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[dask] allow parameter aliases for local_listen_port, num_threads, tree_learner (fixes #3671) (#3789)

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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