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[R-package] [c++] add tighter multithreading control, avoid global OpenMP side effects (fixes #4705, fixes #5102) (#6226)

[ci] [R-package] Add paste_linter (#5303)

* allow using feature names when retrieving number of bins

* unname vector

* use default feature names when not defined

* lint

* apply suggestions

* remove extra comma

* add test with categorical feature

* make feature names sync more transparent

[R-package] allow use of `categorical_features` in Dataset when raw data does not have column names (fixes #4374) (#5184)

* check for number of columns if data is matrixx for categorical indices check

* check for error when using a greater index than the number of columns

* apply suggestion
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* revert whitespace change

* check if is filename instead of matrix
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* change prediction default to reshape=TRUE

* remove reshape argument

* comments

* expose FeatureNumBin in C api

* parametrize min_data_in_bin and add test with max_bin_by_feature

* include feature_num_bin in R package

* add suggestion from review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update error message and lint

* lint

* add call method

* minor improvements in tests

* add suggestions from review

* lint

* rename argument to feature in python and r packages
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fixes

* revert debugging code

* add test

* check for LightGBM explicitly

* empty commit

* revert unnecessary line deletion

* respect verbose everywhere and update params for constructted dataset

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] remove support for '...' in slice()

* remove all dots

* update documentation

* [R-package] remove warning about uses of '...' in dim.lgb.Dataset()

* remove '...'

* [R-package] remove support for '...' in create_valid()

* remove importFrom

* [R-package] remove Dataset getinfo()

* fix docs

* [R-package] remove Dataset setinfo()

* revert unintended docs changes

* fix examples

* revert FAQ changes

* empty commit

* [R-package] fix segfaults caused by missing Booster and Dataset handles (fixes #4208)

* fix test errors

* fixes for cpplint

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

* fix tests

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

* move asserts inside try-catch
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] introduce Dataset set_field() and get_field()

* fix incorrect fields

* update pkgdown

* fix example

* fix another example

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

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

* [R-package] avoid unnecessary computation in Dataset set_reference() method

* re-arrange conditions

* do more validation upfront and add tests

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

* Update R-package/tests/testthat/test_dataset.R
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix inaccurate log message in Dataset get_colnames() method

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] preserve uses of '...' in Dataset slice() method

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] introduce keyword arguments for Dataset properties

* adding examples

* trying to fix loading issues

* add check on use of info and fix examples

* eliminate one '...'

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* Dataset get_params() is public
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] deprecate uses of '...' in Dataset slice() method

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

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix warnings in examples

* fix silently-ignored parameter

* [R-package] add deprecation warnings on uses of '...' in predict()

* add importFrom(utils, modifyList) in NAMESPACE

[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>

* [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] 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