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[ci] [python-package] fix missing import, test that lightgbm can be imported with only required dependencies (fixes #5631) (#5632)

* add parameter data_sample_strategy

* abstract GOSS as a sample strategy(GOSS1), togetherwith origial GOSS (Normal Bagging has not been abstracted, so do NOT use it now)

* abstract Bagging as a subclass (BAGGING), but original Bagging members in GBDT are still kept

* fix some variables

* remove GOSS(as boost) and Bagging logic in GBDT

* rename GOSS1 to GOSS(as sample strategy)

* add warning about use GOSS as boosting_type

* a little ; bug

* remove CHECK when "gradients != nullptr"

* rename DataSampleStrategy to avoid confusion

* remove and add some ccomments, followingconvention

* fix bug about GBDT::ResetConfig (ObjectiveFunction inconsistencty bet…

* add std::ignore to avoid compiler warnings (anpotential fails)

* update Makevars and vcxproj

* handle constant hessian

move resize of gradient vectors out of sample strategy

* mark override for IsHessianChange

* fix lint errors

* rerun parameter_generator.py

* update config_auto.cpp

* delete redundant blank line

* update num_data_ when train_data_ is updated

set gradients and hessians when GOSS

* check bagging_freq is not zero

* reset config_ value

merge ResetBaggingConfig and ResetGOSS

* remove useless check

* add ttests in test_engine.py

* remove whitespace in blank line

* remove arguments verbose_eval and evals_result

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update src/boosting/sample_strategy.cpp

modify warning about setting goss as `boosting_type`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update tests/python_package_test/test_engine.py

replace load_boston() with make_regression()

remove value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Update tests/python_package_test/test_engine.py

add value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Modify warnning about using goss as boosting type

* Update tests/python_package_test/test_engine.py

add random_state=42 for make_regression()

reduce the threshold of mean_square_error

* Update src/boosting/sample_strategy.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove goss from boosting types in documentation

* Update src/boosting/bagging.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/bagging.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/goss.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/boosting/goss.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* rename GOSS with GOSSStrategy

* update doc

* address comments

* fix table in doc

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

* update documentation

* update test case

* revert useless change in test_engine.py

* add tests for evaluation results in test_sample_strategy_with_boosting

* include <string>

* change to assert_allclose in test_goss_boosting_and_strategy_equivalent

* more tolerance in result checking, due to minor difference in results of gpu versions

* change == to np.testing.assert_allclose

* fix test case

* set gpu_use_dp to true

* change --report to --report-level for rstcheck

* use gpu_use_dp=true in test_goss_boosting_and_strategy_equivalent

* revert unexpected changes of non-ascii characters

* revert unexpected changes of non-ascii characters

* remove useless changes

* allocate gradients_pointer_ and hessians_pointer when necessary

* add spaces

* remove redundant virtual

* include <LightGBM/utils/log.h> for USE_CUDA

* check for  in test_goss_boosting_and_strategy_equivalent

* check for identity in test_sample_strategy_with_boosting

* remove cuda  option in test_sample_strategy_with_boosting

* 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: James Lamb <jaylamb20@gmail.com>

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after bagging

* remove useless code

* check objective_function_ instead of gradients

* enable rf with goss

simplify params in test cases

* remove useless changes

* allow rf with feature subsampling alone

* change position of ResetGradientBuffers

* check for dask

* add parameter types for data_sample_strategy
Co-authored-by: Guangda Liu <v-guangdaliu@microsoft.com>
Co-authored-by: Yu Shi <shiyu_k1994@qq.com>
Co-authored-by: GuangdaLiu <90019144+GuangdaLiu@users.noreply.github.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[ci] prefer CPython in Windows test environment and use safer approach for cleaning up network (fixes #5509) (#5510)

* [python-package] add type hints on Dataset constructors

* fix __init_from_list_np2d() hint

* add return type

* define a DatasetHandle type

[python-package] fix type hints on cptr converters

* [python-package] fix mypy errors about callbacks

* revert unnecessary import

Update plotting.py

* ignore training set on early stopping callback

* fixes

* lint

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

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

* [python-package] add type hints on Booster eval methods

* remove unnecessary changes

* fix hints

* [python-package] add more type hints in basic.py

* Booster handle is a c_void_p

[python-package] highlight the path a sample takes through a tree in `plot_tree` and `create_tree_digraph` (fixes #4784) (#5119)

* highlight path in plot_tree

* lint

* rename x to example_case. support categorical features. add test

* lint

* check for exactly one row. test empty example_case

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

* handle missing values in numeric splits

* remove literal. add categorical split function

* make categorical feature more important. lint

* add enum. update categorical split. apply suggestions

* update numeric split decision

* lint

* Update python-package/lightgbm/plotting.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

MAINT Prefix NUMERIC_TYPES to make it a internal object

* refactor: 🎨 add statuc typing to a subset of basic functions

* refactor: 🎨 add statuc typing to a subset of basic functions

* revert black format on python basic functions file

* style: 🎨

 updating typing for c_array function

* branch rebase

* fix number of changed lines

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* dump sorted parameter aliases

* update lgb.check.wrapper_param

* update _choose_param_value to look like lgb.check.wrapper_param

* apply suggestions from review

* reduce diff

* move DumpAliases to config

* remove unnecessary check

* restore parameter check

* [python-package] add more type hints on Booster

* add return to Callable

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

* Adjust LGBM_DatasetCreateFromSampledColumn to handle distributed data better

* linting fix

* switch to 1 API with breaking change

* Fix pything native call

* more python test fixes

* [python-package] add type hints on Booster.update()

* add __boost()