[python-package] migrate test_sklearn.py to pytest

[thomasjpfan]

Closes #3732

[jameslamb]

Thanks for all your help with these tests! I compared with https://www.textcompare.org/index.html?id=600e2bdfcc09e90017e5a111 and all the changes look good.

Can you please also remove import unittest on line 6?

[StrikerRUS]

Please make this assert more readable by splitting into two asserts.

Suggested change

	assert (assumed_iteration
	if eval_set_name != 'training' else gbm.n_estimators == gbm.best_iteration_)
	if eval_set_name != 'training':
	assert assumed_iteration == gbm.best_iteration_
	else:
	assert gbm.n_estimators == gbm.best_iteration_

[StrikerRUS]

Perfect!

[jameslamb]

Thanks so much for all the help with this issue! We hope you'll contribute more to LightGBM in the future.

[github-actions]

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