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

* updated learning rates

* fix

* Apply suggestions from code review
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* start to support Python 3.8

* update configs

* hotfix

* Update test.sh

* update brew to pull new URL for basictex

This reverts commit 6b68967d (#2891) and fixes #2979.

* Support UTF-8 characters in feature name again

This commit reverts 0d59859c.
Also see:
- https://github.com/microsoft/LightGBM/issues/2226
- https://github.com/microsoft/LightGBM/issues/2478
- https://github.com/microsoft/LightGBM/pull/2229

I reproduced the issue and as @kidotaka gave us a great survey in #2226,
I don't conclude that the cause is UTF-8, but "an empty string (character)".
Therefore, I revert "throw error when meet non ascii (#2229)" whose commit hash
is 0d59859c, and add support feture names as UTF-8 again.

* add tests

* fix check-docs tests

* update

* fix tests

* update .travis.yml

* fix tests

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* add a test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* fix test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update

* updte

* update

* remove unneeded comments

* Revert "specify the last supported version of scikit-learn (#2637)"

This reverts commit d1002776.

* ban scikit-learn 0.22.0 and skip broken test

* fix updated test

* fix lint test

* Revert "fix lint test"

This reverts commit 8b4db0805fe7a9e7f7eb0be3eac231f85026d196.

* Add the monotone penalty parameter to the config.

* Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature.

* Add monotone penalty.

* Added link to the original report.

* Add tests.

* Fix GPU.

* Revert "Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature."

This reverts commit 37757e8e8f3a2c82a604f4af9a926da616660d2e.

* Revert "Fix GPU."

This reverts commit e49eeee41c883f3c97fd5cdbd53c9288094bffb6.

* Added a shared pointer to the tree so the constraints can use it too.

* Moved check on monotone penalty to config.cpp.

* Python linting.

* Use AssertTrue instead of assert_.

* Fix penalization in test.

* Make GPU deterministic in tests.

* Rename tree to tree_ in monotone constraints.

* Replaced epsilon by kEplison.

* Typo.

* Make tree pointer const.

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Added alias for the penalty.

* Remove useless comment.

* Save CI time.

* Refactor test_monotone_penalty_max.

* Update include/LightGBM/config.h
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Fix doc to be in line with previous config change commit.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* indent and constructor

* fix more

* fix long
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* downdrage sphinx

* fix latex errors

* Revert "fix latex errors"

This reverts commit 3cdf64748ea4dc7083f7b5de4c40ff659a17de65.

* skip checksum verification

* [ci] fixed cpplint errors about string& members

* add constructor

* [ci] fixed cpplint errors about string& members

* add constructor

* refix
Co-authored-by: guolinke <guolin.ke@outlook.com>

* [refactor] Cleanup MissingType enum constants

* Update tree.cpp
Co-authored-by: Alberto Ferreira <alberto.ferreira@feedzai.com>

* [ci] reduced duplication in Python Windows CI

* fixed typo

* reorganized

* fixed task name

* Update .ci/test_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* changes from code review

* added conda init powershell back

* Update .ci/test_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Switched to absolute paths

* fixed env variables
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* fixed broken link

* use another link

* [R-package] started cutting over from custom R-to-C interface to R.h

* replaced LGBM_SE with SEXP

* fixed error about ocnflicting definitions of length

* got linking working

* more stuff

* eliminated R CMD CHECK note about printing

* switched from hard-coded include dir to the one from FindLibR.cmake

* cleaned up formatting in FindLibR.cmake

* commented-out everything in CI that does not touch R

* more changes

* trying to get better logs

* tried ignoring

* added error message to confirm a suspicion

* still trying to find R during R CMD CHECK

* restore full CI

* fixed comment

* Update R-package/src/cmake/modules/FindLibR.cmake

* changed strategy for finding LIBR_HOME on Windows

* Removed 32-bit Windows stuff in FindLibR.cmake

* Update R-package/src/cmake/modules/FindLibR.cmake

* Update CMakeLists.txt
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed some duplication in cmake scripts

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added LIBR_CORE_LIBRARY back

* small fixes to CMakeLists

* simplified FindLibR.cmake

* some fixes for windows

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

* allowed for directly passing LIBR_EXECUTABLE to FindLibR.cmake

* reorganized FindLibR.cmake to catch more cases

* clean up inconsistencies  in R calls in FindLibR.cmake

* Update R-package/src/cmake/modules/FindLibR.cmake
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed unnecessary log messages

* removed unnecessary unset() call
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add util functions.

