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[docs][ci] added docs about GPU support out of the box for Windows wheels and small refactoring for dual test (#3660)

* added docs about GPU support out of the box for Windows and small refactoring for dual test

* test

* Revert "test"

This reverts commit 45188103c2c9b3773bc62d97fbe865a2e5dd9120.

* fix docs

* fix docs

* hotfix config

* Apply suggestions from code review
Co-authored-by: TP Boudreau <tpboudreau@gmail.com>
Co-authored-by: TP Boudreau <tpboudreau@gmail.com>

* Update make.bat

* Update README.rst

* Update .linkcheckerrc

* Update GPU-Windows.rst

* Update GPU-Windows.rst

* [R-package] replaced gendef.exe with R code to create R.def (fixes #3064)

* fix broken things

* trying to add R4.0 docs

* changed make

* fixing make paths

* update notes on environment variables

* fix linting

* fixes to CI

* fixing build_cmd and other stuff

* fix bad substitution

* fix Azure Linux builds

* I am bad at bash

* simplifying

* only testing R

* getting better logs

* mingw32

* docs

* toolchain

* using msys

* fix visual studio condition

* toolchain test

* full CI

* fix if-elses

* bump allowed NOTEs

* search for Rscript

* updates to docs

* use processx

* fix mismatched arguments

* move CI to GitHub Actions

* minor changes

* fix workflow file

* fix templating

* fix Azure DevOps

* debugging windows builds

* dont shQuote file name

* all GitHub Actions jobs

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

* minor cleanup

* remove objdump printing

* make file.remove() invisible

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

* reduce duplicated paths in docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix travis badge

* updated GitHub Microsoft URL

* Added links to the libraries used.

* Fixing the header

* Fixes

* ot -> to

* bring gpu tests back

* corrected docs according to the news that AMD drops the support of AMD APP SDK

* replaced link to AMD APP SDK

* fixed downloading AMD APP SDK from GitHub without auth

* fixed path tp AMD APP SDK in docs

* removed exports

* clarify AMD APP SDK package installation condition

* delegated not showing hidden items to the rtd_theme

* refactored docs

* fix the name of custom objective function

* fix multi-class alias

* Update GPU-Windows.rst

Better description for setting OpenCL platform and GPU IDs in documentations

* fixed docs building at Python 2.x

* updated docs building guide

* get back Python 3 at Travis

* test commit for OSX

* be more precise with python version inpylint task

* turned warnings into errors

* removed linkchecker validation from osx

* removed warning about not included into any toctree

* docs config cleanup

* refined deprecation warnings mechanism

* refine docs mock mechanism

* be more precise with python version in check-docs task

* redused the number of code lines

* refined venv deployment

* rollback python version in check-docs task

* revert 'refine docs mock mechanism'. autodoc_mock_imports seems to be not working

* added targets for big images

* rollback to default python version in check-docs task

* break long lines for mobile view

* replaced pip with conda where it's possible

* fixed typos and hotfixes

* converted gcc-tips.Rmd; added ref to gcc-tips

* renamed files

* renamed Advanced-Topics

* renamed README

* renamed Parameters-Tuning

* renamed FAQ

* fixed refs to FAQ

* fixed undecodable source characters

* renamed Features

* renamed Quick-Start

* fixed undecodable source characters in Features

* renamed Python-Intro

* renamed GPU-Tutorial

* renamed GPU-Windows

* fixed markdown

* fixed undecodable source characters in GPU-Windows

* renamed Parameters

* fixed markdown

* removed recommonmark dependence

* hotfixes

* added anchors to links

* fixed 404

* fixed typos

* added more anchors

* removed sphinxcontrib-napoleon dependence

* removed outdated line in Travis config

* fixed max-width of the ReadTheDocs theme

* added horizontal align to images