Hide LightGBM warnings

[bchen1116]

fix #1330

[codecov]

Codecov Report

Merging #1342 into main will increase coverage by 0.01%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main    #1342      +/-   ##
==========================================
+ Coverage   99.95%   99.95%   +0.01%     
==========================================
  Files         213      213              
  Lines       13795    13814      +19     
==========================================
+ Hits        13788    13807      +19     
  Misses          7        7              

Impacted Files	Coverage Δ
...ents/estimators/classifiers/lightgbm_classifier.py	100.00% <100.00%> (ø)
...alml/tests/component_tests/test_lgbm_classifier.py	100.00% <100.00%> (ø)

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[freddyaboulton]

@bchen1116 Looks great ! I left a couple of questions.

[dsherry]

@bchen1116 great! Two considerations:

1. Can we add unit test coverage which expects that there's no warning raised? For reference I think we do this in a few places in our tests, including in the elasticnet classifier tests

2. Were we seeing this warning in any usage of our lightgbm estimator? Or was it just for specific components? If its the latter, it would be great to have unit test coverage with a set of parameters which previously resulted in a warning.

I also left a comment on the impl