[R-package] Export callback functions

[jameslamb]

See this comment and this comment thread from #2443 . Currently the functions in callback.R are not exported in the R package. This means that the use of callbacks keyword argument in lgb.train() is unclear.

To close this issue, submit a PR with the following features

• Roxygen documentation on relevant functions in R-package/callbacks.R, including @export tag. Consider also using @family tag to auto-generate see-also links.
• regenerated .Rd documentation (see this comment for how to do this). This should also regenerate R-package/NAMESPACE.
• updated documentation in any other functions that expose callbacks, linking to the relevant documentation

[jameslamb]

Closing this in favor of being in #2302 . We keep all feature requests in #2302 . If you'd like to pick this issue up and submit a PR, please do and it can be re-opened.

[StrikerRUS]

Open because of active PR #5018 for this issue.

[jameslamb]

PR #5018 has been closed. Since there's no active work going on for this feature, I'm going to close this issue.

Anyone interested in this feature is welcome to contribute it! If you'd like to contribute this, comment here and the issue can be re-opened. Maintainers will be happy to help you.

[github-actions]

This issue 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.