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[python-packages] [docs] add type hints and define 'array-like' for X, y, group in scikit-learn interface (#5757)

* [python-package] fix mypy errors about scikit-learn properties

* Update python-package/lightgbm/sklearn.py

* add cuda quantile regression objective

* remove white space

* resolve merge conflicts

* remove useless changes

* remove useless changes

* enable cuda quantile regression objective

* add a test case for quantile regression objective

* remove useless changes

* remove useless changes

* reduce DP_SHARED_HIST_SIZE to 5176 for CUDA 10

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Co-authored-by: James Lamb <jaylamb20@gmail.com>

Co-authored-by: James Lamb <jaylamb20@gmail.com>

Fix for DEBUG mode

This commit fixes issue #5777

[python-package] add type hints on feature_name and categorical_feature in sklearn interface (#5747)