Add prepared rules.

* Add recommendation when needing rules for transformation.

* Define environment in examples (xgboost clash)

* Large R code changes

* Update lgb.Booster.R

* Add saveRDS (manual)

* Add documentation

* Change arguments passed from debug.

* Add readRDS, change way of saving.

* Change documentation.

* Add better documentation.