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* Update setup.py

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update __init__.py

* Update test.sh

* Update test_windows.ps1

* Update advanced_example.py

* Update requirements_base.txt

* Update conf.py

* Update conf.py

* Update test_engine.py

* Update utils.py

* Update dockerfile-r

* Update README.md

* Update dockerfile.gpu

* Update test_consistency.py

* Update basic.py

* Update compat.py

* Update engine.py

* Update sklearn.py

* Update sklearn.py

* Update callback.py

* Update setup.py

* Update __init__.py

* Update plotting.py

* Update sklearn.py

* Update engine.py

* Update compat.py

* Update callback.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update plotting.py

* Update engine.py

* Update basic.py

* Update sklearn.py

* Update compat.py

* Update engine.py

* Update engine.py

* Update callback.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update sklearn.py

* Update sklearn.py

* Update plotting.py

* Update sklearn.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update plotting.py

* Update sklearn.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update conf.py

* Revert "Update dockerfile-r"

This reverts commit 4ff6ffc7e3eeda24cc6a59a3bb0c973f02d9d71c.

* Update VERSION.txt

* Update .appveyor.yml

* update configure and cran-comments
Co-authored-by: James Lamb <jaylamb20@gmail.com>

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

* bump version for development

* Update .appveyor.yml

* fix typos in CRAN comments

* update configure
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update VERSION.txt

* update configure

* Update .appveyor.yml

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

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update main.yml

* Update setup.py

* Update VERSION.txt

* Update .appveyor.yml

* remove 3.0-RC installation guide

* Apply suggestions from code review

* [R-package] bump version (#3345)
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* bump version for development

* Update .appveyor.yml

* Update README.rst

* Update VERSION.txt

* Update VERSION.txt

* Update setup.py

* Update VERSION.txt

* Update setup.py

* Update VERSION.txt

* Update .appveyor.yml

* Update DESCRIPTION

* Apply suggestions from code review

* Apply suggestions from code review

* Update DESCRIPTION

* Apply suggestions from code review

* Create VERSION.txt

* Apply suggestions from code review

* Update .gitignore

* Update recreate-configure.sh

* Update test_r_package.sh

* Update build-cran-package.sh

* Delete VERSION.txt

* Create VERSION.txt

* Update main.yml

* Update test_r_package_windows.ps1

* Update configure

* Update test_r_package_windows.ps1

* Update test_r_package.sh

* Delete VERSION.txt

* Apply suggestions from code review

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

* [ci] Move R Windows CI to GitHub Actions

* fix OS filter

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

* remove trailing semicolon
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] replaced gendef.exe with R code to create R.def (fixes #3064)

* fix broken things

* trying to add R4.0 docs

* changed make

* fixing make paths

* update notes on environment variables

* fix linting

* fixes to CI

* fixing build_cmd and other stuff

* fix bad substitution

* fix Azure Linux builds

* I am bad at bash

* simplifying

* only testing R

* getting better logs

* mingw32

* docs

* toolchain

* using msys

* fix visual studio condition

* toolchain test

* full CI

* fix if-elses

* bump allowed NOTEs

* search for Rscript

* updates to docs

* use processx

* fix mismatched arguments

* move CI to GitHub Actions

* minor changes

* fix workflow file

* fix templating

* fix Azure DevOps

* debugging windows builds

* dont shQuote file name

* all GitHub Actions jobs

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

* minor cleanup

* remove objdump printing

* make file.remove() invisible

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

* reduce duplicated paths in docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix conflicts

* Update R-package/src/install.libs.R

* empty commit

* first test of appveyor

* strings are strings

* lil bit of build script

* fixing paths

* removed unnecessary file

* updated CRAN URL

* added a lot more printing

* fixing paths

* more stuff

* fixed paths

* more stuff

* more path guessing

* even more paths

* more stuff

* moar logz

* and now for something totally different

* please work

* ok could be a thing

* changing directories

* we might be in business

* fixed install syntax

* tryinv mingw

* more mingw

* ignore Suggests check

* trying Azure DevOps

* just run bare minimum for Azure DevOps

* fixed  build dir thing

* trying to set libPaths

* more testing

* trying R 3.6.3

* R 3.6.3

* this feels right

* still messing around with libraries

* more paths

* removed duplication in Windows testing code

* simpler

* fixed conda stuff

* more conda stuff

* more fixes

* fixed testing script

* moved AppVeyor setup to the top

* commenting

* ch-ch-ch-ch-chaaaanges

* paths

* plz work

* fixed conda stuff in Windows CI

* uncommented stuff to test a full build

* fixed quotes and removed some unnecessary stuff

* added install.libs.R change

* quotes are impoortant

* added commented-out stuff back in

* added Windows script, download retries, and MSVC linking

* minor fixes

* cleaned up debugging code in FindLibR

* cleaned up debugging code and moved R first in CI

* fixed vsts-ci indentation

* cut documentation stuff out of MSVC build

* fix R CMD check for Azure

* misc whitespace changes

* Added echoing of build logs from R CMD check

* cut out more documentation tests

* fixed NOTE about imports from Matrix

* moved some changes out of this PR and into #2963

* fixed whitespace stuff

* added check on number of NOTES

* adding better checks

* fixing check on NOTEs

* removing unnecessary variable

* Update .ci/test_r_package_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* some changes

* fix quoting

* trying MINGW on Azure DevOps

* fixing paths

* more paths

* fixing paths

* testing paths

* fixing slashes

* pinned CTAN mirror

* get better logs

* made sure Azure finds MinGW, fixed search for LIBR_CORE_LIBRARY, stopped building R docs on Azure

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

* added CXX, CC for Windows builds and changed back to building docs on all MINGW builds

* stored LIBR_CORE_LIBRARY hints in one variable

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

* changes from code review

* increased parallel builds for Azure CI

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

* [ci] reduced duplication in Python Windows CI

* fixed typo

* reorganized

* fixed task name

* Update .ci/test_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* changes from code review

* added conda init powershell back

* Update .ci/test_windows.ps1
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Switched to absolute paths

* fixed env variables
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* reduced number of commits cloned to CI environments

* changed clone depth for CI to 5 commits

* new version number after release

* Update .appveyor.yml

* Update DESCRIPTION

* Update DESCRIPTION

* bump minor version

* removed temp fix for conda

* fixed conda activation before any conda command

* Update .appveyor.yml

* Update .vsts-ci.yml

* Update setup.sh

* fix travis badge

* updated GitHub Microsoft URL

* Update Features.rst

* Update .appveyor.yml

* Update test_windows.ps1

* Update test_windows.ps1

* Update .appveyor.yml

* Update test_windows.ps1

* Update .appveyor.yml

* updated boost submodule

* updated docker with new stable Clang and CMake

* switch to dev docker

* updated setup script

* updated MinGW on Appveyor

* updated Azure config to use docker for GPU task

* do not upgrade gcc - takes too long

* test: switch compilers

* switch compilers back

* get back to main docker

* ci fix

* ci fix for Appveyor

* actually firx Appveyor

* Update VERSION.txt

* Update .appveyor.yml

* Update DESCRIPTION

* refined command status check

* refined Appveyor

* redirect all warnings to stdout

* added test for huge string model

* fixed tree sizes field

* simplified model structure

* fixed test and added try/except

[ci][docs] updated temp fix for warning written to stderr, fixed conda permissions and updated bench link (#1849)

* Update .appveyor.yml

* updated bench link (404)

* fixed conda permission error on Azure

* use stable container