[docs] Remove Gitter and Slack (fixes #3689)

[jameslamb]

This PR closes #3689. It removes references to Gitter and Slack.

I hope this will strengthen the LightGBM community by consolidating the conversation. As of this PR, the official advice in the README will be that general questions about LightGBM should go to the lightgbm tag on Stack Overflow, and bugs + feature requests should go on the GitHub Issues page here.

[StrikerRUS]

Do we need to actually remove these channels as a next step? Or I believe we should at least mark them as "no devs here".

[jameslamb]

Do we need to actually remove these channels as a next step? Or I believe we should at least mark them as "no devs here".

I think that once this PR is merged, we should post in there something like this:

Hello all. To consolidate the conversation, we have decided to shut down this Slack. Starting today, please use the lightgbm tag on Stack Overflow for general questions or https://github.com/microsoft/LightGBM/issues to report bugs or feature requests. This Slack will be deleted on February 15, 2021.

And then completely delete those. I think it is worth waiting a month to delete them completely, so that anyone who wants to can go back and save links or discussions. I chose one month because I expect that the average member of these channels does not check it very often.

I think it's preferable to delete them completely, to reduce the number of places where people are asking for LightGBM help. That reduces the number of places maintainers have to check and helps search engines to return more relevant results

[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.