LightGBM - GBDT model earlystop bug fix

[aaronrockmenezes]

Description

Fix for #3559

Added callbacks for early stopping for newer versions of LightGBM and XGBoost.

Type of change

Please check the option that is related to your PR.

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • In this case, we recommend to discuss your modification on GitHub issues before creating the PR
• Documentations (modification for documents)

Checklist

• My code follows the style guidelines of this project
  • Run yapf -i <modified file> and check no errors (yapf version must be 0.32.0)
  • Run mypy -p deepchem and check no errors
  • Run flake8 <modified file> --count and check no errors
  • Run python -m doctest <modified file> and check no errors
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• I have added tests that prove my fix is effective or that my feature works
• New unit tests pass locally with my changes
• I have checked my code and corrected any misspellings

[rbharath]

@aaronrockmenezes Excited to see this! A quick reminder to make sure to add some additional unit tests to check this new functionality

[aaronrockmenezes]

@rbharath I had a doubt. The original code used early stopping by default. Wouldn't it be better if we kept it as an option? It would make the code a little longer, but seems fair.
Also, could you please help me out with what unit tests I should include? (I haven't ever done unit testing :/ )

[aaronrockmenezes]

@rbharath Added test to keep early stopping greater than 1.
I thought of adding a test to check if early stopping is triggered but can't do that as it need not always trigger within the given number of estimators/epochs.
In any case, if we think a test a necessary, I have code to check if the best iteration comes before the total number of iterations.

[rbharath]

Let's add a unit test for callbacks

[aaronrockmenezes]

Yes, I'll do that

[rbharath]

A few changes needed:

• Fix mypy issues
• Add explicit unit tests
• Remove assert statements and instead raise exceptions instead

[rbharath]

Good to merge in once CI is clear

[rbharath]

LGTM