samples about conversion to ONNX

[sonichi]

trafficstars

In principle it seems getting the parameters from FLAML to C# LightGBM seems to work, but I dont have any metrics yet. The names of parameters are slightly different but documentation is adequate to match them. Microsoft.ML seems to have version 2.3.1 of LightGBM.

Another approach that might be useful, especially for anyone working with .NET, would be having some samples about conversion to ONNX. Maybe even some additional tooling.

Originally posted by @torronen in https://github.com/microsoft/FLAML/discussions/409#discussioncomment-2043275

[ogencoglu]

+1 for ONNX export samples