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

* [R-package] ensure that callbacks respect verbosity from params

* added tests on lgb.train()

* add lgb.cv() tests

* add fix for lightgbm()

* fix early stopping tests

* start reduucing duplication in tests

* more simplification

* more simplification

* reduce more code duplication

* centrallize more details

* reuse more logic across tests

* more code re-use

* started condensing lgb.cv test code

* further condense lgb.cv() tests

* re-use more code lgb.cv() tests

* more condensing

[python-package] [R-package] propagate the best iteration of cvbooster into the individual boosters (#5066)

* factor out lgb.check.obj()

* remove lgb.check.obj()

* add test on lgb.cv()

* [R-package] prefer params to keyword argument in lgb.train()

* make test stricter

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

* Update lgb.cv.R

* Update test_learning_to_rank.R

* Update test_basic.R

* Update lgb.Booster.R

* Update lgb.cv.R

* Update lgb.train.R

* Update lgb.Booster.R

* [R-package] respect aliases for objective and metric

* move eval code closer to eval processing

* remove unnecessary diff

* Update R-package/tests/testthat/test_basic.R

* added argument eval_train_metric

* remove unnecessary whitespace

* removed further trailing whitespace

* move new argument to the last position

* update R docu

* unit tests for eval_train_metric

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

* [R-package] update parameter 'verbosity' based on keyword arg 'verbose'

* add tests

* [R-package] fix CVBooster reset_parameter() method (fixes #4900)

* make it clear that there should be one booster per fold

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

* empty commit

[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>

* [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] fix warnings in examples

* fix silently-ignored parameter

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

* add importFrom(utils, modifyList) in NAMESPACE

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

* [R-package] remove unnecessary comments

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

* [R-package] avoid unnecessary computation of std deviations in lgb.cv()

* use expect_equal()

* use same default arguments as python

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

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

* revert change in docs
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update the explanation of num_threads in lightgbm.R

* adjusted sentences for linting.

* remove white space for lintr pass

* add note about num_thread param in files

* add explicit return statement to functions in callback.R

* add explicit return statement to functions in lgb.Booster.R

* add explicit return statement to functions in lgb.Dataset.R

* add explicit return statement to functions in lgb.Predictor.R

* add explicit return statement to functions in lgb.cv.R

* add explicit return statement to functions in lgb.interprete.R

* add explicit return statement to functions in lgb.plot.importance.R

* add explicit return statement to functions in saveRDS.lgb.Booster.R

* add explicit return statement to functions in utils.R

* add explicit return statement to functions in lgb.plot.interpretation.R

* add explicit return statement to functions in build_r.R

* fix typo

* return(self) -> return(invisible(self))

* fix some inconsistent indention

* fix test failure

* add another return() statement

* fix linting errors

* [ci] [R-package] fix issue with partial argument name matches

* fix partial name matches

* simpler NOTE check

* change conditions

* simplify

* update lgb.convert_with_rules.R to use keyword arguments

* update lgb.cv.R to use keyword arguments

* update lgb.importance.R to use keyword arguments

* update lgb.interprete.R to use keyword arguments

* update lgb.plot.interpretation.R to use keyword arguments

* update more internal function calls to use keyword arguments

* update more internal function calls to use keyword arguments

* construct dataset earlier in lgb.train and lgb.cv

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

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

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

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

* fixing lint issues

* styling updates

* fix failing test
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] use as.factor() instead of factor() in lgb.cv()

* comment out CIs

* Revert "comment out CIs"

This reverts commit fabaf9a92b7c3df4ed0fdd8d67cbc85a2fb18f47.

* empty commit

* [R-package] update DESCRIPTION per CRAN comments

* newlines

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

* more fixes

* update Rbuildignore

* more changes

* more changes per CRAN response

* add email

* run examples in CI

* add newest CRAN response

* add Solaris patch

* update patch

* another attempt at ifaddrs patch

* fix unnecessary comment

* update configure

* comments

* bump version

* tabs

* fix address alignment, required by cran (#3415)

* fix dataset binary file alignment

* many fixes

* fix warnings

* fix bug

* Update file_io.cpp

* Update file_io.cpp

* simplify code

* Apply suggestions from code review

* general

* remove unneeded alignment

* Update file_io.h

* int32 to byte8 alignment

* Apply suggestions from code review

* Apply suggestions from code review

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* fixing conflicts

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* trying to fix conflicts

* more fixes

* this will work

* update cran-comments

* simplify solaris, add more testing docs

* stuff

* remove rchck docs

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

* remove extra use of cat()

* change solaris check

* update docs

* remove testing code

* fix warning about cleanup not having execute permissions

* fix cmake builds

* remove blank line
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

[R-package] Fix incorrect num_iterations, early_stopping_round in saved models (fixes #2208, #2468) (#3368)

* params to string

* add tests

* more  tests

* stop skipping training continuation test (fixes #2468)

* remove unnecessary code

* [R-package] remove unused code and comments

* put check back

* other typos

* [R-package] started implementing first_metric_only

* trying stuff

* more changes

* fixed handling of multiple metrics

* fixed tests

* remove duplicate tests

* get training tests

* fixes for lgb.cv()

* fixes for lgb.cv()

* fix linting

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

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