[ci] ignore R CMD CHECK warnings on new R version

[jameslamb]

In CI for the R package, we check for R CMD CHECK warnings by looking for the string "warning" in its logs. That test is currently breaking builds (https://github.com/microsoft/LightGBM/runs/1268855023) for a warning that can safely be ignored:

Warning: package 'R6' was built under R version 4.0.3

This PR proposes ignoring those warnings. It also slightly simplifies the config for the UBSAN tests added in #3439 (based on #3443 (comment))

[StrikerRUS]

Thank you!

[StrikerRUS]

Seems that it is more complicated:

* checking whether package 'lightgbm' can be installed ... WARNING
Found the following significant warnings:
  Warning: package 'R6' was built under R version 4.0.3

[jameslamb]

Seems that it is more complicated:

* checking whether package 'lightgbm' can be installed ... WARNING
Found the following significant warnings:
  Warning: package 'R6' was built under R version 4.0.3

maybe I can turn off this specific warning with an environment variable. That would be better than allowing up to 1 warning in CI. I'll investigate

[StrikerRUS]

That would be better than allowing up to 1 warning in CI.

Yes, definitely!

[jameslamb]

it looks like we can not skip this check 😢

I don't see any environment variables mentioned in the relevant code for R CMD check:

https://github.com/wch/r-source/blob/157225dfb95ea6eee615f2c34d677a0abf2015f8/src/library/base/R/library.R#L119-L150

I also tried to look for all of the environment variables that control R CMD CHECK. I'm not aware of a comprehensive list of these, but I found them by searching for Sys.getenv():

https://github.com/wch/r-source/search?q=Sys.getenv

I'm going to ask the r-package-devel mailing list. But first, to unblock our CI, in this PR I'll upgrade us to R 4.0.3. It is often 2-3 months between version upgrades (https://cran.r-project.org/bin/windows/base/old/), so that will buy us some time.

[jameslamb]

ok I've updated the versions to R 4.0.3

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