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* Update sklearn.py

* Update sklearn.py

* Update test_sklearn.py

* Update .appveyor.yml

* Update .vsts-ci.yml

* Update python_package.yml

* Update setup.py

* Update test.sh

* [R-package] reduce verbosity in some unit tests

* simplify

* Update R-package/tests/testthat/test_lgb.plot.interpretation.R

* update flaml link to lgbm example

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

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update Installation-Guide.rst

* Update install.libs.R

* Update setup.py

* Update r_package.yml

* Update install.libs.R

* remove `verbose_eval` argument

* update example Notebook

* [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 lgb.train()

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

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

* remove importFrom

* [R-package] remove Dataset getinfo()

* fix docs

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

* empty commit

* [R-package] remove Dataset setinfo()

* revert unintended docs changes

* fix examples

* revert FAQ changes

* empty commit

* [python-package][dask] handle failures parsing work host names

* add tests

* revert local testing changes

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

* restore ... in S3 method

* unify values of `best_iteration` for sklearn and standard APIs

* update Dask test

* Update .vsts-ci.yml

* Update setup.sh

* Update .vsts-ci.yml

* Update test.sh

* Update README.rst

[R-package] enable saving Booster with saveRDS() and loading it with readRDS() (fixes #4296) (#4685)

* idiomatic serialization

* linter

* linter, namespace

* comments, linter, fix failing test

* standardize error messages for null handles

* auto-restore handle in more functions

* linter

* missing declaration

* correct wrong signature

* fix docs

* Update R-package/R/lgb.train.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.drop_serialized.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.restore_handle.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.restore_handle.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/lgb.make_serializable.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* move 'restore_handle' from feature importance to dump method

* missing header

* move arguments order, update docs

* linter

* avoid leaving files in working directory

* add test for save_model=NULL

* missing comma

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

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

* change name of error function

* update comment

* restore old serialization functions but set as deprecated

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

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

* update docs

* Update R-package/R/readRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/saveRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/tests/testthat/test_basic.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update R-package/R/readRDS.lgb.Booster.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* comments

* fix variable name

* restore serialization test for linear models

* Update R-package/R/lightgbm.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update docs

* fix issues with null terminator
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add C API function that returns all param names with aliases

* add C API function that returns all param names with aliases

* add R code

* test R code

* remove debug CI

* fix R lint

* refactor

* run CI

* fix R

* fix

* revert CI checks

* revert changes in docs

* Try to make function `const`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add `const` in cpp file

* address review comments and sync with `master`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [python-package] fix mypy errors in engine.py

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

* allow for stdv

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

* [python-package] fix mypy errors in sklearn.py

* use ignore comments

* in predict(), respect params set via `set_params()` after fit()

* continue

* add test

* fix return name

* hotfix

* simplify

* fix argument types in custom eval function for Dask estimators

* revert changes to docstrings

* fix argument names in Dask test

* [python-package] fix mypy errors in plotting.py

* empty commit

* [python-package] fix mypy error about missing type hint in dask.py

* list of lists

* use different variable

* use append()