[docs] Add details on improving training speed

[jameslamb]

This PR proposes a large update to the documentation on tuning hyperparameters (https://lightgbm.readthedocs.io/en/latest/Parameters-Tuning.html). Today, that section contains simple suggestions like "use small max_depth". In this PR, I'm proposing adding some context to each recommendation so users can understand more of the intuition for how these parameters affect training or dataset construction. I think these descriptions can also help users to better understand how LightGBM works generally.

Notes for Reviewers

• I didn't want this PR to get too big so I just covered the section For Faster Speed. If reviewers like this contribution, I'd be happy to add similar contributions like it in future PRs for For Better Accuracy and Deal with Overfitting.
• @StrikerRUS I pushed this as a LightGBM doc so we can test readthedocs builds. Can you please enable builds for this branch?
• Similar to [python] more detailed docs for trees_to_dataframe(), create_tree_digraph(), plot_tree() #3618 , I thought about this from reading Stack Overflow answers on the [lightgbm]. I might have a few more PRs in the coming weeks with more documentation change proposals like this.

[jameslamb]

I based this paragraph on the explanations in #2261, #2411, and #2919

[StrikerRUS]

Can you please enable builds for this branch?

Done!

[btrotta]

@jameslamb This is great! I think it will make LightGBM a lot more accessible for people new to tree-boosting algorithms. I left a few small suggestions.

[StrikerRUS]

@jameslamb Unfortunately, you couldn't modify Parameters.rst directly. You should include your fixes in config.h and then run helpers/parameter_generator.py script. Refer to the comment in Parameters.rst:

.. List of parameters is auto generated by LightGBM\helpers\parameter_generator.py from LightGBM\include\LightGBM\config.h file.

[StrikerRUS]

Awesome addition! It greatly contributes to #2617, I believe. Just some minor typos below:

[jameslamb]

@jameslamb Unfortunately, you couldn't modify Parameters.rst directly. You should include your fixes in config.h and then run helpers/parameter_generator.py script. Refer to the comment in Parameters.rst:

.. List of parameters is auto generated by LightGBM\helpers\parameter_generator.py from LightGBM\include\LightGBM\config.h file.

ohhhh sorry I forgot this

[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.