set num_threads of share_state (fix #3151) (#3238)
set num_threads of share_state (fix #3151) (#3238)

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henry0312/LightGBM,henry0312/LightGBM,henry0312/LightGBM,microsoft/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,microsoft/LightGBM,henry0312/LightGBM,microsoft/LightGBM