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* run cpp tests at CI

* Update docs/Installation-Guide.rst
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This reverts commit e98da99d.

* Restrict Doxygen version at CI

* fix typo in version number

* Update requirements.txt

* Update test.sh

* Added f-strings to docs/conf.py

* fixed some linting errors

* fixed indent on 210:25

* YAF

* yet another try at fixing the linting

* Try: 1

* Try 2

* Update docs/conf.py
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* Update docs/conf.py
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* Update docs/conf.py
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* clarify DEBUG-level log about tree depth

* more places

This reverts commit f2632a6e.

* [docs]Add alt text on images

* Update docs/GPU-Windows.rst
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* Update docs/GPU-Windows.rst
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* Apply suggestions from code review
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* Apply suggestions from code review
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* Merge main branch commit updates (#1)

* [docs] Add alt text to image in Parameters-Tuning.rst (#4035)

* [docs] Add alt text to image in Parameters-Tuning.rst

Add alt text to Leaf-wise growth image, as part of #4028

* Update docs/Parameters-Tuning.rst
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* [ci] [R-package] upgrade to R 4.0.4 in CI (#4042)

* [docs] update description of deterministic parameter (#4027)

* update description of deterministic parameter to require using with force_row_wise or force_col_wise

* Update include/LightGBM/config.h
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* update docs
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* [dask] Include support for init_score (#3950)

* include support for init_score

* use dataframe from init_score and test difference with and without init_score in local model

* revert refactoring

* initial docs. test between distributed models with and without init_score

* remove ranker from tests

* test value for root node and change docs

* comma

* re-include parametrize

* fix incorrect merge

* use single init_score and the booster_ attribute

* use np.float64 instead of float

* [ci] ignore untitle Jupyter notebooks in .gitignore (#4047)

* [ci] prevent getting incompatible dask and distributed versions (#4054)

* [ci] prevent getting incompatible dask and distributed versions

* Update .ci/test.sh
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* empty commit
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* [ci] fix R CMD CHECK note about example timings (fixes #4049) (#4055)

* [ci] fix R CMD CHECK note about example timings (fixes #4049)

* Apply suggestions from code review
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* empty commit
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* [ci] add CMake + R 3.6 test back (fixes #3469) (#4053)

* [ci] add CMake + R 3.6 test back (fixes #3469)

* Apply suggestions from code review
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* Update .ci/test_r_package_windows.ps1

* -Wait and remove rtools40

* empty commit
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* [dask] include multiclass-classification task in tests (#4048)

* include multiclass-classification task and task_to_model_factory dicts

* define centers coordinates. flatten init_scores within each partition for multiclass-classification

* include issue comment and fix linting error

* Update index.rst (#4029)

Add alt text to logo image
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* [dask] raise more informative error for duplicates in 'machines' (fixes #4057) (#4059)

* [dask] raise more informative error for duplicates in 'machines'

* uncomment

* avoid test failure

* Revert "avoid test failure"

This reverts commit 9442bdf00f193a19a923dc0deb46b7822cb6f601.

* [dask] add tutorial documentation (fixes #3814, fixes #3838) (#4030)

* [dask] add tutorial documentation (fixes #3814, fixes #3838)

* add notes on saving the model

* quick start examples

* add examples

* fix timeouts in examples

* remove notebook

* fill out prediction section

* table of contents

* add line back

* linting

* isort

* Apply suggestions from code review
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* Apply suggestions from code review
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* move examples under python-guide

* remove unused pickle import
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* set 'pending' commit status for R Solaris optional workflow (#4061)

* [docs] add Yu Shi to repo maintainers (#4060)

* Update FAQ.rst

* Update CODEOWNERS

* set is_linear_ to false when it is absent from the model file (fix #3778) (#4056)

* Add CMake option to enable sanitizers and build gtest (#3555)

* Add CMake option to enable sanitizer

* Set up gtest

* Address reviewer's feedback

* Address reviewer's feedback

* Update CMakeLists.txt
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* added type hint (#4070)

