[python] allow to pass some params as pathlib.Path objects

[StrikerRUS]

Allow to pass filenames as libpath.Path objects. Now path-like objects can be used in both named arguments and params dictionary (kwargs).

Contributes to #4416.

[jameslamb]

If you are ok with supporting this expansion of the API and think the usability is worth the added maintenance burden, it's fine with me.

I left one very small suggestion about formatting but I'm approving because I'm ok with this being merged whether or not you agree with that suggestion.

[StrikerRUS]

If you are ok with supporting this expansion of the API and think the usability is worth the added maintenance burden, it's fine with me.

I don't think it actually costs a lot us to support pathlib.Path as a valid type of parameter. All we need to do, is just add str() calls in some places.

What is important, it helps users easier switch between XGBoost and LightGBM because XGBoost has been supporting path-like params for some time.
https://github.com/dmlc/xgboost/blob/f937f514aafdc05515355e35158532d7e593ae74/python-package/xgboost/core.py#L713

[github-actions]

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