Support LightGBM for multiple class classification

[ericwang915]

Currently, LGB in mmlspark only supports binary classification. When will you consider supporting the multiple class classification?

[ericwang915]

I saw you marked it as TODO in

https://github.com/Azure/mmlspark/blob/master/src/lightgbm/src/test/scala/VerifyLightGBMClassifier.scala

I hope this part will be updated soon.

[ekerazha]

Is this planned for version 0.15? This is an important feature that "plain" LightGBM supports, but we can't use it in mmlspark

[imatiach-msft]

closing this issue as fix has been merged as part of #461
FYI @ekerazha @ericwang915