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[ci] [python-package] fix missing import, test that lightgbm can be imported with only required dependencies (fixes #5631) (#5632)

* add parameter data_sample_strategy

* abstract GOSS as a sample strategy(GOSS1), togetherwith origial GOSS (Normal Bagging has not been abstracted, so do NOT use it now)

* abstract Bagging as a subclass (BAGGING), but original Bagging members in GBDT are still kept

* fix some variables

* remove GOSS(as boost) and Bagging logic in GBDT

* rename GOSS1 to GOSS(as sample strategy)

* add warning about use GOSS as boosting_type

* a little ; bug

* remove CHECK when "gradients != nullptr"

* rename DataSampleStrategy to avoid confusion

* remove and add some ccomments, followingconvention

* fix bug about GBDT::ResetConfig (ObjectiveFunction inconsistencty bet…

* add std::ignore to avoid compiler warnings (anpotential fails)

* update Makevars and vcxproj

* handle constant hessian

move resize of gradient vectors out of sample strategy

* mark override for IsHessianChange

* fix lint errors

* rerun parameter_generator.py

* update config_auto.cpp

* delete redundant blank line

* update num_data_ when train_data_ is updated

set gradients and hessians when GOSS

* check bagging_freq is not zero

* reset config_ value

merge ResetBaggingConfig and ResetGOSS

* remove useless check

* add ttests in test_engine.py

* remove whitespace in blank line

* remove arguments verbose_eval and evals_result

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update src/boosting/sample_strategy.cpp

modify warning about setting goss as `boosting_type`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update tests/python_package_test/test_engine.py

replace load_boston() with make_regression()

remove value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Update tests/python_package_test/test_engine.py

add value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Modify warnning about using goss as boosting type

* Update tests/python_package_test/test_engine.py

add random_state=42 for make_regression()

reduce the threshold of mean_square_error

* Update src/boosting/sample_strategy.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove goss from boosting types in documentation

* Update src/boosting/bagging.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/bagging.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/goss.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/goss.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* rename GOSS with GOSSStrategy

* update doc

* address comments

* fix table in doc

* Update include/LightGBM/config.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update documentation

* update test case

* revert useless change in test_engine.py

* add tests for evaluation results in test_sample_strategy_with_boosting

* include <string>

* change to assert_allclose in test_goss_boosting_and_strategy_equivalent

* more tolerance in result checking, due to minor difference in results of gpu versions

* change == to np.testing.assert_allclose

* fix test case

* set gpu_use_dp to true

* change --report to --report-level for rstcheck

* use gpu_use_dp=true in test_goss_boosting_and_strategy_equivalent

* revert unexpected changes of non-ascii characters

* revert unexpected changes of non-ascii characters

* remove useless changes

* allocate gradients_pointer_ and hessians_pointer when necessary

* add spaces

* remove redundant virtual

* include <LightGBM/utils/log.h> for USE_CUDA

* check for  in test_goss_boosting_and_strategy_equivalent

* check for identity in test_sample_strategy_with_boosting

* remove cuda  option in test_sample_strategy_with_boosting

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

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

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after bagging

* remove useless code

* check objective_function_ instead of gradients

* enable rf with goss

simplify params in test cases

* remove useless changes

* allow rf with feature subsampling alone

* change position of ResetGradientBuffers

* check for dask

* add parameter types for data_sample_strategy
Co-authored-by: Guangda Liu <v-guangdaliu@microsoft.com>
Co-authored-by: Yu Shi <shiyu_k1994@qq.com>
Co-authored-by: GuangdaLiu <90019144+GuangdaLiu@users.noreply.github.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* fix rmse and add l2 metric for new cuda version

* use CUDAL2Metric

* explicit template instantiation

* write result only with the first thread

* pre allocate buffer for output converting

* fix l2 regression with cuda metric evaluation

* weighting loss in cuda metric evaluation

* mark CUDATree::AsConstantTree as override

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* Add integrated OpenCL build on Linux

* Build integrated OpenCL Linux wheel in CI

* Fix test_dual.py on Linux arm64

* Enable integrated OpenCL Linux wheel arm64 testing in CI

* Update documentation

* Add comment about gpu_use_dp

* add missing fi dropped in merge conflict resolution

* install opencl-headers on bdist task

* use new CI image for x86_64

* update check_dynamic_dependencies script

* use main CI image
Co-authored-by: James Lamb <jaylamb20@gmail.com>

[CUDA] Add Poisson regression objective for cuda_exp and refactor objective functions for cuda_exp (#5486)

* add poisson regression objective for cuda_exp

* enable Poisson regression for cuda_exp

* refactor cuda objective functions

* remove useless changes

* fix linter errors

* remove redundant buffer in cuda poisson regression objective

* fix log of cuda_exp binary objective

* fix threshold of poisson objective result

* remove useless changes

* fix compilation errors

* add cuda quantile regression objective

* remove cuda quantile regression objective
Co-authored-by: James Lamb <jaylamb20@gmail.com>