Implement regression

[mlemainque]

This PR includes:

• A class LGBMRegressor
• New unit tests and system tests
• Avoid new sparse release because of broken unit tests (Disallow np.array(COO) pydata/sparse#218)

[mlemainque]

Do you have an idea how we could solve the LGBM port binding and socket transient errors?

[LightGBM] [Fatal] Socket recv error, code: 104

[LightGBM] [Fatal] Binding port XXXXX failed

They are quite frequent despite the use of different port for each tests
I almost never had this kind of error in real applications with large resources

Whatever you can re-trigger the tests and eventually they will succeed

[SfinxCZ]

@mlemainque I've tried to investigate these errors few weeks back and the result is that there is some problem with closing the communication in the LightGBM C++ code. Unfortunately, I was not able to precisely locate where is the problem. You may try to create issue for LightGBM directly.

One solution (or more like hack) on our side is to wait for few seconds/minutes until the socket is timeouted and returned to OS or use different ports for every test (that is what I've used) or run every single test in separate docker container (ugh) since separate processes wont work.