docs: update LightGBM links

[jameslamb]

Related Issues/PRs

lightgbm-org/LightGBM#7187

What changes are proposed in this pull request?

LightGBM has moved out of Microsoft/ to its own organization. This updates links in this project to reflect that.

I've intentionally avoided the files in website/versioned_docs/ (I assume you don't want retroactive updates to those). Please let me know if you'd like them updated too. GitHub will automatically redirect all links, this change is just to help avoid those redirects and to spread awareness of LightGBM's new home.

Thanks for helping people use LightGBM!

How is this patch tested?

N/A

Does this PR change any dependencies?

• No.

Does this PR add a new feature? If so, have you added samples on website?

• No.

[github-actions]

Hey @jameslamb 👋!
Thank you so much for contributing to our repository 🙌.
Someone from SynapseML Team will be reviewing this pull request soon.

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