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* [R-package] [docs] add intro vignette (#3946)

* add 10 test vignettes

* Revert "add 10 test vignettes"

This reverts commit 40fb2e2f1982402798776ee44e4ec82fc4644d3d.

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Michael Mayer <mayermichael79@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update get_workflow_status.py

* Update get_workflow_status.py

* Update test.sh

* Update test.sh

* Update test.sh

* Update FindLibR.cmake

* Update r_package.yml

* Update FindLibR.cmake

* Update r_package.yml

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update static_analysis.yml

* Update CMakeLists.txt

* Update test.sh

* Update CMakeLists.txt

* Update static_analysis.yml

* [R-package] parallelize compilation in CMake-based builds

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

* working on adding -j

* pass -j through to install.libs.R

* add docs on -j

* use -j4

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

This reverts commit d62378b4.

* pin Dask version at CI

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* workaround for Python 3.6

* Update test.sh

* [ci] use wch1/r-debug image in Solaris tests

* no git in valgrind tests

* [R-package] allow use of custom R executable building CRAN package

* Update build-cran-package.sh
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* indicate support of Monterey and drop Catalina

* Update test.sh

* restore Mojave

* Update test_windows.ps1

* Update .appveyor.yml

* Update .appveyor.yml

* Use the latest gcc version in macOS CI jobs

* test: swap compilers

* Revert "test: swap compilers"

* Revert "test: swap compilers"

* [ci] ignore certificates for kitware apt channel in CUDA jobs (fixes #4646)

* try building from a fork

* Update .gitmodules

* Reffer to string type as `str` and and commas in `list of ...` types

* update `libpath.py` too

* [ci] upgrade R to 4.1.1

* try moving miktex errors

* [R-package] use C++ compiler for pre-compile checks on Windows

* install Matrix in valgrind test

* Add {Matrix} in more places in CI and docs

* use CXX11

* use flags specific to C++11

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

* [ci] move Solaris and valgrind test steps into scripts

* Update .github/workflows/r_solaris.yml
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* 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

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

* make DaskLGBMRanker predict method equal to the others

* remove extra drop_axis

* [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>

* run cpp tests with sanitizers

* re-trigger CI

* continue

* small cleanup

* restore cpp test

* Update test_r_package_windows.ps1

* Update test_r_package.sh

* Update r_package.yml

* Update r_package.yml

* [ci] pin dask and distributed in CI jobs

* fix for Python 3.6

* fix control flow mistake

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

* Correct spelling

Most changes were in comments, and there were a few changes to literals for log output.

There were no changes to variable names, function names, IDs, or functionality.

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Correct spelling

Most are code comments, but one case is a literal in a logging message.

There are a few grammar fixes too.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Install graphviz from default conda channel

* Update test.sh

* Update setup.sh

* Update test.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* Update setup.sh

* [ci] parallelize R package installs in CI jobs

* build 2

* build 3

* add ncpus in static_analysis

* run cpp tests at CI

* Update docs/Installation-Guide.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

This reverts commit ab474dc4.

* [ci] Add debian-clang-devel CI job for the R package

* [ci] Add debian-clang-devel CI job for the R package

* fixes

* fix test

* update cran-comments

* re-trigger CI

* catch warnings and notes

* fail with only a NOTE

* uncomment CI code

* remove env vars in windows tests

* Update R-package/cran-comments.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [ci] upgrade R to 4.0.5

* get R 4.0.5 from focal repo

* [ci] run 'brew update' in macOS jobs (fixes #4160)

* move update