LightGBM

[python-package] Add type hints to the callback file (#4093)

* added type hints; implemented one workaround

* resolving some linting errors

* Added doc strings

* fixed more linting errors

* Made documentation more imperative.

* removed one type hint

* more specific type hinting

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* added import

* Apply suggestions from code review

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* made a class and function private

* Apply suggestions from code review

Make the documentation clearer.

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* linting error fix

* more linting errors

* removing the decorator

* ignore mypy function attribute errors

* fix lints

Co-authored-by: James Lamb <jaylamb20@gmail.com>