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* dump sorted parameter aliases

* update lgb.check.wrapper_param

* update _choose_param_value to look like lgb.check.wrapper_param

* apply suggestions from review

* reduce diff

* move DumpAliases to config

* remove unnecessary check

* restore parameter check

* [R-package] [docs] clarify shape of predictions

* Apply suggestions from code review
Co-authored-by: Michael Mayer <mayermichael79@gmail.com>

* regenerate docs

* apply suggestions from code review

* fix linting error abouut long lines
Co-authored-by: Michael Mayer <mayermichael79@gmail.com>

* docs: typo in documentation of parameter init_model

* docs: actually fix typo and build docs
Co-authored-by: James Lamb <jaylamb20@gmail.com>

[R-package] raise an informative error when custom objective produces incorrect output (fixes #5323) (#5329)

* switch to single prediction type argument

* linter

* missing piece of code

* comments

* linter

* fix test

* revert incorrect 'fix'

* fix failing test

* fix test again

* modify recently introduced tests after changes here

* rename prediction types

* rebase

* restore tests for prediction type in params

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

* Update utils.R

* Update lint_r_code.R

* Update lint_r_code.R

* Update lint_r_code.R

* Update lint_r_code.R

[ci] [R-package] Add paste_linter (#5303)

* Update make-r-def.R

* Update make-r-def.R

* Update build_r.R

* Update utils.R

* Update install.libs.R

* add predcontrib for sparse inputs

* register newly-added function

* comments

* correct wrong types in test

* forcibly take transpose function from Matrix

* keep row names, test comparison to dense inputs

* workaround for passing test while PR for row names is not merged

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

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

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

* proper handling of integer overflow

* add test for CSR contrib row names

* add more tests for predict(<sparse>, predcontrib=TRUE)

* make linter happy

* linter

* linter

* check error messages for bad input shapes

* fix regex

* hard-coded number of columns in regex for tests
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] [docs] document difference between lightgbm() and lgb.train() (fixes #5203)

* clarify language

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

* [R-package] stop automatically calculating eval metrics on training data in lightgbm()

* update docs

* update docs

* roxygen cares about line breaks

* allow using feature names when retrieving number of bins

* unname vector

* use default feature names when not defined

* lint

* apply suggestions

* remove extra comma

* add test with categorical feature

* make feature names sync more transparent

* [R-package] remove lgb.unloader()

* update version reference

* [R-package] ensure that callbacks respect verbosity from params

* added tests on lgb.train()

* add lgb.cv() tests

* add fix for lightgbm()

* fix early stopping tests

* start reduucing duplication in tests

* more simplification

* more simplification

* reduce more code duplication

* centrallize more details

* reuse more logic across tests

* more code re-use

* started condensing lgb.cv test code

* further condense lgb.cv() tests

* re-use more code lgb.cv() tests

* more condensing

[R-package] allow use of `categorical_features` in Dataset when raw data does not have column names (fixes #4374) (#5184)

* check for number of columns if data is matrixx for categorical indices check

* check for error when using a greater index than the number of columns

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

* revert whitespace change

* check if is filename instead of matrix
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix predict() params

* [R-package] ensure values in params override keyword arguments to predict() (fixes #4670)

* revert accidentally-introduced unrelated test changes

* Update R-package/tests/testthat/test_Predictor.R
Co-authored-by: José Morales <jose.morales@kavak.com>

* Update R-package/tests/testthat/test_Predictor.R
Co-authored-by: José Morales <jose.morales@kavak.com>

* linting

* remove nammes in shap test

* changes to tests
Co-authored-by: José Morales <jose.morales@kavak.com>

* [R-package] reduce cost of repeated parameter alias checks

* formatting

* keep row names in prediction output

* fix test

* fix test

* fix test

* more tests for row names

* redo badly solved merge conflict

* comments

* update docs

* missing closing parentheses

* explicitly list assertions in each test

* move assertions back into shared function
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* change prediction default to reshape=TRUE

* remove reshape argument

* comments

[R-package] Promote number of threads to top-level argument in `lightgbm()` and change default to number of cores (#4972)

* rename weight -> weights

* add test for 'weights' argument

* Update R-package/R/lightgbm.R

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

* expose FeatureNumBin in C api

* parametrize min_data_in_bin and add test with max_bin_by_feature

* include feature_num_bin in R package

* add suggestion from review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update error message and lint

* lint

* add call method

* minor improvements in tests

* add suggestions from review

* lint

* rename argument to feature in python and r packages
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[python-package] [R-package] propagate the best iteration of cvbooster into the individual boosters (#5066)

* Update lightgbm.R

* Update lightgbm.Rd

* promote objective and init_score to top-level arguments

* follow comments

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

* update docs

* linter

* comments

* comments

* comments

* extend test for default objective

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