feat: refactoring of lightgbm code in preparation for single dataset mode

[imatiach-msft]

sending this PR in preparation for #1066 to reduce the amount of code in other PR. This PR just contains some code refactoring, no changes to functionality.

[imatiach-msft]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 1 pipeline(s).

[codecov]

Codecov Report

Merging #1088 (a88ed84) into master (e7d4eca) will increase coverage by 0.07%.
The diff coverage is 94.52%.

@@            Coverage Diff             @@
##           master    #1088      +/-   ##
==========================================
+ Coverage   84.87%   84.95%   +0.07%     
==========================================
  Files         206      206              
  Lines        9726     9776      +50     
  Branches      552      566      +14     
==========================================
+ Hits         8255     8305      +50     
  Misses       1471     1471              

Impacted Files	Coverage Δ
...om/microsoft/ml/spark/io/http/SharedVariable.scala	66.66% <ø> (ø)
...om/microsoft/ml/spark/lightgbm/LightGBMUtils.scala	92.79% <85.18%> (+3.20%)	⬆️
...icrosoft/ml/spark/lightgbm/LightGBMConstants.scala	100.00% <100.00%> (ø)
...a/com/microsoft/ml/spark/lightgbm/TrainUtils.scala	87.53% <100.00%> (+0.03%)	⬆️
...ft/ml/spark/lightgbm/booster/LightGBMBooster.scala	89.70% <100.00%> (+1.84%)	⬆️
...a/com/microsoft/ml/spark/io/http/HTTPClients.scala	73.33% <0.00%> (-3.34%)	⬇️

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