[tests] replace pytest.parametrize (#4377)
[tests] replace pytest.parametrize (#4377)

* replace pytest.parametrize

* add informative message for assert
microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM,henry0312/LightGBM,microsoft/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,microsoft/LightGBM,henry0312/LightGBM