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[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>

* add C API function that returns all param names with aliases

* add C API function that returns all param names with aliases

* add R code

* test R code

* remove debug CI

* fix R lint

* refactor

* run CI

* fix R

* fix

* revert CI checks

* revert changes in docs

* Try to make function `const`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add `const` in cpp file

* address review comments and sync with `master`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add print and summary S3 method

* correct wrong signature

* attempt at bypassing linter

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

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

* Update include/LightGBM/c_api.h
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add more tests

* linter

* don't pluralize single tree

* remove duplicated function

* update changed function name

* missing declaration

* Update lightgbm_R.h

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

* accommodate custom objectives in print

* linter

* linter
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add 'nrounds' as an alias for 'num_iterations'

* Improve tests

* Compare against nrounds directly

* Fix whitespace lints

* [R-package] allow for small numerical differences in Booster test

* only use less-strict test on Windows

* [R-package] fix segfaults caused by missing Booster and Dataset handles (fixes #4208)

* fix test errors

* fixes for cpplint

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

* fix tests

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

* move asserts inside try-catch
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] introduce Dataset set_field() and get_field()

* fix incorrect fields

* update pkgdown

* fix example

* fix another example

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

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

* fix R memory leaks

* attempt at solving linter complaints

* fix compilation on windows

* move R_API_BEGIN to correct place

* make sure exception objects reach out of scope

* better way to solve rchk complaints

* remove goto statement

* [R-package] avoid unnecessary computation in Dataset set_reference() method

* re-arrange conditions

* do more validation upfront and add tests

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

* Update R-package/tests/testthat/test_dataset.R
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] preserve uses of '...' in Dataset slice() method

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

* [R-package] add deprecation warnings on uses of '...' in predict()

* add importFrom(utils, modifyList) in NAMESPACE

[docs] Clarify the fact that predict() on a file does not support saved Datasets (fixes #4034) (#4545)

* documentation changes

* add list of supported formats to error message

* add unit tests

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

* update per review comments

* make references consistent
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] add unit tests on monotone constraints

* testing without skip()

* put skip() back

* make tests consistent with Python

* Update R-package/tests/testthat/test_basic.R

* more changes for consistency with Python tests

* [R-package] move more finalizer logic intoo C++ side

* add C finalizers

* use gc()

* put skip() back

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

* [R-package] avoid unnecessary computation of std deviations in lgb.cv()

* use expect_equal()

* [R-package] factor out lgb.check.r6.class()

* Predictor

* fixed weighted gamma obj

* added unit tests

* fixing linter errors

* another linter

* set seed

* fix linter (integer seed)

* started converting handles

* more changes

* sort of working for Dataset

* yay all the tests are passing for Dataset handle changes

* working for other handle types

* remove debugging logging

* remove unnecessary spaces

* fix null logic

* more NULL

* updates

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

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

* [R-package] move creation of character vectors in some methods to C++ side

* convert LGBM_BoosterGetEvalNames_R

* convert LGBM_BoosterDumpModel_R and LGBM_BoosterSaveModelToString_R

* remove debugging code

* update docs

* remove comment

* add handling for larger model strings

* handle large strings in feature and eval names

* got long feature names working

* more fixes

* linting

* resize

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

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

* converted LGBM_BoosterSaveModel_R

* switch all other non-params cases

* handle params

* real pointer for matrix

* remove R_REAL_PTR

* remove R_INT_PTR

* add test

* [R-package] prevent symbol lookup conflicts

* add unit tests

* only run test on Windows

* move to .Call() calls

* fix references

* testing registration for CMake builds

* revert NAMESPACE changes

* revert testing changes

* [R-package] raise errors from C++ side

* working but a lot of warnings

* more changes

* simplify

* cleanup

* linting

* fix valgrind issues

* revert unnecessary change

* [ci] Add debian-clang-devel CI job for the R package

* [ci] Add debian-clang-devel CI job for the R package

* fixes

* fix test

* update cran-comments

* re-trigger CI

* catch warnings and notes

* fail with only a NOTE

* uncomment CI code

* remove env vars in windows tests

* Update R-package/cran-comments.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* remove unused params from tests for the speedup

* Update test_lgb.Booster.R

* [R-package] enable use of trees with linear models at leaves (fixes #3319)

* remove problematic pragmas

* fix tests

* try to fix build scripts

* try fixing pragma check

* more pragma checks

* ok fix pragma stuff for real

* empty commit

* regenerate documentation

* try skipping test

* uncomment CI

* add note on missing value types for R

* add tests on saving and re-loading booster

* [R-package] add support for non-ASCII feature names (fixes #2983)

* fix Windows

* [R-package] allow access to params in Booster

* remove unnecessary whitespace

* fix test on resetting params

* remove pytest_cache

* Update R-package/tests/testthat/test_custom_objective.R

* construct dataset earlier in lgb.train and lgb.cv

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

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

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

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

* fixing lint issues

* styling updates

* fix failing test
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [ci] test 32-bit R in CI

* add R 3.6 Windows CRAN job

* add tests