[python-package] fix mypy errors about custom eval functions in sklearn.py

[jameslamb]

Contributes to #3756
Contributes to #3867.

Fixes the following errors from mypy.

python-package/lightgbm/sklearn.py:203: error: Incompatible return value type (got "Union[Tuple[str, float, bool], List[Tuple[str, float, bool]]]", expected "Tuple[str, float, bool]")  [return-value]
python-package/lightgbm/sklearn.py:205: error: Incompatible return value type (got "Union[Tuple[str, float, bool], List[Tuple[str, float, bool]]]", expected "Tuple[str, float, bool]")  [return-value]
python-package/lightgbm/sklearn.py:207: error: Incompatible return value type (got "Union[Tuple[str, float, bool], List[Tuple[str, float, bool]]]", expected "Tuple[str, float, bool]")  [return-value]

In the scikit-learn interface, custom eval functions can return either a tuple of the form (eval_name, eval_result, is_higher_better) or a list of such tuples.

LightGBM/python-package/lightgbm/sklearn.py

Lines 150 to 156 in 29796ee

	func : callable
	Expects a callable with following signatures:
	``func(y_true, y_pred)``,
	``func(y_true, y_pred, weight)``
	or ``func(y_true, y_pred, weight, group)``
	and returns (eval_name, eval_result, is_higher_better) or
	list of (eval_name, eval_result, is_higher_better):

mypy is raising these complaints because that return type annotation on _EvalFunctionWrapper doesn't include that possibility of returning a list of eval results.

LightGBM/python-package/lightgbm/sklearn.py

Line 181 in 29796ee

def __call__(self, preds: np.ndarray, dataset: Dataset) -> Tuple[str, float, bool]:

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed.
To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues
including a reference to this.