Include apt installation of libgomp1 for docker iamges with lightgbm

[AlexejPenner]

Describe changes

I added libgomp1 as apt requirement for lightgbm.

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[AlexejPenner]

Will test this locally before merging

[AlexejPenner]

@schustmi as we tested this @wjayesh realized that the apt requirements for non-stack-component-integrations never get installed. This has been adressed now as well.