[python] Start supporting Python 3.10

[StrikerRUS]

Python 3.10 was released 2021-10-04.
https://devguide.python.org/#branchstatus

Why enclose Python version in quotes: #3880 (comment).

...
Solving environment: ...working... failed                                                               
PackagesNotFoundError: The following packages are not available from current channels:
  - python=3.1
...

WIP Due to

• dask=2021.9.1 isn't compatible with Python 3.10;
  

  LightGBM/.ci/test.sh

  Line 117 in 8e729af

  conda install -q -y -n $CONDA_ENV cloudpickle "dask=2021.9.1" "distributed=2021.9.1" joblib matplotlib numpy pandas psutil pytest scikit-learn scipy

• building numpy and other dependencies from sources takes more than 30 minutes.

[StrikerRUS]

advanced_example.py fails during executing on Linux regular CI job with Python 3.10 with the following error

Traceback (most recent call last):
  File "/__w/1/s/examples/python-guide/advanced_example.py", line 8, in <module>
    from sklearn.metrics import mean_squared_error
  File "/opt/miniforge/envs/test-env/lib/python3.10/site-packages/sklearn/__init__.py", line 83, in <module>
    from .utils._show_versions import show_versions
  File "/opt/miniforge/envs/test-env/lib/python3.10/site-packages/sklearn/utils/_show_versions.py", line 12, in <module>
    from ._openmp_helpers import _openmp_parallelism_enabled
ImportError: dlopen: cannot load any more object with static TLS

This fail occurs due to compatibility problems with old Ubuntu 14.04 (old glibc actually) and OpenMP.
Related discussions and workarounds (all about upgrading software versions):

• ImportError: dlopen: cannot load any more object with static TLS with torch built with gcc 5.5 scikit-learn/scikit-learn#14485
• ImportError: dlopen: cannot load any more object with static TLS pytorch/pytorch#2575
• Concerns about static vs dynamic TLS in libgomp conda-forge/conda-forge.github.io#1551
• https://finisky.github.io/2020/01/06/jupyterdlopen/

This error shouldn't occur with glibc >=2.21: https://sourceware.org/bugzilla/show_bug.cgi?id=17620.

[StrikerRUS]

It's getting harder and harder to support a such old version of Ubuntu (14.04) ...

[jameslamb]

It's getting harder and harder to support a such old version of Ubuntu (14.04)

Thanks for the additional research and issues you linked to! conda-forge/conda-forge.github.io#1551 is especially troubling 😞

According to https://ubuntu.com/about/release-cycle#ubuntu-kernel-release-cycle, Ubuntu 14.04 was first released in 2014, starting in 2019 it went into "only receiving security patches" mode, and it will be in that mode until 2024.

Given all that, I'd like to try to keep supporting it, but also acknowledge that we have a limited amount of time and energy to spend on maintaining this project.

Since the issues you linked are all related to OpenMP, what do you think about switching Ubuntu 14.04 builds to using --nomp?

LightGBM/python-package/setup.py

Line 25 in 2d1caf1

('nomp', None, 'Compile version without OpenMP support'),

Maybe that could be a manageable compromise between "spend time trying to get this working on Ubuntu 14.04" and "stop testing on Ubuntu 14.04 entirely".

[StrikerRUS]

Since the issues you linked are all related to OpenMP, what do you think about switching Ubuntu 14.04 builds to using --nomp?

A lot of CI jobs with Ubuntu 14.04 are used to produce public artifacts

LightGBM/.vsts-ci.yml

Lines 72 to 73 in 2d1caf1

	- task: PublishBuildArtifacts@1
	condition: and(succeeded(), in(variables['TASK'], 'regular', 'sdist', 'bdist', 'swig'), not(startsWith(variables['Build.SourceBranch'], 'refs/pull/')))

I don't think it's a good idea to build artifacts with --nomp flag...

I'm thinking about to simply re-arange Python versions there because it seems that only 3.10 one has compatibility problems.

[StrikerRUS]

I tried to use different Python versions for the same TASK in Linux and Linux_latest jobs. The same is true for macOS configurations on Azure Pipelines and GitHub Actions.

[StrikerRUS]

I believe this PR is ready for review.

[jameslamb]

excellent! thanks for doing this! And for the explanation about why it is necessary to add quotes in the config 😂

[jameslamb]

oh! haha I never noticed that these two values were the same.

[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.