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This reverts commit ab474dc4.

* [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>

* [ci] upgrade R to 4.0.5

* get R 4.0.5 from focal repo

* [ci] run 'brew update' in macOS jobs (fixes #4160)

* move update

* Update chunked_array.hpp

* Update ChunkedArray_API_extensions.i

* Update StringArray.i

* apply cpplint to cpp tests

* Update test_chunked_array to please cpplint (#4121)

* Update test_chunked_array to please cpplint

* Simplify var name

* Add comment
Co-authored-by: Alberto Ferreira <AlbertoEAF@users.noreply.github.com>

* restrict CMake version for CUDA jobs

* Update setup.sh

* Update setup.sh

* Update setup.sh

* 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

* [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

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

* update autoconf version

* bump upper limit on package size to 100

This reverts commit 4e9c9768.

* Update Parallel-Learning-Guide.rst

* Update test.sh

* fix path

* address review comments

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

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

* Update .ci/test_r_package_windows.ps1

* -Wait and remove rtools40

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

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

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

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

* [ci] prevent getting incompatible dask and distributed versions

* Update .ci/test.sh
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* [ci] prefer older binary to new source for R packages

* back to binary

* preserve choice on Linux

* Update setup.sh

* Update test.sh

* Update test_dask.py

* Update test_engine.py

* Update .vsts-ci.yml

* run isort in CI linting job

* workaround conda compatibility issues

* Update test_r_package.sh

* Update dockerfile.gpu

* Update dockerfile-python

* Update setup.sh

* Update setup.sh

* Update r_solaris.yml

* Update run_rhub_solaris_checks.R

* Update run_rhub_solaris_checks.R

* fix lint

* Update r_solaris.yml

* Update run_rhub_solaris_checks.R

* Update run_rhub_solaris_checks.R

* Update run_rhub_solaris_checks.R

* run R CRAN checks on Solaris by optional workflow

* Update triggering_comments.yml

* Update r_solaris.yml

* Update optional_checks.yml

* Update triggering_comments.yml

* Update run_rhub_solaris_checks.R

* Update r_solaris.yml

* Update run_rhub_solaris_checks.R

* Update r_solaris.yml

* simplify code

* fix lint and address review comments

* starting on Dask client

* more docs stuff

* fix pickling

* just copy docstrings

* fit docs

* switch test order

* linting

* use client kwarg

* remove inner set_params()

* add type hints

* fix type hints

* remove commented code

* reorder

* fix tests, add client_ property

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

* fix tests

* linting

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

* Update linkchecker.yml

* Update test.sh

* [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

* test different CUDA versions

* Update cuda.yml

* Update cuda.yml

* Update setup.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update CMakeLists.txt

* specify CUDA version in workflow job name

* Update test_r_package.sh

* Update r_package.yml

* Update r_package.yml

* [ci] fall back to source installs of R packages if binary missing

* source option

* changing source policy

* install withr separately

* uncomment CI

* [ci] fix R linting job (fixes #3873)

* need to run static analysis

* uncomment CI configs

* Update .ci/test.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update README.md

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* Update cuda.yml

* [dask] factor dask-ml out of tests (fixes #3796)

* Update tests/python_package_test/test_dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* 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

* Update test.sh

* Update test.sh

* Update setup.sh

* Update test_windows.ps1

* Update test_windows.ps1

* Update test_windows.ps1

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update test_windows.ps1

* Update .vsts-ci.yml

* Update optional_checks.yml

* Update get_workflow_status.py

* improve experience with optional GitHub workflows

* Update README.md

* Update r_artifacts.yml

* Update optional_checks.yml

* continue

* Update triggering_comments.yml

* Update README.md

* Update r_artifacts.yml

* Update r_artifacts.yml

* Update r_artifacts.yml

* Update r_valgrind.yml

* Update r_artifacts.yml

* Update r_valgrind.yml

* Update r_valgrind.yml

* Update r_valgrind.yml

* add docstrings to fix lint

* better formatting for multi-line commands