[R-package] use C++17 in the CRAN package

[jameslamb]

Proposes using the C++17 standard in the CRAN build of the R package.

Motivation

CRAN recently started raising the following NOTE on r-devel.

Result: NOTE
Specified C++11: please update to current default of C++17

(https://cran.r-project.org/web/checks/check_results_lightgbm.html)

That check just made it into R about 2 days ago (commit link), in preparation for C++17 becoming the default C++ standard in R's next release, v4.3.0.

So I expect that CRAN is going to ask us to make this change soon.

Implications of this change

If this PR is accepted,

• any C++ code included in the R package will need to conform to the C++17 standard
  • that includes most of src/, include/ and external_libs/
  • that means, for example, not using features removed in C++14/C++17 like std::auto_ptr and std::random_shuffle (docs)
• the CRAN package will no longer be compilable with compilers that don't support C++17
  • gcc >= 5 (October 2017, supporting docs)
  • clang >= 5 (September 2017, supporting docs)
  • MSVC >= 2019 (April 2019, supporting docs)
  • nvcc in CUDA 11+ (May 2020, supporting docs)

[jameslamb]

@guolinke @jmoralez could I please get a review on this proposal when you have time?

[github-actions]

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