[python][sklearn] Allow non-serializable objects in callbacks argument (#4723)
[python][sklearn] Allow non-serializable objects in callbacks argument (#4723)


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