WIP: [python-package] remove unnecessary layer of try-catching in conditional imports

[jameslamb]

Optional dependencies in this project are handled via a pattern like this in compat.py:

try:
    from sklearn.preprocessing import LabelEncoder
    # ... many more ...
    SKLEARN_INSTALLED = True
except ImportError:
    LabelEncoder = None
    SKLEARN_INSTALLED = False

That ensures that importing from lightgbm and lightgbm.sklearn still works even in environments where scikit-learn is not installed.

Given this protection, this additional layer of try-catching in the top-level __init__.py is unnecessary:

LightGBM/python-package/lightgbm/__init__.py

Lines 15 to 19 in 53e0ddf

	try:
	from .sklearn import LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor
	except ImportError:
	pass
	try:

This proposes removing it, for the following reasons:

• simplifies the code
• makes debugging other import issues easier (see "Notes for Reviewers")
• maybe speeds up imports a tiny bit? (I'm not sure)

Notes for Reviewers

The try-catches removed in this PR have been in lightgbm for 8+ years, since #97

How I tested this

Installed the library.

cmake -B build -S .
cmake --build build --target _lightgbm -j4
sh build-python.sh install --precompile

Tried importing uninstalling scikit-learn and them importing LGBMClassifier.

pip uninstall --yes scikit-learn scipy
python -c "from lightgbm import LGBMClassifier"

[jameslamb]

After thinking about it a bit, I decided against this... I think it's useful to have e.g. train(), Booster(), cv(), etc. still be importable even if some import error does slip into sklearn.py, like if for some reason inspect.signature was removed from the standard lib:

LightGBM/python-package/lightgbm/sklearn.py

Line 5 in 53e0ddf

from inspect import signature

Sorry for the noise.