[python-package] Allow to pass Arrow array as weights

[borchero]

Motivation

This is part of a series of PRs towards #6022 and depends on #6163.

For a legible diff, see borchero/LightGBM@arrow-support-labels...arrow-support-weights.

[borchero]

@jameslamb I think you might need to request reviewers manually since they were removed earlier 👀

[jameslamb]

Excellent work! Thanks so much for the thorough tests, for bringing in pyarrow.compute through the same way this project handles other conditional imports, and for switching over the tests to using that np_assert_array_equal() function.

I left some minor comments, but overall I'm very happy with this addition to the Python API. Like in the other PRs, I'd like @guolinke or @shiyu1994 to review as well, particularly the C/C++ changes.

Don't worry about this lint CI job complaining about the R package: https://github.com/microsoft/LightGBM/actions/runs/6791304427/job/18462554522?pr=6164

That's failing for reasons unrelated to this PR and I'll put up a PR soon to fix it.

[jameslamb]

Looks great to me, thanks for the changes!

Let's wait for one more approval on the C/C++ changes.

[guolinke]

LGTM

[jameslamb]

Thanks @borchero and to @guolinke for the review.

Please move on to the next PR.