[docs] add Ray Train API (#7020)

* [docs] update Ray section

* [docs] add Ray to external repositories

* [docs] simplify Ray note

README.md

@@ -103,6 +103,8 @@ Kubeflow Operator (LightGBM on Kubernetes): https://github.com/kubeflow/xgboost-
 
 lightgbm_ray (LightGBM on Ray): https://github.com/ray-project/lightgbm_ray
 
+Ray (distributed computing framework): https://github.com/ray-project/ray
+
 Mars (LightGBM on Mars): https://github.com/mars-project/mars
 
 ML.NET (.NET/C#-package): https://github.com/dotnet/machinelearning

docs/Parallel-Learning-Guide.rst

@@ -489,13 +489,15 @@ Example
 Ray
 ^^^
 
-`Ray`_ is a Python-based framework for distributed computing. The `lightgbm_ray`_ project, maintained within the official Ray GitHub organization, can be used to perform distributed LightGBM training using ``ray``.
+`Ray`_ is a Python-based framework for distributed computing. Ray provides LightGBM support through the Ray Train API with ``LightGBMTrainer`` and the `lightgbm_ray`_ project maintained within the official Ray GitHub organization.
 
-See `the lightgbm_ray documentation`_ for usage examples.
+For the Ray Train API, see `the Ray documentation`_ for usage examples.
+
+For the lightgbm_ray project, see `the lightgbm_ray documentation`_ for usage examples.
 
 .. note::
 
-  ``lightgbm_ray`` is not maintained by LightGBM's maintainers. Bug reports or feature requests should be directed to https://github.com/ray-project/lightgbm_ray/issues.
+  ``lightgbm_ray`` and ``ray`` are not maintained by LightGBM's maintainers. Bug reports or feature requests should be directed to https://github.com/ray-project/lightgbm_ray/issues and https://github.com/ray-project/ray/issues respectively.
 
 Mars
 ^^^^
@@ -540,6 +542,8 @@ See `the mars documentation`_ for usage examples.
 
 .. _the lightgbm_ray documentation: https://docs.ray.io/en/latest/tune/api_docs/integration.html#lightgbm-tune-integration-lightgbm
 
+.. _the Ray documentation: https://docs.ray.io/en/latest/train/api/api.html#lightgbm
+
 .. _Mars: https://mars-project.readthedocs.io/en/latest/
 
 .. _the mars documentation: https://mars-project.readthedocs.io/en/latest/user_guide/learn/lightgbm.html