Migrate LightGBM integration

[y0z]

Motivation

• Progress https://github.com/optuna/optuna/issues/4484.

Description of the changes

• Add LightBGM integration and its tests.

[DanielAvdar]

@y0z please take a look at #81

[codecov[bot]]

Codecov Report

Attention: 474 lines in your changes are missing coverage. Please review.

Comparison is base (33a2d2d) 64.59% compared to head (c8e48a0) 55.06%. Report is 2 commits behind head on main.

:exclamation: Current head c8e48a0 differs from pull request most recent head 07fff44. Consider uploading reports for the commit 07fff44 to get more accurate results

Files	Patch %	Lines
optuna_integration/_lightgbm_tuner/optimize.py	0.00%	402 Missing :warning:
optuna_integration/_lightgbm_tuner/alias.py	0.00%	32 Missing :warning:
optuna_integration/_lightgbm_tuner/_train.py	0.00%	15 Missing :warning:
optuna_integration/_lightgbm_tuner/sklearn.py	0.00%	15 Missing :warning:
optuna_integration/lightgbm.py	89.06%	7 Missing :warning:
optuna_integration/__init__.py	0.00%	3 Missing :warning:

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #85 +/- ## ========================================== - Coverage 64.59% 55.06% -9.53% ========================================== Files 29 35 +6 Lines 2409 2949 +540 ========================================== + Hits 1556 1624 +68 - Misses 853 1325 +472 ```

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[y0z]

@DanielAvdar

Thank you for your contribution. I review your PR instead of progressing this PR.

[DanielAvdar]

@y0z Thanks for reviewing my PR!