[train] Simplify ray.train.xgboost/lightgbm (5/n): Remove xgboost_ray and lightgbm_ray dependencies (for release tests)

[justinvyu]

Why are these changes needed?

This PR removes release tests for the external xgboost_ray and lightgbm_ray packages that are no longer used by the new implementation of XGBoostTrainer and LightGBMTrainer. See #42767 and #43244 for more details on the new implementations.

air_benchmark_xgboost_cpu_10 is the only release test that actually tests XGBoostTrainer, which has been kept around. TODO: A follow-up PR will add 2 more release tests (for each framework) to add back test coverage: a training and a tuning release test that uses XGBoostTrainer/LightGBMTrainer in a multi-node cluster.

Related issue number

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[can-anyscale]

There are some lint errors but otherwise exciting! Let's run some release tests to validate. Thankks.

[aslonnie]

for @can-anyscale to review

[can-anyscale]

failing lint; do you want to run some release tests to validate the changes as well, thankks

[can-anyscale]

[justinvyu]

cc @woshiyyya @matthewdeng I am removing these for now because they're just testing xgboost_ray/lightgbm_ray but will add back 2 release tests in the next PR.

[justinvyu]

The remaining XGBoostTrainer release test passed here without installing xgboost_ray!

https://buildkite.com/ray-project/release/builds/9540#018dec19-aae3-4d0b-9368-0504d37b7d72