* Added monotone_constraints_method as a parameter.

* Add the intermediate constraining method.

* Updated tests.

* Minor fixes.

* Typo.

* Linting.

* Ran the parameter generator for the doc.

* Removed usage of the FeatureMonotone function.

* more fixes

* Fix.

* Remove duplicated code.

* Add debug checks.

* Typo.

* Bug fix.

* Disable the use of intermediate monotone constraints and feature sampling at the same time.

* Added an alias for monotone constraining method.

* Use the right variable to get the number of threads.

* Fix DEBUG checks.

* Add back check to determine if histogram is splittable.

* Added forgotten override keywords.

* Perform monotone constraint update only when necessary.

* Small refactor of FastLeafConstraints.

* Post rebase commit.

* Small refactor.

* Typo.

* Added comment and slightly improved logic of monotone constraints.

* Forgot a const.

* Vectors that are to be modified need to be pointers.

* Rename FastLeafConstraints to IntermediateLeafConstraints to match documentation.

* Remove overload of GoUpToFindLeavesToUpdate.

* Stop memory leaking.

* Fix cpplint issues.

* Fix checks.

* Fix more cpplint issues.

* Refactor config monotone constraints method.

* Typos.

* Remove useless empty lines.

* Add new line to separate includes.

* Replace unsigned ind by size_t.

* Reduce number of trials in tests to decrease CI time.

* Specify monotone constraints better in tests.

* Removed outer loop in test of monotone constraints.

* Added categorical features to the monotone constraints tests.

* Add blank line.

* Regenerate parameters automatically.

* Speed up ShouldKeepGoingLeftRight.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: guolinke <guolin.ke@outlook.com>

* [ci] changed sprintf uses to snprintf

* checked for encoding issues with snprintf

Co-authored-by: Alberto Ferreira <alberto.ferreira@feedzai.com>

* [swig] Fix SWIG methods that return char** with StringArray.

+ [new] Add StringArray class to manage and manipulate arrays of fixed-length strings:

  This class is now used to wrap any char** parameters, manage memory and
  manipulate the strings.

  Such class is defined at swig/StringArray.hpp and wrapped in StringArray.i.

+ [API+fix] Wrap LGBM_BoosterGetFeatureNames it resulted in segfault before:

  Added wrapper LGBM_BoosterGetFeatureNamesSWIG(BoosterHandle) that
  only receives the booster handle and figures how much memory to allocate
  for strings and returns a StringArray which can be easily converted to String[].

+ [API+safety] For consistency, LGBM_BoosterGetEvalNamesSWIG was wrapped as well:

  * Refactor to detect any kind of errors and removed all the parameters
    besides the BoosterHandle (much simpler API to use in Java).
  * No assumptions are made about the required string space necessary (128 before).
  * The amount of required string memory is computed internally

+ [safety] No possibility of undefined behaviour

  The two methods wrapped above now compute the necessary string storage space
  prior to allocation, as the low-level C API calls would crash the process
  irreversibly if they write more memory than which is passed to them.

* Changes to C API and wrappers support char**

To support the latest SWIG changes that enable proper char**
return support that is safe, the C API was changed.

The respecive wrappers in R and Python were changed too.

* Cleanup indentation in new lightgbm_R.cpp code

* Adress review code-style comments.

* Update swig/StringArray.hpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update python-package/lightgbm/basic.py
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update src/lightgbm_R.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: alberto.ferreira <alberto.ferreira@feedzai.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add handling of RandomState object, which is standard for sklearn methods.

LightGBM expects an integer seed instead of an object.
If passed object is RandomState, we choose random integer based on its state to seed the underlying low level code.
While chosen random integer is only in the range between 1 and 1e10 I expect it to have enough entropy (?) to not matter in practice.

* Add RandomState object to random_state docstring.

* remove blank line

* Use property to handle setting random_state.
This enables setting cloned estimators with the set_params method in sklearn.

* Add docstring to attribute.

* Fix and simplify docstring.

* Add test case.

* Use maximal int for datatype in seed derivation.

* Replace random_state property with interfacing in fit method.
Derives int seed for C code only when fitting and keeps RandomState object as param.

* Adapt unit test to property change.

* Extended test case and docstring
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Add more equality checks (feature importance, best iteration/score).

* Add equality comparison of boosters represented by strings.
Remove useless best_iteration_ comparison (we do not use early_stopping).

* fix whitespace

* Test if two subsequent fits produce different models

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

* Update LightGBM.vcxproj

* Update LightGBM.vcxproj.filters