[R-package] remove Dataset setinfo()

[jameslamb]

Contributes to #4543.

This PR proposes removing Dataset$setinfo() and the corresponding S3 method. See #4543 for background on why.

Notes for Reviewers

v3.3.0 and v3.3.1 contain a deprecation warning about this change.

[StrikerRUS]

Please don't break references to this FAQ used at third-party sites. Just replace the answer for this question with info about that this is not actual anymore. Refer to https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#1-error-setup-script-specifies-an-absolute-path-when-installing-from-github-using-python-setuppy-install or https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#6-bagging-is-not-reproducible-when-changing-the-number-of-threads as an example.

[jameslamb]

ah ok, yes I agree with you. Fixed in 0770c94.

I checked on v3.3.0 and latest master, and there are no longer issues printing a Dataset (maybe as a result of work in #3016 ).

library(lightgbm)

data(agaricus.train, package = "lightgbm")
train <- agaricus.train
dtrain <- lgb.Dataset(train$data, label = train$label)
print(dtrain)
dtrain$construct()
print(dtrain)
dtrain$setinfo("weight", rep(1.0, nrow(train$data)))
print(dtrain)

[StrikerRUS]

LGTM! Nice to see this cleanup!

[github-actions]

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