[python-package] avoid overwriting dependencies via 'build-python.sh install'

[jameslamb]

Building a Python wheel + installing it like this:

sh build-python.sh bdist_wheel install

Will also overwrite numpy and scipy in the installation environment. When working in a conda environment, that'll also replace conda's numpy / scipy with a wheel from PyPI... which can sometimes lead to undesirable consequences like failed imports.

This could be avoided by just building a wheel yourself and then installing it + telling pip not to overwrite any dependencies, like this:

sh build-python.sh bdist_wheel
pip install --no-deps dist/*.whl

This PR proposes just making that the default behavior, to make local development a bit easier.

It also proposes remove the pip uninstall lightgbm in that script with passing --ignore-installed to pip install... that way the locally-built version overwrites the already-installed one every time, without generating a log message like "WARNING: Skipping lightgbm as it is not installed."

[StrikerRUS]

LGTM!

[github-actions]

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