Add LGBM integration

[DanielAvdar]

Motivation

Progress Isolation of optuna integration modules..

Description of the changes

Add LightBGM integration and its tests.

[codecov[bot]]

Codecov Report

Attention: 37 lines in your changes are missing coverage. Please review.

Comparison is base (63b4c58) 68.34% compared to head (6ce47a0) 72.37%.

Files	Patch %	Lines
optuna_integration/_lightgbm_tuner/optimize.py	95.77%	17 Missing :warning:
optuna_integration/lightgbm.py	89.06%	7 Missing :warning:
optuna_integration/_lightgbm_tuner/sklearn.py	60.00%	6 Missing :warning:
optuna_integration/_lightgbm_tuner/_train.py	73.33%	4 Missing :warning:
optuna_integration/__init__.py	0.00%	3 Missing :warning:

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #81 +/- ## ========================================== + Coverage 68.34% 72.37% +4.03% ========================================== Files 33 39 +6 Lines 2805 3345 +540 ========================================== + Hits 1917 2421 +504 - Misses 888 924 +36 ```

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[y0z]

Please update the description of this PR (significantly, please add a link to https://github.com/optuna/optuna/issues/4484).

• Motivation
• Description of the changes

This helps us track the progress of the integration migration.

Following optuna/optuna#4484, as a member of the Optuna organization, I would create a counterpart to this PR, which would remove Optuna's LightGBM integration from the optuna/otpuna repository.

Do not migrate low-priority module because it will have some complex dependencies on tests and others. (Migration of low-priority modules would be done by Committers.)

[DanielAvdar]

LGTM 🎉

@y0z thank you for your review

[DanielAvdar]

@nabenabe0928 thank you for your review