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* [python] support Dataset.get_data for Sequence input.

* Tweaks according to review comments.

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

* Add test cases.

* fix import order in test_basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* remove R docs

* bump deps

* Update parameter_generator.py

* Update parameter_generator.py

* Update parameter_generator.py

* Update parameter_generator.py

* Update parameter_generator.py

* Update parameter_generator.py

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update helpers/parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* additional hinting fixes

* Update parameter_generator.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

This removes code duplication for creating sample indices.

* Fix undefined behavior with NaN input in CategoricalDecision()

* Always associate the right child with NaN inputs

* remove preinstalled possibly conflicting software from PATH in CI jobs

* preserve pandoc

* [ci] add CI job running rchk

* try commenting out more stuff

* ignore R internal error

* pipes

* remove PROTECT()

* try removing testthat

* revert temporary testing changes

* use absolute() on paths first

* migrate to pathlib in setup.py

* call predict on one row of data to determine output shape

* make DaskLGBMRanker predict method equal to the others

* remove extra drop_axis

* allow to pass some params as pathlib.Path objects

* fix lint

* improve indentation

[dask] Make output of feature contribution predictions for sparse matrices match those from sklearn estimators (fixes #3881) (#4378)

* test_classifier working

* adding tests

* docs

* tests

* revert unnecessary changes in tests

* test output type

* linting

* linting

* use from_delayed() instead

* docstring pycodestyle is happy with

* isort

* put pytest skips back

* respect sparse return type

* fix doc

* remove unnecessary dask_array_concatenate()

* 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 predict_proba() docstring

* remove unnecessary np.array()

* Update python-package/lightgbm/dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix assertion

* fix test use of len()

* restore np.array() in tests

* use np.asarray() instead

* use toarray()

* remove empty functions in compat
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update test_sklearn.py

* Update test_basic.py

* Update dask.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update callback.py

* refactor file loading in C API test

* continue

* [python-package] convert string concatenation to f-strings in test_engine.py (fixes #4136)

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

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

* include distributed tests

* remove github action file

* try CI

* build shared library and fix linting error

* ignore files created for testing. add type hints and check with mypy. include docstrings

* lint

* use pre_partition and write separate model files. remove mypy

* update docs

* remove ci. lower rtol. pass num_machines in config

* write predict.conf in the predict method. more robust port setup. use subprocess.run and check returncode

* add paths to tests and binary. remove lgb dependency. update .igtignore.

* lint

* allow to pass executable dir as argument to pytest

* pass execfile to pytest instead of execdir

* add suggestions

* use os.path and add type hint to predict_config

* Update tests/distributed/_test_distributed.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [python-package] create Dataset from sampled data.

* [python-package] create Dataset from List[Sequence].

1. Use random access for data sampling
2. Support read data from multiple input files
3. Read data in batch so no need to hold all data in memory

* [python-package] example: create Dataset from multiple HDF5 file.

* fix: revert is_class implementation for seq

* fix: unwanted memory view reference for seq

* fix: seq is_class accepts sklearn matrices

* fix: requirements for example

* fix: pycode

* feat: print static code linting stage

* fix: linting: avoid shell str regex conversion

* code style: doc style

* code style: isort

* fix ci dependency: h5py on windows

* [py] remove rm files in test seq
https://github.com/microsoft/LightGBM/pull/4089#discussion_r612929623

* docs(python): init_from_sample summary

https://github.com/microsoft/LightGBM/pull/4089#discussion_r612903389



* remove dataset dump sample data debugging code.

* remove typo fix.

Create separate PR for this.

* fix typo in src/c_api.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* style(linting): py3 type hint for seq

* test(basic): os.path style path handling

* Revert "feat: print static code linting stage"

This reverts commit 10bd79f7f8258bea8e61c3abb8c9c7e4456a916d.

* feat(python): sequence on validation set

* minor(python): comment

* minor(python): test option hint

* style(python): fix code linting

* style(python): add pydoc for ref_dataset

* doc(python): sequence
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* revert(python): sequence class abc

* chore(python): remove rm_files

* Remove useless static_assert.

* refactor: test_basic test for sequence.

* fix lint complaint.

* remove dataset._dump_text in sequence test.

* Fix reverting typo fix.

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Fix type hint, code and doc style.

* fix failing test_basic.

* Remove TODO about keep constant in sync with cpp.

* Install h5py only when running python-examples.

* Fix lint complaint.

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Doc fixes, remove unused params_str in __init_from_seqs.

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

* Remove unnecessary conda install in windows ci script.

* Keep param as example in dataset_from_multi_hdf5.py

* Add _get_sample_count function to remove code duplication.

* Use batch_size parameter in generate_hdf.

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

* Fix after applying suggestions.

* Fix test, check idx is instance of numbers.Integral.

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Expose Sequence class in Python-API doc.

* Handle Sequence object not having batch_size.

* Fix isort lint complaint.

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

* Update docstring to mention Sequence as data input.

* Remove get_one_line in test_basic.py

* Make Sequence an abstract class.

* Reduce number of tests for test_sequence.

* Add c_api: LGBM_SampleCount, fix potential bug in LGBMSampleIndices.

* empty commit to trigger ci

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

* Rename to LGBM_GetSampleCount, change LGBM_SampleIndices out_len to int32_t.

Also rename total_nrow to num_total_row in c_api.h for consistency.

* Doc about Sequence in docs/Python-Intro.rst.

* Fix: basic.py change LGBM_SampleIndices out_len to int32.

* Add create_valid test case with Dataset from Sequence.

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

* Apply suggestions from code review
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Remove no longer used DEFAULT_BIN_CONSTRUCT_SAMPLE_CNT.

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Willian Zhang <willian@willian.email>
Co-authored-by: Willian Z <Willian@Willian-Zhang.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* f-string format updated.

* space removed

* Update examples/python-guide/plot_example.py according to suggestion.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>