[c++] Adding checks for nullptr in the code

[shiyu1994]

Summary

In our code base, we seldom check whether a pointer passed from argument is nullptr, before dereferencing it. For example,

LightGBM/src/io/config.cpp

Line 54 in d4cdbcf

*boosting = "gbdt";

This is discussed in #4827 (comment)

Motivation

Adding checks like this will make the code more robust.

[shiyu1994]

Closed in favor of being in #2302. We decided to keep all feature requests in one place.

Welcome to contribute this feature! Please re-open this issue (or post a comment if you are not a topic starter) if you are actively working on implementing this feature.