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[R-package] require lgb.Dataset, remove support for passing 'colnames' and 'categorical_feature' for lgb.train() and lgb.cv() (#6714)

* Update append-comment.sh

* Update static_analysis.yml

* Update static_analysis.yml

* Update basic.py

* Update basic.py

* Update .pre-commit-config.yaml

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update pyproject.toml

* Update pyproject.toml

* Update pyproject.toml

* Update pyproject.toml

* Update interactive_plot_example.ipynb

* Update pyproject.toml

* Update append-comment.sh

* Update basic.py

* Update basic.py

* Update pyproject.toml

* Update .pre-commit-config.yaml

* Update basic.py

* Update basic.py

* Update test_basic.R

* Update rank_objective.hpp

* Update histogram_16_64_256.cu

* Update static_analysis.yml

* ensure alphabetical order of rules

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

* 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>

* [R-package] stop automatically calculating eval metrics on training data in lightgbm()

* update docs

* update docs

* roxygen cares about line breaks

* [R-package] ensure that callbacks respect verbosity from params

* added tests on lgb.train()

* add lgb.cv() tests

* add fix for lightgbm()

* fix early stopping tests

* start reduucing duplication in tests

* more simplification

* more simplification

* reduce more code duplication

* centrallize more details

* reuse more logic across tests

* more code re-use

* started condensing lgb.cv test code

* further condense lgb.cv() tests

* re-use more code lgb.cv() tests

* more condensing

[R-package] Promote number of threads to top-level argument in `lightgbm()` and change default to number of cores (#4972)

* rename weight -> weights

* add test for 'weights' argument

* Update R-package/R/lightgbm.R

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

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

* 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 lgb.cv.R

* Update test_learning_to_rank.R

* Update test_basic.R

* 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] respect aliases for objective and metric

* move eval code closer to eval processing

* remove unnecessary diff

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

* 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