LightGBM

[dask] Support Dask dataframes with 'category' columns (fixes #3861) (#3908)

* add support for pandas categorical columns

* remove commented code

* quotes

* syntax error

* fix shape for ranker test

* Apply suggestions from code review

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

* Update tests/python_package_test/test_dask.py

* trying

* fix tests

* remove unnecessary debugging stuff

* skip accuracy checks on categorical

* use category columns as categorical features

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