DOC: add user guide on lightgbm

[traderbxy]

What do these changes do?

add lightgbm.rst at doc/source/libraries/xorbits_train

Related issue number

714

[codecov[bot]]

Codecov Report

Merging #753 (aad51e0) into main (f67ffd4) will decrease coverage by 11.05%. The diff coverage is n/a.

@@             Coverage Diff             @@
##             main     #753       +/-   ##
===========================================
- Coverage   93.58%   82.53%   -11.05%     
===========================================
  Files        1058     1058               
  Lines       79780    79780               
  Branches    16504    16504               
===========================================
- Hits        74659    65846     -8813     
- Misses       3446    11657     +8211     
- Partials     1675     2277      +602     

Flag	Coverage Δ
unittests	82.39% <ø> (-11.08%)	:arrow_down:

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see 169 files with indirect coverage changes