[docs] document sanitizers

[StrikerRUS]

Refer to https://xgboost.readthedocs.io/en/latest/contrib/unit_tests.html#sanitizers-detect-memory-errors-and-data-races, #3555, #4330.

[jameslamb]

Thanks for this useful addition to the documentation! Please see my comments about making this copy-pastable.

[StrikerRUS]

@jameslamb Thanks for your review!

Please see my comments about making this copy-pastable.

I thought about it a lot and couldn't find a good variant. Unfortunately, your proposal is not fully copy-pastable as well due to that thread sanitizer is not compatible with others. Maybe you have any other variants?

[jameslamb]

Maybe you have any other variants?

I would prefer then to keep my suggestion but just not include thread in the list passed to -DENABLED_SANITIZERS

like

To enable them add ``-DUSE_SANITIZER=ON -DENABLED_SANITIZERS="address;leak;undefined"`` to CMake flags.

[StrikerRUS]

TBH, I don't like this variant very much. But because I'm out of ides for more general and clear wording, I'm going to accept your suggestion.

[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.