[R-package] remove internal function lgb.check.obj()

[jameslamb]

Based on #5007 (comment). The R package has an internal function, lgb.check.obj(), that has been there since the very beginning of the R package (#168).

All of the things it does or once did are already handled by other parts of the code base.

1. resolve parameter aliases for objective and keyword argument

   • LightGBM/R-package/R/lgb.train.R

     Lines 95 to 99 in 820ae7e

     	params <- lgb.check.wrapper_param(
     	main_param_name = "objective"
     	, params = params
     	, alternative_kwarg_value = obj
     	)

   • [R-package] respect aliases for objective and metric and lgb.train() and lgb.cv() #4913, [R-package] prefer params to keyword argument in lgb.train() #5007
2. extract custom objective functions written in R

   • LightGBM/R-package/R/lgb.train.R

     Lines 109 to 113 in 820ae7e

     	fobj <- NULL
     	if (is.function(params$objective)) {
     	fobj <- params$objective
     	params$objective <- "none"
     	}

3. raise an informative error for unrecognized objectives

   • LightGBM/src/objective/objective_function.cpp

     Line 51 in d517ba1

     Log::Fatal("Unknown objective type name: %s", type.c_str());

This PR proposes removing lgb.check.obj() from the R package, to reduce maintenance burden for the package and remove the risk of bugs caused by that code.

Notes for Reviewers

Should be merged prior to #4976.

[StrikerRUS]

LGTM, thanks! Nice to see this simplification! 🙂

[jameslamb]

Just updated this branch to get the CI fixes from #5022

[github-actions]

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