[R] Add a compatibility layer to load Booster object from an old RDS file (#5940)

* [R] Add a compatibility layer to load Booster from an old RDS
* Modify QuantileHistMaker::LoadConfig() to be backward compatible with 1.1.x
* Add a big warning about compatibility in QuantileHistMaker::LoadConfig()
* Add testing suite
* Discourage use of saveRDS() in CRAN doc

R-package/R/xgb.unserialize.R

@@ -6,7 +6,26 @@
 xgb.unserialize <- function(buffer) {
   cachelist <- list()
   handle <- .Call(XGBoosterCreate_R, cachelist)
-  .Call(XGBoosterUnserializeFromBuffer_R, handle, buffer)
+  tryCatch(
+    .Call(XGBoosterUnserializeFromBuffer_R, handle, buffer),
+    error = function(e) {
+      error_msg <- conditionMessage(e)
+      m <- regexec("(src[\\\\/]learner.cc:[0-9]+): Check failed: (header == serialisation_header_)",
+                   error_msg, perl = TRUE)
+      groups <- regmatches(error_msg, m)[[1]]
+      if (length(groups) == 3) {
+        warning(paste("The model had been generated by XGBoost version 1.0.0 or earlier and was ",
+                      "loaded from a RDS file. We strongly ADVISE AGAINST using saveRDS() ",
+                      "function, to ensure that your model can be read in current and upcoming ",
+                      "XGBoost releases. Please use xgb.save() instead to preserve models for the ",
+                      "long term. For more details and explanation, see ",
+                      "https://xgboost.readthedocs.io/en/latest/tutorials/saving_model.html",
+                      sep = ""))
+        .Call(XGBoosterLoadModelFromRaw_R, handle, buffer)
+      } else {
+        stop(e)
+      }
+    })
   class(handle) <- "xgb.Booster.handle"
   return (handle)
 }