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* add type hints to python-package/setup.py

* fix return type hints on python-package/setup.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* document sanitizers

* rephrase

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

* use expect_equal()

* [R-package] add docs and tests on monotone constraints (fixes #4345)

* remove tests

* move doc to top level

* slightly more specific

* Update docs/Parameters.rst
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[python] improving the syntax of the fstring in the file : tests/python_package_test/test_dask.py (#4358)

* updated the old syntax with fstrings

* Updated the strings with + catenation to fstrings

* Updated the strings with + catenation to fstrings

* Update tests/python_package_test/test_dask.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

[python-package] use f-strings for concatenation in examples/python-guide/logistic_regression.py (#4356)

* updated with f-string migration

* Update logistic_regression.py

* Update logistic_regression.py

* Update logistic_regression.py

* Update logistic_regression.py

* [R-package] factor out lgb.check.r6.class()

* Predictor

* Add linear leaf models to json output

* Add closing bracket

* Move test into test_engine.py and add asserts

* 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>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update test_r_package_windows.ps1

* Update test_r_package.sh

* Update r_package.yml

* Update r_package.yml

Adding compiler flag will automatically link to the required libraries.

Besides, clang static links to sanitizer libraries by default. Thus
linking to dynamic library must be removed in order to use clang.

[python] improving the syntax of the fstring in the file : tests/python_package_test/test_basic.py (#4312)

* run Dask tests on aarch64 architecture

* make random Dask test to fail

* Revert "make random Dask test to fail"

This reverts commit c43c98507f818994bb08b4f7d289ecad3b3449eb.

* empty commit

* empty commit

* empty commit

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

* fixed weighted gamma obj

* added unit tests

* fixing linter errors

* another linter

* set seed

* fix linter (integer seed)

* handle arbitrary length feature names in Python-package

* added tests