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

[jameslamb]

Fixes #6435

Enforces deprecations that have been in {lightgbm} sinvce v4.4.0:

• removes support for passing anything other than an lgb.Dataset to data argument of lgb.cv()
• removes colnames and categorical_feature arguments from lgb.train() and lgb.cv()

Notes for Reviewers

Still need to do reverse dependency checks

Before this is merged, we should check that it won't break any projects on CRAN that depend on {lightgbm}. I might propose introducing a comment-triggered CI job we can use for this purpose, maybe with https://github.com/r-lib/revdepcheck.

xgboost did something similar recently

As @mayer79 mentioned on #6435. See dmlc/xgboost#10031

[jameslamb]

Setting up a CI job to run reverse dependency checks is taking too long (#6734), let's not block this on that.

Tomorrow, I will just test all the reverse dependencies manually. I won't merge this until I've done that and posted a comment here summarizing that.

But opening this up now for review... @StrikerRUS or @jmoralez could you review? This + #5010 are the last 2 things I'd like to try to get into v4.6.0, and as a reminder we only have 5 more days to put up a v4.6.0 release on CRAN (#6791).

Neither of those is critical, so if you do not have time to review please just let me know and we can skip them for this release.

[StrikerRUS]

LGTM, thank you for removing deprecated args!

[jameslamb]

Listing out the reverse dependencies (from https://cran.r-project.org/web/packages/lightgbm/index.html). I'll update this comment as I run the tests (probably tomorrow, my timezone, at this point, sorry).

Reverse Imports

{cbl}

{misspi}

{predhy}

{predhy.GUI}

{sae.projection}

{ubair}

Reverse Suggests

{bonsai}

{EIX}

{fastml}

{mllrnrs}

{qeML}

{r2pmml}

{SHAPforxgboost}

{stackgbm}

{treeshap}

Reverse Enhances

{fastshap}

{shapviz}

{vip}

[mayer79]

I like these changes,thanks for working on this.