[R-package] Remove ability to install precompiled lib_lightgbm (fixes #3320)

[jameslamb]

This PR has two changes that I couldn't see a clean way to separate, so I've combined them:

• clarify how to install the R package (fixes R README installation instruction hierarchy  #3320 )
• remove the ability to use a precompiled lib_lightgbm.so with the R package

I think that the use of a precompiled lib_lightgbm.so in the R package has been broken for a while: #1730, #2714 . This was a valuable option before we started linking to R when building the library (added in #2901 ) and you could just download lib_lightgbm.so from the releases page. Now, it is really difficult to manually build a library that works well with the R package.

I think we should eliminate documentation and code about using a pre-built lib_lightgbm, and focus on making customizations you can't get with the CRAN package easier via #2441 (like I recommended in #3354 (comment))

current README

proposal

[lorenzwalthert]

Looks good overall. One minor thing: I think the distinction between CPU and GPU packages is very important and hence one could mention that the CRAN package and pre-compiled binaries don't support GPU training (If I got that right). One can figure that out from the header on how to build a GPU accelerated version, but explicit is better than implicit often.

[StrikerRUS]

Just some minor comments.

[jameslamb]

Looks good overall. One minor thing: I think the distinction between CPU and GPU packages is very important and hence one could mention that the CRAN package and pre-compiled binaries don't support GPU training (If I got that right). One can figure that out from the header on how to build a GPU accelerated version, but explicit is better than implicit often.

thanks @lorenzwalthert . I disagree with this. As you mentioned in #3320, the README is already hard to follow and has a lot of information. I want to make this as simple as possible.

I think anyone arriving at this page looking to build for the GPU will be drawn to "Installing a GPU-enabled Build" in the list of options.

[jameslamb]

I just merged master into this. This is ready for review and does not need to wait for #3338

[jameslamb]

I just merged master into this. Since we've agreed on #3360 (comment), I'll merge this one it builds.

[github-actions]

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