[R-package] make finalize() in R6 classes private

[jameslamb]

From the {R6} docs:

NOTE: In R6 version 2.3.0 (released 2018-10-04) and below, the $finalize() method could only be public. As of version 2.4.0, it can be public or private. Private is preferable because there’s no reason a finalizer needs to be publicly accessible. If you use a private finalizer in an R package, you should set your R6 version dependency to R6 (>= 2.4.0). In 2.6.0, R6 prints a message if a finalizer is public. In a future version, it will emit warnings, and finally, it will no longer support public finalizers.

ref: https://r6.r-lib.org/articles/Introduction.html

Given that last statement ("... and finally, it will no longer support public finalizers"), I think {lightgbm}'s R6 finalizers should be moved to private methods.

This proposes:

• making finalize() methods on R6 classes private
• adding a floor of R6 (>= 2.4.0) to make that safe

Notes for Reviewers

{R6} 2.4.0 was released 6 years ago, in February 2019: https://github.com/r-lib/R6/releases/tag/v2.4.0

So this new floor of >= 2.4.0 should not cause much disruption.

However, still marking this PR as breaking because it removes a public method from the R6 classes in {lightgbm}. Those are not exported, but they're technically still part of the public API because they can be returned by exported functions (e.g. lgb.train() returns a Booster).

[StrikerRUS]

LGTM, thanks!