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[python-package] [R-package] propagate the best iteration of cvbooster into the individual boosters (#5066)

* Update lightgbm.R

* Update lightgbm.Rd

* promote objective and init_score to top-level arguments

* follow comments

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

* update docs

* linter

* comments

* comments

* comments

* extend test for default objective

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

* factor out lgb.check.obj()

* remove lgb.check.obj()

* add test on lgb.cv()

* [R-package] prefer params to keyword argument in lgb.train()

* make test stricter

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

* do not produce model files on disk by default

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

* update deps

* pin eigen

* add hidden bazel files to `.Rbuildignore`

* more verbose test logs

* more verbosity in logs for other tasks

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* revert fast_double_parser update

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* revert tests verbosity

* test: swap compilers

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* empty commit 2

* empty commit 3

* empty commit 4

* Revert "test: swap compilers"

This reverts commit e77b0013e9725cc82389f76f004e0367ed9295d8.

* Update lgb.cv.R

* Update test_learning_to_rank.R

* Update test_basic.R

* Update lgb.Booster.R

* Update lgb.cv.R

* Update lgb.train.R

* Update lgb.Booster.R

* Update .appveyor.yml

* Update VERSION.txt

* Update cran-comments.md

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>

* fixes

* revert debugging code

* add test

* check for LightGBM explicitly

* empty commit

* revert unnecessary line deletion

* respect verbose everywhere and update params for constructted dataset

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] [docs] fix calculation of R test coverage (fixes #4919)

* use quotes

* use in_covr() instead of env variable

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

* check that covr exists

* add covr to suggests

* use R_COVR environment variable

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

* [R-package] respect aliases for objective and metric

* move eval code closer to eval processing

* remove unnecessary diff

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

* [R-package] fix handling of duplicate parameters (fixes #4521)

* add gsub stuff back in for now

* added argument eval_train_metric

* remove unnecessary whitespace

* removed further trailing whitespace

* move new argument to the last position

* update R docu

* unit tests for eval_train_metric

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

* [R-package] update parameter 'verbosity' based on keyword arg 'verbose'

* add tests

* [R-package] fix CVBooster reset_parameter() method (fixes #4900)

* make it clear that there should be one booster per fold

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

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

* [R-package] reduce verbosity in some unit tests

* simplify

* Update R-package/tests/testthat/test_lgb.plot.interpretation.R

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update Installation-Guide.rst

* Update install.libs.R

* Update setup.py

* Update r_package.yml

* Update install.libs.R

* [R-package] remove support for '...' in slice()

* remove all dots

* update documentation

* [R-package] remove warning about uses of '...' in dim.lgb.Dataset()

* remove '...'

* [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] remove support for '...' in create_valid()

* remove importFrom

* [R-package] remove Dataset getinfo()

* fix docs

* [R-package] remove support for '...' in lgb.cv()

* empty commit

* [R-package] remove Dataset setinfo()

* revert unintended docs changes

* fix examples

* revert FAQ changes

* empty commit

* [R-package] remove support for '...' in predict()

* restore ... in S3 method

[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 C API function that returns all param names with aliases

* add C API function that returns all param names with aliases

* add R code

* test R code

* remove debug CI

* fix R lint

* refactor

* run CI

* fix R

* fix

* revert CI checks

* revert changes in docs

* Try to make function `const`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add `const` in cpp file

* address review comments and sync with `master`
Co-authored-by: James Lamb <jaylamb20@gmail.com>