add profiling

[jameslamb]

Would be cool to add steps here making it easy to profile the memory usage of the lightgbm Python package.

Some options:

• cProfile / profile (https://docs.python.org/3/library/profile.html)
• memray (https://github.com/bloomberg/memray)
• memory_profiler (https://github.com/pythonprofilers/memory_profiler)
• snakeviz (https://jiffyclub.github.io/snakeviz/)
  • see [ci] [python] reduce unnecessary data loading in tests microsoft/LightGBM#3486 for example

It could be interesting to profile both the unit tests and more expensive training scripts.

References

https://anticdent.org/profiling-placement-in-docker.html

[jameslamb]

Closing this. I ran all the profiling examples in the README tonight and they still work great!