LightGBM

[tests][python] reduce unnecessary data loading in tests (#3486)

* [ci] [python] reduce unnecessary data loading in tests

* add profiling files to gitignore

* just use cache()

* default on cache size

* patch lru_cache on Python 2.7

* linting

* reduce duplicated code

* missing warnings

* fix imports

* fix lru_cache backport

* missing kwargs

* Apply suggestions from code review

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* reduce duplicated code

* cache in test_plotting

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>