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Like @StrikerRUS mentioned, we're trying right now to actually get this release onto CRAN so you can just install.packages("lightgbm").
But I can also add the CRAN artifact to the release manually. It's something that has to be done manually and the 3.1.0 release was only created last night (Central Standard Time, where I am).
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The 3.0.0 release came with a CRAN package that made it super simple to install LightGBM. Can we have the same for the latest release as well?
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