[R-package] remove behavior where lightgbm() saves model to disk

[david-cortes]

ref #4968

The lightgbm() function defaults towards dumping the model to disk in a file named lightgbm.model. After the last series of changes to the serialization logic, this is perhaps not a reasonable default anymore, since now model objects can be serialized natively and will for example survive session restarts in RStudio and similar, so a user fitting a model would not be prone to inadvertently lose it nor need to use this format for model serialization, thus decreasing the need for having a file in disk.

Among modeling packages, it is rather uncommon to produce a file in disk by default - off the top of my head, the only such R libraries that I can think of are xgboost and catboost, while most other packages (which rely on Rds for serialization) do not even have the option of dumping in the function call.

[jameslamb]

Thanks for this proposal! I left one comment, please wait for another maintainer to respond to me before making any changes.

[jameslamb]

Thanks very much! I'm really glad to see this simplification.

[StrikerRUS]

I'm going to close and instantly re-open this PR to re-trigger Microsoft CLA bot that stuck. Sorry for the inconvenience!

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.