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

[ci] [python-package] [R-package] adapt to scikit-learn check_sample_weight_equivalence changes, stop testing against R 3.6 on Linux (#6733)

* [docs] add note about pyodide support

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

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

[python-package] adapt to scikit-learn 1.6 testing changes, pin more packages in R 3.6 CI jobs (#6718)

* intentionally miss an unprotect()

* re-enable rchk

* grep for errors

* restore all CI

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

* lint js code

* hotfix

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

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

[python-package] remove support for passing 'feature_name' and 'categorical_feature' through train() and cv() (#6706)

* introdure PSScriptAnalyzer

* revert workflow

* run PSScriptAnalyzer before conda installation

* [ci] [R-package] re-enable 'rchk' checks

* comment out most CI

* it would be helpful to actually enable rchk

* remove all Rf_unprotect() calls to try to trigger failure

* try removing some Rf_protect() calls

* revert CI changes

* just remove rchk

* revert whitespace changes

* Update script.js

* Update script.js

* Update script.js

* Update script.js

* replace url at build time

* manipulate with raw files

* [python-package] remove MSVS solution files from sdist

* remove one more line

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

* Remove only cpu note

* Change Note for linear tree

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Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

Update LightGBM.vcxproj

* basic gpu_linear_tree_learner implementation

* corresponding config of gpu linear tree

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

* work around for gpu linear tree learner without gpu enabled

* add #endif

* add #ifdef USE_GPU

* fix lint problems

* fix compilation when USE_GPU is OFF

* add destructor

* add gpu_linear_tree_learner.cpp in make file list

* use template for linear tree learner

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Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Shellcheck compliance improvement (commit squashing)

* rolledback some sh files to address PR review

* Addressing comments on PR review

* Update docs/build-docs.sh

* checking gh login

* fixing cmakelint

* another fix to failing ci

* fixing linting ignoring files

* Fixing shellcheck issues on build-python and build-cran-package scripts

* Update build-cran-package.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-cran-package.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-cran-package.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Adressing PR comments

* fixing CI

* Update build-python.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-python.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-python.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-python.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update build-python.sh
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fixing quotemark typo

* fix CI

* fix CI

* triggering new CI (scikit-learn dev has changed)

* adressing PR comments

* ignore warnings about BUILD_ARGS and PIP_INSTALL_ARGS

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

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

* Update test-windows.ps1

* Update test.sh

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

[python-package] ignore scikit-learn 'check_sample_weight_equivalence' estimator check (fixes #6678) (#6679)

* [python-package] ignore scikit-learn 'check_sample_weight_equivalence' estimator check (fixes #6678)

* pin pyparsing in Python 3.8 environment

Co-authored-by: Atanas Dimitrov <nasko119@abv.bg>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[python-package] require `scikit-learn>=0.24.2`, make scikit-learn estimators compatible with `scikit-learn>=1.6.0dev` (#6651)
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CUDA versions for CI

* use latest CUDA

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

* add bagging by query for lambdarank

* fix pre-commit

* fix bagging by query with cuda

* fix bagging by query test case

* fix bagging by query test case

* fix bagging by query test case

* add #include <vector>

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

* 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: Nikita Titov <nekit94-08@mail.ru>

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

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

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

[ci] [python-package] temporarily stop testing against scikit-learn nightlies, load lib_lightgbm earlier (#6654)

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

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