Add LightGBM as base learner

[KarlBt]

Description

I have added base_learner as an hyperparameter and included the possibility to select LightGBM.

How Has This Been Tested?

I have followed the format used in the test file of the repository.

Checklist:

• [x] I have performed a self-review of my own code
• [x] I have commented my code
• [x] My changes generate no warning
• [x] My code follows the style guidelines of this project
• [ ] I have made the corresponding changes to the documentation