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* switch to single prediction type argument

* linter

* missing piece of code

* comments

* linter

* fix test

* revert incorrect 'fix'

* fix failing test

* fix test again

* modify recently introduced tests after changes here

* rename prediction types

* rebase

* restore tests for prediction type in params

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

* do not produce model files on disk by default

* remove 'save_name' argument from 'lightgbm()'

* [R-package] reduce verbosity in tests using lgb.train()

* Update R-package/tests/testthat/test_lgb.Booster.R

* [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] 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 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>

* [R-package] allow for small numerical differences in Booster test

* only use less-strict test on Windows

* [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>

* 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

[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] move more finalizer logic intoo C++ side

* add C finalizers

* use gc()

* put skip() back

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

* [R-package] move creation of character vectors in some methods to C++ side

* convert LGBM_BoosterGetEvalNames_R

* convert LGBM_BoosterDumpModel_R and LGBM_BoosterSaveModelToString_R

* remove debugging code

* update docs

* remove comment

* add handling for larger model strings

* handle large strings in feature and eval names

* got long feature names working

* more fixes

* linting

* resize

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

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

* remove unused params from tests for the speedup

* Update test_lgb.Booster.R

* [R-package] enable use of trees with linear models at leaves (fixes #3319)

* remove problematic pragmas

* fix tests

* try to fix build scripts

* try fixing pragma check

* more pragma checks

* ok fix pragma stuff for real

* empty commit

* regenerate documentation

* try skipping test

* uncomment CI

* add note on missing value types for R

* add tests on saving and re-loading booster

* [R-package] allow access to params in Booster

* remove unnecessary whitespace

* fix test on resetting params

* remove pytest_cache

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

* fix int64 write error

* attempt

* [WIP] [ci] [R-package] Add CI job that runs valgrind tests

* update all-successful

* install

* executable

* fix redirect stuff

* Apply suggestions from code review
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* more flags

* add mc to msvc proj

* fix memory leak in mc

* Update monotone_constraints.hpp

* Update r_package.yml

* remove R_INT64_PTR

* disable openmp

* Update gbdt_model_text.cpp

* Update gbdt_model_text.cpp

* Apply suggestions from code review

* try to free vector

* free more memories.

* Update src/boosting/gbdt_model_text.cpp

* fix using

* try the UNPROTECT(1);

* fix a const pointer

* fix Common

* reduce UNPROTECT

* remove UNPROTECT(1);

* fix null handle

* fix predictor

* use NULL after free

* fix a leaking in test

* try more fixes

* test the effect of tests

* throw exception in Fatal

* add test back

* Apply suggestions from code review

* commet some tests

* Apply suggestions from code review

* Apply suggestions from code review

* trying to comment out tests

* Update openmp_wrapper.h

* Apply suggestions from code review

* Update configure

* Update configure.ac

* trying to uncomment

* more comments

* more uncommenting

* more uncommenting

* fix comment

* more uncommenting

* uncomment fully-commented out stuff

* try uncommenting more dataset tests

* uncommenting more tests

* ok getting closer

* more uncommenting

* free dataset

* skipping a test, more uncommenting

* more skipping

* re-enable OpenMP

* allow on OpenMP thing

* move valgrind to comment-only job

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

* changes from code review

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

* linting

* issue comments too

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

[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

* [ci] remove unnecessary R_CHECK_FORCE_SUGGESTS in CI scripts

* remove unused test data

* [R-package] add test on importance types

* linting

* [R-package] fix R CMD check NOTE about leftover files

* update number of allowed notes