[python] Make dummy classes constructible with any arguments (#4749)

* Make dummy classes constructible with any arguments

* Update compat.py

python-package/lightgbm/compat.py

@@ -14,11 +14,13 @@ except ImportError:
     class pd_Series:  # type: ignore
         """Dummy class for pandas.Series."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
     class pd_DataFrame:  # type: ignore
         """Dummy class for pandas.DataFrame."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
     concat = None
@@ -52,6 +54,7 @@ except ImportError:
     class dt_DataTable:  # type: ignore
         """Dummy class for datatable.DataTable."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
 
@@ -143,19 +146,23 @@ except ImportError:
     class Client:  # type: ignore
         """Dummy class for dask.distributed.Client."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
     class dask_Array:  # type: ignore
         """Dummy class for dask.array.Array."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
     class dask_DataFrame:  # type: ignore
         """Dummy class for dask.dataframe.DataFrame."""
 
+        def __init__(self, *args, **kwargs):
             pass
 
     class dask_Series:  # type: ignore
         """Dummy class for dask.dataframe.Series."""
 
+        def __init__(self, *args, **kwargs):
             pass