fix(lightgbm): ensuring c++ resources created in swig are released after training

[jpleitao]

Summary

This PR addresses a memory leak introduced in #147, by not ensuring the release of all allocated SWIG resources, in particular when training crashes (e.g., when an IllegalArgumentException is thrown due to negative sample weights provided). To ensure allocated resources are always released, a try-with-resources is used for the training logic, ensuring the call to .close() method for the two resources created - swigTrainData and swigTrainBooster -, regardless if the training is successful or not

[AlbertoEAF]

Great! Let's get this memleak fix merged in all pulses!

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 81.37%. Comparing base (fe58343) to head (dc8db8f).
⚠️ Report is 4 commits behind head on master.

Additional details and impacted files

@@             Coverage Diff              @@
##             master     #150      +/-   ##
============================================
+ Coverage     80.37%   81.37%   +1.00%     
- Complexity      469      519      +50     
============================================
  Files            48       52       +4     
  Lines          1620     1756     +136     
  Branches        157      177      +20     
============================================
+ Hits           1302     1429     +127     
- Misses          231      234       +3     
- Partials         87       93       +6     

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