LightGBM

feature importance type in saved model file (#3220)

* feature importance type in saved model file

* fix nullptr

* fixed formatting

* fix python/R

* Update src/c_api.cpp

* Apply suggestions from code review

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix c_api test

* fix swig

* minor docs improvements and added defines for importance types

Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>