[AIR][Docs] Clarify how LGBM/XGB trainers work

[Yard1]

Signed-off-by: Antoni Baum [email protected]

Why are these changes needed?

Users are sometimes confused by how XGBoost/LightGBM training on Ray works, and how much is changed/added by Ray. This docstring note clarifies this.

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• I've included any doc changes needed for https://docs.ray.io/en/master/.
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