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Changed_only=True fails with kwargs parameters #17206

@NicolasHug

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@NicolasHug

I'm opening the issue just to have a reference

from sklearn import set_config
from lightgbm import LGBMClassifier
set_config(print_changed_only=True)
print(LGBMClassifier(metric='auc'))

will fail because metric is not part of the signature of init, it's part of a kwargs parameter.

Arguably, that's LightGBM not being super complient, but there's nothing in our docs explicitly preventing this.

Fixed by #17205

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