[ci] Add dependabot configuration for updating git submodules

[borchero]

Implementation of this comment.

In contrast to CI updates, I refrained from grouping together updates of git submodules to isolate potential issues to individual dependencies. If this creates too many PRs, we can, of course, change this behavior at a later point.

[StrikerRUS]

I like this automatization! Thanks for working on it @borchero !

Also I'm totally agree with @jameslamb that we should have more granular control over updates compared to simple "update on every commit".

[jameslamb]

@borchero it's been a couple months since this PR was opened and @StrikerRUS and I left feedback... can you please either come back to work on this or let us know you aren't interested any more and close it?

[borchero]

Sorry I left this open for so long @jameslamb 😬 to the best of my knowledge, dependabot does, indeed, not support updating only to releases. I have not yet used renovate anywhere so I'd need to spend a little more time to investigate how to set this up. Regardless, I am closing this PR for now 😅

[jameslamb]

No problem, thanks for coming back to it! Happy to review another PR if you return to this in the future.

[github-actions[bot]]

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.