[doc] Reorganize documentation on distributed learning (fixes #3596)

[jameslamb]

This PR finishes #3596 (that work was started in #4000), changing the terminology "parallel learning" or "parallel training" to "distributed learning" and "distributed training".

This also re-organizes the the guide on distributed learning. In this proposed reorganization, the guide would have two top-level sections.

• "How Distributed LightGBM works": information on the distributed training algorithms. This might be expanded in the future with other information specific to distributed training in general (not any particular programming language or tool).
• "Integrations": Information on how to run distributed training.

In future PRs (for #3814, for example), I'll propose expanding the "integrations --> Dask" section substantially, with code samples and discussion of Dask-specific topics, like how to choose a good partition size and number of partitions, or how to use the Dask package in an environment constrained by firewall rules (#3994 (comment)).

[jameslamb]

old link

https://lightgbm.readthedocs.io/en/docs-jlamb/Parallel-Learning-Guide.html#build-parallel-version

[jameslamb]

old link

https://lightgbm.readthedocs.io/en/docs-jlamb/Parallel-Learning-Guide.html#run-parallel-learning

[jameslamb]

old link

https://github.com/microsoft/LightGBM/blob/docs/jlamb/examples/parallel_learning/README.md#parallel-learning-example

[jameslamb]

old link

https://lightgbm.readthedocs.io/en/docs-jlamb/Parallel-Learning-Guide.html#parallel-learning-guide

[jameslamb]

Ok I think this is ready for review!

Docs builds are passing (https://readthedocs.org/projects/lightgbm/builds/). You can explore this PR's docs at https://lightgbm.readthedocs.io/en/docs-jlamb/.

I believe I've accounted for all old links by adding custom anchors. I left comments on each line of the diff that removes a heading, showing a link using the old anchor. If you notice any others that are missed, please let me know.

[StrikerRUS]

@jameslamb Nice work! Just few comments below.

[jameslamb]

closing and re-opening to retrigger CI, thanks to this infrastructure issue on Azure:

section]This job was abandoned. We have detected that logs from the agent may have not finished uploading. We have included our in-memory record of all log lines uploaded before we lost contact with the agent:
##[section]Starting: Initialize job
Agent name: 'lgbubb5e00003IS'
Agent machine name: 'lgbubb5e00003IS'
Current agent version: '2.182.1'
Agent running as: 'AzDevOps'
Prepare build directory.
Set build variables.
Download all required tasks.
Downloading task: CmdLine (2.182.0)
Downloading task: Bash (3.182.0)

Closing and reopening instead of pushing an empty commit because I'm on mobile right now, and there is currently only one other build in progress.

[guolinke]

Thank you

[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.