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[dask] remove testing dependency on dask-ml #3796

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Summary

See #3708 (comment). LightGBM's tests currently rely on installing dask-ml, but only for a few lightweight metrics functions.

dask-ml should be factored out of the tests and CI scripts.

Motivation

This would reduce the risk of dependency conflicts in CI setup and speed up builds a bit.

References

@ffineis originally did this in #3708 (comment), but I asked him to pull it out into a separate future PR.

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