* [ci] run Dask examples on CI (#4064)

* Update Parallel-Learning-Guide.rst

* Update test.sh

* fix path

* address review comments

* [python-package] add type hints on Booster.set_network() (#4068)

* [python-package] add type hints on Booster.set_network()

* change behavior

* [python-package] Some mypy fixes (#3916)

* Some mypy fixes

* address James' comments

* Re-introduce pass in empty classes

* Update compat.py

Remove extra lines

* [dask] [ci] fix flaky network-setup test (#4071)

* [tests][dask] simplify code in Dask tests (#4075)

* simplify Dask tests code

* enable CI

* disable CI

* Revert "[ci] prevent getting incompatible dask and distributed versions (#4054)" (#4076)

This reverts commit 4e9c9768

.

* Fix parsing of non-finite values (#3942)

* Fix index out-of-range exception generated by BaggingHelper on small datasets.

Prior to this change, the line "score_t threshold = tmp_gradients[top_k - 1];" would generate an exception, since tmp_gradients would be empty when the cnt input value to the function is zero.

* Update goss.hpp

* Update goss.hpp

* Add API method LGBM_BoosterPredictForMats which runs prediction on a data set given as of array of pointers to rows (as opposed to existing method LGBM_BoosterPredictForMat which requires data given as contiguous array)

* Fix incorrect upstream merge

* Add link to LightGBM.NET

* Fix indenting to 2 spaces

* Dummy edit to trigger CI

* Dummy edit to trigger CI

* remove duplicate functions from merge

* Fix parsing of non-finite values.  Current implementation silently returns zero when input string is "inf", "-inf", or "nan" when compiled with VS2017, so instead just explicitly check for these values and fail if there is no match.  No attempt to optimise string allocations in this implementation since it is usually rarely invoked.

* Dummy commit to trigger CI

* Also handle -nan in double parsing method

* Update include/LightGBM/utils/common.h

Remove trailing whitespace to pass linting tests
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Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [dask] remove unused imports from typing (#4079)

* Range check for DCG position discount lookup (#4069)

* Add check to prevent out of index lookup in the position discount table. Add debug logging to report number of queries found in the data.

* Change debug logging location so that we can print the data file name as well.

* Revert "Change debug logging location so that we can print the data file name as well."

This reverts commit 3981b34bd6e0530f89c4733e78e6b6603bf50d48.

* Add data file name to debug logging.

* Move log line to a place where it is output even when query IDs are read from a separate file.

* Also add the out-of-range check to rank metrics.

* Perform check after number of queries is initialized.

* Update

* [ci] upgrade R CI scripts to work on Ubuntu 20.04 (#4084)

* [ci] install additional LaTeX packages in R CI jobs

* update autoconf version

* bump upper limit on package size to 100

* [SWIG] Add streaming data support + cpp tests (#3997)

* [feature] Add ChunkedArray to SWIG

* Add ChunkedArray
* Add ChunkedArray_API_extensions.i
* Add SWIG class wrappers

* Address some review comments

* Fix linting issues

* Move test to tests/test_ChunkedArray_manually.cpp

* Add test note

* Move ChunkedArray to include/LightGBM/utils/

* Declare more explicit types of ChunkedArray in the SWIG API.

* Port ChunkedArray tests to googletest

* Please C++ linter

* Address StrikerRUS' review comments

* Update SWIG doc & disable ChunkedArray<int64_t>

* Use CHECK_EQ instead of assert

* Change include order (linting)

* Rename ChunkedArray -> chunked_array files

* Change header guards

* Address last comments from StrikerRUS

* store all CMake files in one place (#4087)

* v3.2.0 release (#3872)

* Update VERSION.txt

* update appveyor.yml and configure

* fix Appveyor builds
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Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
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* [ci] Bump version for development (#4094)

* Update .appveyor.yml

* Update cran-comments.md

* Update VERSION.txt

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

* [ci] fix flaky Azure Pipelines jobs (#4095)

