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* [python] allow to register any custom logger

* allow customizable logging method name; add unit test

* [python] allow to register any custom logger

* allow customizable logging method name; add unit test

* update tests

* fix lint error

* remove unused method

* fix docstring style
Co-authored-by: gongxudong <gongxudong@kuaishou.com>

* clarify no-meaningful-features warning in Dataset construction (fixes #5081)

* update tests

* Update __init__.py

* Update Python-API.rst

* Update engine.py

* Update test_utilities.py

* Update sklearn.py

* Update callback.py

* Update callback.py

* Update callback.py

* deprecate advanced args of `train()` and `cv()`

* update Dask test

* improve deducing

* address review comments

* Update test_utilities.py

* Update cuda.yml

* Update test_utilities.py

* Update cuda_tree_learner.cpp

* Update cuda.yml

* centralize Python-package logging in one place

* continue

* fix test name

* removed unused import

* enhance test

* fix lint

* hotfix test

* workaround for GPU test

* remove custom logger from Dask-package

* replace one log func with flags by multiple funcs