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[docs] Clarify the fact that predict() on a file does not support saved Datasets (fixes #4034) (#4545)

* documentation changes

* add list of supported formats to error message

* add unit tests

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

* update per review comments

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

Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* [R-package] remove unnecessary comments

* Update R-package/R/lgb.Booster.R

* [R-package] consolidate duplicate lists of Dataset info keys

* remove extra parentheses

* [R-package] move more finalizer logic intoo C++ side

* add C finalizers

* use gc()

* put skip() back

* Update R-package/tests/testthat/test_lgb.Booster.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] avoid unnecessary computation of std deviations in lgb.cv()

* use expect_equal()

* [R-package] factor out lgb.check.r6.class()

* Predictor

* started converting handles

* more changes

* sort of working for Dataset

* yay all the tests are passing for Dataset handle changes

* working for other handle types

* remove debugging logging

* remove unnecessary spaces

* fix null logic

* more NULL

* updates

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

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

* [R-package] move creation of character vectors in some methods to C++ side

* convert LGBM_BoosterGetEvalNames_R

* convert LGBM_BoosterDumpModel_R and LGBM_BoosterSaveModelToString_R

* remove debugging code

* update docs

* remove comment

* add handling for larger model strings

* handle large strings in feature and eval names

* got long feature names working

* more fixes

* linting

* resize

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

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

* converted LGBM_BoosterSaveModel_R

* switch all other non-params cases

* handle params

* [R-package] move some functions over to SEXP objects

* clarify comment

* remove paste0()

* fix registration table

* fix cmake builds

* [R-package] prevent symbol lookup conflicts

* add unit tests

* only run test on Windows

* move to .Call() calls

* fix references

* testing registration for CMake builds

* revert NAMESPACE changes

* revert testing changes

* [R-package] raise errors from C++ side

* working but a lot of warnings

* more changes

* simplify

* cleanup

* linting

* fix valgrind issues

* revert unnecessary change

* [R-package] clarify parameter documentation

* fixes to braces

* linting

* use same default arguments as python

* Update R-package/R/lgb.cv.R

Changed.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

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

* update the explanation of num_threads in lightgbm.R

* adjusted sentences for linting.

* remove white space for lintr pass

* add note about num_thread param in files

* Return feature importances as visible

Feature importances are returned as invisible. I don't get why would anyone want them invisible. This PR fixes it.

* Update R-package/R/lgb.importance.R

Thanks, didn't realize that, changed now.
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [python-package] expand documentation on 'group' for ranking task

* add R package

* update Query Data section

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

* fix typo in group example

* regenerate parameters

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

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

* add explicit return statement to functions in callback.R

* add explicit return statement to functions in lgb.Booster.R

* add explicit return statement to functions in lgb.Dataset.R

* add explicit return statement to functions in lgb.Predictor.R

* add explicit return statement to functions in lgb.cv.R

* add explicit return statement to functions in lgb.interprete.R

* add explicit return statement to functions in lgb.plot.importance.R

* add explicit return statement to functions in saveRDS.lgb.Booster.R

* add explicit return statement to functions in utils.R

* add explicit return statement to functions in lgb.plot.interpretation.R

* add explicit return statement to functions in build_r.R

* fix typo

* return(self) -> return(invisible(self))

* fix some inconsistent indention

* fix test failure

* add another return() statement

* fix linting errors

* [R-package] remove broken default file in readRDS / saveRDS functions

* empty commit

* [R-package] allow access to params in Booster

* remove unnecessary whitespace

* fix test on resetting params

* remove pytest_cache

* Update R-package/tests/testthat/test_custom_objective.R

* [ci] [R-package] fix issue with partial argument name matches

* fix partial name matches

* simpler NOTE check

* change conditions

* simplify

* update lgb.convert_with_rules.R to use keyword arguments

* update lgb.cv.R to use keyword arguments

* update lgb.importance.R to use keyword arguments

* update lgb.interprete.R to use keyword arguments

* update lgb.plot.interpretation.R to use keyword arguments

* update more internal function calls to use keyword arguments

* update more internal function calls to use keyword arguments

* construct dataset earlier in lgb.train and lgb.cv

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

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

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

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

* fixing lint issues

* styling updates

* fix failing test
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update lgb.Dataset.R to use keyword arguments

* minor adjustment

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

* fix linting error

* Update R-package/R/lgb.Dataset.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nick Zeng <361304605@qq.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] use as.factor() instead of factor() in lgb.cv()

* comment out CIs

* Revert "comment out CIs"

This reverts commit fabaf9a92b7c3df4ed0fdd8d67cbc85a2fb18f47.

* empty commit

* use keyword arguments

* minor style adjustment

* Update R-package/R/lgb.model.dt.tree.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: zenggyu <zenggyu@foxmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>