* Update test.sh

* Update setup.sh

* Update .vsts-ci.yml

* Update test.sh

* Update setup.sh

* Update .vsts-ci.yml

* Update setup.sh

* Update setup.sh
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* Apply suggestions from code review
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* Update Parallel-Learning-Guide.rst

* Update test.sh

* fix path

* address review comments

* Update FAQ.rst

* Update CODEOWNERS

* [dask] add tutorial documentation (fixes #3814, fixes #3838)

* add notes on saving the model

* quick start examples

* add examples

* fix timeouts in examples

* remove notebook

* fill out prediction section

* table of contents

* add line back

* linting

* isort

* 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>

* move examples under python-guide

* remove unused pickle import
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

Add alt text to logo image
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update description of deterministic parameter to require using with force_row_wise or force_col_wise

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

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

* [docs] Add alt text to image in Parameters-Tuning.rst

Add alt text to Leaf-wise growth image, as part of #4028

* Update docs/Parameters-Tuning.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add FLAML for HPO in DOC

* add FLAML for HPO

* revise FLAML phasing

* Update docs/Parameters-Tuning.rst
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* Update README.md
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* [dask] allow tight control over ports

* getting there, getting there

* fix params maybe

* fixing params

* remove unnecessary stuff

* fix tests

* fixes

* some minor changes

* fix flaky test

* linting

* more linting

* clarify parameter description

* add warning

* revert docs change

* Update python-package/lightgbm/dask.py

* Apply suggestions from code review
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* trying to fix stuff

* this is working

* update tests

* Apply suggestions from code review
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* indent
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* Update docs to note that pred_contrib is not available for linear trees

* Add warning in code

* Change warning to error

* rework distributed learning page

* more references

* more changes

* more changes

* add anchors for olds links

* revert changes from #4000

* fix links

* more links

* Apply suggestions from code review
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* Update docs/Parallel-Learning-Guide.rst
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* [docs] Change some 'parallel learning' references to 'distributed learning'

* found a few more

* one more reference

* Update docs about linear tree and monotone constraints

* Fix punctuation

* Update Python-Intro.rst

* Update docs/Python-Intro.rst
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* Add new task type: "save_binary".

* Document for task "save_binary".

* [ci] move link checking to a cron job

* run once to register

* set PYTHON_VERSION

* actually build docs

* uncomment

* remove stuff

* Update docs/.linkcheckerrc

* condense

* remove PR triggers again

* Update .github/workflows/linkchecker.yml

* move TASK

* Update .readthedocs.yml

* Delete requirements_rtd.txt

* document CUDA version support

* address review comments

* collapse CUDA section in the guide

* remove Clang support from CUDA docs as we have never tested it

* add type hints in dask module

* starting on asserts

* remove unused code

* add hints for dtypes

* replace accidentally-removed docstrings

* revert unrelated change

* Update python-package/lightgbm/dask.py

* empty commit

* fix hints on group

* capitalize array

* hide hints in signatures

* empty commit

* sphinx version

* Apply suggestions from code review
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* fix hint for MatrixLike

* Update python-package/lightgbm/dask.py
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* Apply suggestions from code review
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* update docstring

* empty commit
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* initial Dask docs

* fix MRO

* address review comments

* centralize Python-package logging in one place

* continue

* fix test name

* removed unused import

* enhance test

* fix lint

* hotfix test

* workaround for GPU test

* remove custom logger from Dask-package

* replace one log func with flags by multiple funcs

* move all submodules to external_libs folder

* Update .Rbuildignore

* Update MANIFEST.in

* Update .appveyor.yml

* Update CMakeLists.txt

* Update build_r.R

* Update test.sh

* Update setup.py

* Update CMakeLists.txt

* Update test.sh

* Update setup.py

* Update conf.py

* Update MANIFEST.in

* Update LightGBM.vcxproj

* continue

* test

* test

* Update setup.py

* hotfix

* revert CI tests

* fix docs

* Update basic.py

* Update engine.py