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[R-package] [c++] add tighter multithreading control, avoid global OpenMP side effects (fixes #4705, fixes #5102) (#6226)

* docs: typo in documentation of parameter init_model

* docs: actually fix typo and build docs
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] [docs] document difference between lightgbm() and lgb.train() (fixes #5203)

* clarify language

* 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] stop automatically calculating eval metrics on training data in lightgbm()

* update docs

* update docs

* roxygen cares about line breaks

* [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>

* [R-package] fix warnings in examples

* fix silently-ignored parameter

Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* [R-package] clarify parameter documentation

* fixes to braces

* linting

* use same default arguments as python

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

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

* revert change in docs
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* update the explanation of num_threads in lightgbm.R

* adjusted sentences for linting.

* remove white space for lintr pass

* add note about num_thread param in files

* [R-package] update DESCRIPTION per CRAN comments

* newlines

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

* more fixes

* update Rbuildignore

* more changes

* more changes per CRAN response

* add email

* run examples in CI

* add newest CRAN response

* add Solaris patch

* update patch

* another attempt at ifaddrs patch

* fix unnecessary comment

* update configure

* comments

* bump version

* tabs

* fix address alignment, required by cran (#3415)

* fix dataset binary file alignment

* many fixes

* fix warnings

* fix bug

* Update file_io.cpp

* Update file_io.cpp

* simplify code

* Apply suggestions from code review

* general

* remove unneeded alignment

* Update file_io.h

* int32 to byte8 alignment

* Apply suggestions from code review

* Apply suggestions from code review

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* fixing conflicts

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* trying to fix conflicts

* more fixes

* this will work

* update cran-comments

* simplify solaris, add more testing docs

* stuff

* remove rchck docs

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

* remove extra use of cat()

* change solaris check

* update docs

* remove testing code

* fix warning about cleanup not having execute permissions

* fix cmake builds

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

* [R-package] started implementing first_metric_only

* trying stuff

* more changes

* fixed handling of multiple metrics

* fixed tests

* remove duplicate tests

* get training tests

* fixes for lgb.cv()

* fixes for lgb.cv()

* fix linting

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

* run_dontrun in pkgdown
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] [docs] Simplified examles to cut example run time (fixes #2988)

* updated learning rates

* [R-package] made roxygen2 tags explicit and cleaned up documentation

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

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

* Update R-package/man/lightgbm.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] moved @name to the top of roxygen blocks and removed some inaccurate information in documentation on parameters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Added more linters on R code

* started working on implicit integers

* finished style changes to handle implicit integers

* regenned documentation and added concatenation linter

* changed channel for r-lintr

* try building stringi before lintr

* trying to get libicui18n

* trying another thing

* trying conda-forge again

* added re-install of stringi

* uncommented other stages

* Update .ci/test.sh
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed apt update and changed lintr version floor

* get lintr from CRAN

* R needs to come before C++ linting

* testing lintr install from CRAN

* trying one more thing

* more verbose

* order might matter

* removed commented code

* cleaned up linting block in test.sh

* grouped conda install calls and fixed a few integer array things

* R docs cleanup

* regenerated R documentation files

* Correcting lgb.prepare output comment

* updated Roxygen files

* [R-package] removed horizontal whitespace (fixes #1642)

* [R-package] fixed missing newline in test file

* Fixed typos in docs

* Fixed inconsistencies in documentation

* Updated strategy for registering routines

* Fixed issues caused by smashing multiple functions into one Rd

* Fixed issues with documentation

* Removed VignetteBuilder and updated Rbuildignore

* Added R build artefacts to gitignore

* Added namespacing on data.table set function. Updated handling of CMakeLists file to get around CRAN check.

* Updated build instructions

* Added R build script

* Removed build_r.sh script and updated R-package install instructions

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

The document of `early_stopping_rounds` says it will check all of
eval_set. But, this is not true. It doesn't check the dataset
specified as the training data.

This change appends an extra phrase "except the training data" to all
of the sentences "If there's more than one, will check all of them" in
documents.

* Fixed misc CRAN issues

* Added additional details to R-package DESCRIPTION

* Revert "[R-package] Prevent remembering parameters (#796)"

This reverts commit c795e2c8e12e8fe989bde0ab4ee59c2301325814.

* Use model load/unload trick for free-ing up memory

* Missing comma

* Hand copy manual update (1/2)

* Hand copy manual update (2/2)

* Add lgb.prepare

* Update roxygen to 6.0.1 and add lgb.prepare

* Add prepared rules.

* Add recommendation when needing rules for transformation.

* Define environment in examples (xgboost clash)

* Large R code changes

* src & callbacks

* lgb.Booster and utils

* cv

* wip lgb.Dataset

* lgb.Dataset

* lgb.Predictor

* lgb.train

* typos

* add flags to facilitate macosx compilation

* fix basic_string template error with clang

* most unfortunate mode of development

* fixup tests

* last test

* roxygen

* roxygen v5.x.x

* finish R's c_api

* clean code

* fix sizeof pointer in 32bit system.

* add predictor class

* add Dataset class

* format code

* add booster

* add type check for expose function

* add a simple callback

* add all callbacks

* finish the basic training logic

* update docs

* add an simple training interface

* add basic test

* adapt the changes in c_api

* add test for Dataset

* add test for custom obj/eval functions

* fix python test

* fix bug in metadata init

* fix R CMD check