[R-package] fix warnings in unit tests

[jameslamb]

This PR addresses several (but not all) of the R unit test warnings documented in #4108.

Unknown parameter: valids / {memory_address}

[LightGBM] [Warning] Unknown parameter: 0x7fb4ee5c84d8>
[LightGBM] [Warning] Unknown parameter: valids

These warnings were caused by calls that were passing valids to lgb.cv().
lgb.cv() does not accept validation data...it creates holdout sets using k-fold cross-validation.

This is an example of something that is currently a warning which would be an error if ...
was not allowed (#4202 (comment), will write up a feature request soon #4226).

Unknown parameter: categorical_features

[LightGBM] [Warning] Unknown parameter: categorical_features

There are no meaningful features

[LightGBM] [Warning] There are no meaningful features, as all feature values are constant

This came from the test lgb.train() works with linear learners and data where a feature has only 1 non-NA value. That test should have added an additional feature with enough variability to be usable during training.

Notes for Reviewers

#4108 was originally opened as a good first issue about a month ago, with the hope that an outside contributor would pick it up. Normally I'd leave such an issue for non-maintainers. However, I want to focus on the R package over the next few weeks because of some issues that have been building up about it.

• [R-package] R session crashes on Windows when {lightgbm} is loaded after tidyverse #4007
• [R-package] predict() breaks when using a Dataset stored in a file #4034
• [R-package] FATAL Error when run train() #4045
• (R) Functions that replace R headers are not compatible with all R versions #4216 (from [R package] Accept data frames as inputs #4207 (comment))
• Lrnr_lightgbm broken on Windows tlverse/sl3#344 & Disable LightGBM testing on Windows tlverse/sl3#345
• lightgbm no longer works curso-r/treesnip#38

Given that I expect a lot of activity on the R package in the near future, I think it's very important that the R package's unit tests cover the package as reliably as possible.

[StrikerRUS]

LGTM!

[github-actions]

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