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[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>

* update dependencies

* Update DESCRIPTION

* [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>

* add print and summary S3 method

* correct wrong signature

* attempt at bypassing linter

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

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

* Update include/LightGBM/c_api.h
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add more tests

* linter

* don't pluralize single tree

* remove duplicated function

* update changed function name

* missing declaration

* Update lightgbm_R.h

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

* accommodate custom objectives in print

* linter

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

* Add 'nrounds' as an alias for 'num_iterations'

* Improve tests

* Compare against nrounds directly

* Fix whitespace lints

* [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>

* [docs] [R-package] update cran-comments for v3.3.1 release

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

* update cran-comments.md now that v3.3.1 is accepted
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [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>

* Update _pkgdown.yml

* Update .appveyor.yml

* Update VERSION.txt

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>

* release v3.3.1

* update cran-comments

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* add jobs mimicking CRAN gcc-ASAN and clang-ASAN

* comment out CI

* fix redirection

* remove unnecessary echo

* Revert "comment out CI"

This reverts commit 899fbb4574b99a8125b28761425e3e821bfdfef1.

* remove redundant env variables and update README

* remove inaccurate comment

* change test title

* Revert "Fix ASAN issues with `std::function` usage (#4673)"

This reverts commit 13ed38ca

.

* Revert "Revert "Fix ASAN issues with `std::function` usage (#4673)""

This reverts commit 24c275ba84f1f182275f74ff4ad2e510bb18f4bd.

* revert unnecessary change in config order

* 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] allow for small numerical differences in Booster test

* only use less-strict test on Windows

* Update .appveyor.yml

* Update VERSION.txt

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>

* v3.3.0 release

* Auto-update configure

* Update R-package/DESCRIPTION
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* [R-package] fix segfaults caused by missing Booster and Dataset handles (fixes #4208)

* fix test errors

* fixes for cpplint

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

* fix tests

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

* move asserts inside try-catch
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>

* Update README.rst

* Update README.md

* Update Installation-Guide.rst

* fix R memory leaks

* attempt at solving linter complaints

* fix compilation on windows

* move R_API_BEGIN to correct place

* make sure exception objects reach out of scope

* better way to solve rchk complaints

* remove goto statement

* [R-package] avoid unnecessary computation in Dataset set_reference() method

* re-arrange conditions

* do more validation upfront and add tests

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

* Update R-package/tests/testthat/test_dataset.R
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix inaccurate log message in Dataset get_colnames() method

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

* [R-package] preserve uses of '...' in Dataset slice() method

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

* [R-package] introduce keyword arguments for Dataset properties

* adding examples

* trying to fix loading issues

* add check on use of info and fix examples

* eliminate one '...'

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

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

* Dataset get_params() is public
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] deprecate uses of '...' in Dataset slice() method

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

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

* [R-package] fix warnings in demos

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

* fix additional params issues in multiclass and categorical_feature examples

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

[docs] Clarify the fact that predict() on a file does not support saved Datasets (fixes #4034) (#4545)

* documentation changes

* add list of supported formats to error message

* add unit tests

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

* update per review comments

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

* [R-package] fix OpenMP checking on macOS

* adding clang flags back

* fix detection on Mac

* remove CC since it is now unused

* use flags specific to C++11

* regenerate configure