feat: add chunk size parameter for copying java data to native

[imatiach-msft]

• add chunk size parameter for copying java data to native
• fix minor memory leak
• increase default chunk size from 1000 to 10000, for most real scenarios this is actually still probably more on the smaller side of what it should be set to (the number of rows in the dataset, but we don't want to do a count beforehand since it is expensive)

[imatiach-msft]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 1 pipeline(s).

[codecov]

Codecov Report

Merging #1041 (0f87a2c) into master (aad223e) will decrease coverage by 0.03%.
The diff coverage is 94.73%.

@@            Coverage Diff             @@
##           master    #1041      +/-   ##
==========================================
- Coverage   84.86%   84.82%   -0.04%     
==========================================
  Files         203      203              
  Lines        9640     9648       +8     
  Branches      559      548      -11     
==========================================
+ Hits         8181     8184       +3     
- Misses       1459     1464       +5     

Impacted Files	Coverage Δ
.../com/microsoft/ml/spark/lightgbm/TrainParams.scala	100.00% <ø> (ø)
...m/microsoft/ml/spark/lightgbm/LightGBMParams.scala	89.35% <80.00%> (-0.23%)	⬇️
...crosoft/ml/spark/lightgbm/LightGBMClassifier.scala	91.01% <100.00%> (+0.10%)	⬆️
...m/microsoft/ml/spark/lightgbm/LightGBMRanker.scala	63.07% <100.00%> (ø)
...icrosoft/ml/spark/lightgbm/LightGBMRegressor.scala	72.22% <100.00%> (ø)
...om/microsoft/ml/spark/lightgbm/LightGBMUtils.scala	89.58% <100.00%> (+0.22%)	⬆️
...a/com/microsoft/ml/spark/lightgbm/TrainUtils.scala	86.40% <100.00%> (ø)
...a/com/microsoft/ml/spark/io/http/HTTPClients.scala	73.33% <0.00%> (-10.00%)	⬇️
...microsoft/ml/spark/cognitive/SpeechToTextSDK.scala	90.62% <0.00%> (+0.78%)	⬆️

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[imatiach-msft]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 1 pipeline(s).