[python-package] fix mypy errors in `compat.py` and `setup.py` (#4836)

python-package/lightgbm/compat.py

@@ -27,7 +27,7 @@ except ImportError:
         def __init__(self, *args, **kwargs):
             pass
 
-    class pd_CategoricalDtype:
+    class pd_CategoricalDtype:  # type: ignore
         """Dummy class for pandas.CategoricalDtype."""
 
         def __init__(self, *args, **kwargs):

python-package/setup.py

@@ -40,7 +40,7 @@ def find_lib() -> List[str]:
     libpath = {'__file__': libpath_py}
     exec(compile(libpath_py.read_bytes(), libpath_py, 'exec'), libpath, libpath)
 
-    LIB_PATH = libpath['find_lib_path']()
+    LIB_PATH = libpath['find_lib_path']()  # type: ignore
     logger.info(f"Installing lib_lightgbm from: {LIB_PATH}")
     return LIB_PATH