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* Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Refactor check_interaction_constraints into separate function, add validation.

* Fix error messages.

* Add tests.

* Update docs.

* Fix tests, minor refactoring.

* Fix style issues.

* Fix R style issue.

* Remove old code.

* Fix existing test and add new one.

* Fix R lint error.

[R-package] fixed best_iter and best_score when training data is passed (fixes #2295, #2525) (#2961)

* [R-package] fixed best_iter and best_score when early_stopping is not used (fixes #2295)

* fixed tests

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

* updated learning rates

* [R-package] [ci] added more linters

* Update R-package/tests/testthat/test_parameters.R
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added cbind() to undesirable_function_linter

* fixed linting

* Update .ci/lint_r_code.R

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

* [R-package] made roxygen2 tags explicit and cleaned up documentation

* 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>

* Update R-package/man/lightgbm.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] moved @name to the top of roxygen blocks and removed some inaccurate information in documentation on parameters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[R-package] fixed sorting issues in lgb.cv() when using a model with observation weights (fixes #2572) (#2573)

* Added more linters on R code

* started working on implicit integers

* finished style changes to handle implicit integers

* regenned documentation and added concatenation linter

* changed channel for r-lintr

* try building stringi before lintr

* trying to get libicui18n

* trying another thing

* trying conda-forge again

* added re-install of stringi

* uncommented other stages

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

* removed apt update and changed lintr version floor

* get lintr from CRAN

* R needs to come before C++ linting

* testing lintr install from CRAN

* trying one more thing

* more verbose

* order might matter

* removed commented code

* cleaned up linting block in test.sh

* grouped conda install calls and fixed a few integer array things

* added R-package docs generation routines

* change theme to be more consistent with sphinx_rtd_theme on main site in terms of color scheme

* placed man folder with old Rd files back

* specify full path to conda and make script more readable by one line - one pkg

* removed commented lines from build_r_site script

* made one line - one argument in build_reference() call

* pin R package versions

* fixed conflict

* Callback for NA handling

* lgb.Booster default score => NA

* lgb.cv default best score => NA

* Fix back callback

* lgb.train with booster check at the end

manual tests done: 
* With early stopping + with validation set
* With early stopping + without validation set
* Without early stopping + with validation set
* Without early stopping + without validation set

And with multiple metrics / validation sets.

* lgb.cv with booster check at the end

manual tests done: 
* With early stopping + with validation set
* With early stopping + without validation set
* Without early stopping + with validation set
* Without early stopping + without validation set

And with multiple metrics / validation sets.

* add free booster in lgb.cv

* change to reset_data

* [R-package] removed horizontal whitespace (fixes #1642)

* [R-package] fixed missing newline in test file

* Fixed typos in docs

* Fixed inconsistencies in documentation

* Updated strategy for registering routines

* Fixed issues caused by smashing multiple functions into one Rd

* Fixed issues with documentation

* Removed VignetteBuilder and updated Rbuildignore

* Added R build artefacts to gitignore

* Added namespacing on data.table set function. Updated handling of CMakeLists file to get around CRAN check.

* Updated build instructions

* Added R build script

* Removed build_r.sh script and updated R-package install instructions

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

* added new aliases for params

* run helper/parameter_generator.py

* removed useless test

The document of `early_stopping_rounds` says it will check all of
eval_set. But, this is not true. It doesn't check the dataset
specified as the training data.

This change appends an extra phrase "except the training data" to all
of the sentences "If there's more than one, will check all of them" in
documents.

* Fixed misc CRAN issues

* Added additional details to R-package DESCRIPTION

* Fix Microsoft/LightGBM#1001

* 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

fix typos in callback.R and lgb.cv.R, closing #946 and #947

* minor changes for robustness and efficiency

* fix charcter typo

* don't use lgb.is.* in filter

* revert to cat instead of message; don't use mget

* fix bugs in previous commits

* should be good to go now

* Prepare merging parameters

* Add parameters from params for lgb.train

* Usage of params in lgb.cv for rounds/early stop

* Double bracket (1)

* Double brackets (2)

* Force fork

* Better random CV + Group + Info handling

* Trailing comma missing

* Switch group fold to nrow

* Switch comparison from non-atomic to atomic

* Define environment in examples (xgboost clash)

* Large R code changes