🔨 Breaking

• [python-package] fix access to Dataset metadata in scikit-learn custom metrics and objectives @jameslamb (#6108)
• [CUDA] drop CUDA 10 support, start supporting CUDA 12 (fixes #5789) @jameslamb (#6099)

🚀 Efficiency Improvement

• [R-package] Fix inefficiency in retrieving pointers @david-cortes (#6208)
• [CUDA] CUDA Quantized Training (fixes #5606) @shiyu1994 (#5933)

🐛 Bug Fixes

• fix errors from MSVC '/permissive-' mode (fixes #6230) @Zhaojun-Liu (#6232)
• [R-package] [c++] add tighter multithreading control, avoid global OpenMP side effects (fixes #4705, fixes #5102) @jameslamb (#6226)
• [python-package] take shallow copy of dataframe in predict (fixes #6195) @jmoralez (#6218)
• Fix null handling for Arrow data @borchero (#6227)
• [R-package] use safer pattern for error formatting (fixes #6212) @jameslamb (#6216)
• [python-package] fix libpath.py @shiyu1994 (#6192)
• set explicit number of threads in every OpenMP parallel region @jameslamb (#6135)
• ignore unknown parameters when loading from model file @jmoralez (#6126)
• [python-package] [R-package] include more params in model text representation (fixes #6010) @jameslamb (#6077)
• [fix] fix quantized training (fixes #5982) (fixes #5994) @shiyu1994 (#6092)
• [python-package] Fix misdetected objective after multiple calls to LGBMClassifier.fit @david-cortes (#6002)

📖 Documentation

• [docs] remove links to Laurae++ site @jameslamb (#6193)
• [docs] reduce redirects in docs links @jameslamb (#6181)
• [docs] fix broken links @jameslamb (#6161)

🧰 Maintenance

• release v4.2.0 @jameslamb (#6191)
• [ci] [R-package] allow more possibly-lost warnings from valgrind @jameslamb (#6233)
• [ci] Upgrade Azure VMSS to use Mariner Linux @shiyu1994 (#6222)
• Add msvc conformance check @Zhaojun-Liu (#6234)
• [python-package] Add tests for passing Arrow arrays with empty chunks @borchero (#6210)
• [R-package] change CRAN maintainer @jameslamb (#6224)
• [CUDA] fix typo in error message @jameslamb (#6207)
• [python-package] ignore mypy errors related to ctypes string buffers @jameslamb (#6198)
• [python-package] consolidate pandas-to-numpy conversion code @jameslamb (#6156)
• [R-package] standardize naming of internal functions @jameslamb (#6179)
• [R-package] remove unreachable code @jameslamb (#6180)
• allow new files in include/LightGBM @jameslamb (#6177)
• [R-package] Use cat() instead of print() for metrics and callbacks @david-cortes (#6171)
• [ci] resolve warning in tests @jameslamb (#6154)
• [ci] use mamba instead of conda in macOS and Linux CI jobs @borchero (#6140)
• factor out uses of omp_get_num_threads() and omp_get_max_threads() outside of OpenMP wrapper @jameslamb (#6133)
• remove unnecessary allocations in HistogramSumReducer @jameslamb (#6132)
• [ci] [R-package] enforce more {lintr} checks @jameslamb (#6130)
• fix compiler warnings for CPP tests @jameslamb (#6124)
• [ci] [R-package] test against R 4.3 on Windows @jameslamb (#6061)
• [python-package] reorganize early stopping callback @jameslamb (#6114)
• [python-package] simplify Dataset._compare_params_for_warning() @jameslamb (#6120)
• [ci] fix sh-compatibility issue in build-cran-package.sh @jameslamb (#6118)
• [python-package] remove unnecessary allocations in ctypes code @jameslamb (#6111)
• [python-package] fix mypy errors in Dataset construction @jameslamb (#6106)
• [ci] ensure correct R version is used on GitHub Actions (fixes #5640) @jameslamb (#6107)
• [python-package] fix mypy error about eval result tuples @jameslamb (#6105)
• [python-package] fix mypy error from Dataset.pandas_categorical @jameslamb (#6098)
• [ci] Fix typo in dependencies @borchero (#6100)
• [python-package] fix mypy errors related to eval result parsing in callbacks @jameslamb (#6096)
• [python-package] mark EarlyStopException as part of public API @jameslamb (#6095)
• [python-package] fix mypy errors related to eval result tuples @jameslamb (#6097)
• update to fmt 10.1.1, fast_double_parser 0.7.0 @jameslamb (#6074)