[docs] add a note about DART in early_stopping docstring

[jameslamb]

fixes #6244

Adds a note about DART boosting disabling early stopping in the callback.early_stopping() docstring, to make that a bit more visible (especially for people running Python with warnings filtered out).

Notes for Reviewers

I activated this branch on readthedocs so we can see how this renders.

build link: https://readthedocs.org/projects/lightgbm/builds/27344381/

[StrikerRUS]

Maybe add the same note in R docstrings for lightgbm(), lgb.cv() and lgb.train() functions?

LightGBM/R-package/R/lightgbm.R

Line 58 in 6b624fb

#' @section Early Stopping:

[jameslamb]

Sure, good idea! Just pushed 7dfadd1 doing that.

Here's how it renders locally for me in ?lightgbm::lgb.train.

[StrikerRUS]

LGTM! Thanks a lot for this clarification note!