test: Add some code coverage

[niehaus59]

Adding some tests to contribute to code coverage. Submitting for PR to see if the tests run ok in the pipeline.

[imatiach-msft]

/azp run

[azure-pipelines[bot]]

Azure Pipelines successfully started running 1 pipeline(s).

[niehaus59]

/azp run

[azure-pipelines[bot]]

Azure Pipelines successfully started running 1 pipeline(s).

[codecov-commenter]

Codecov Report

Merging #1392 (1acac3e) into master (52b440c) will decrease coverage by 0.79%. The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #1392      +/-   ##
==========================================
- Coverage   84.77%   83.97%   -0.80%     
==========================================
  Files         287      287              
  Lines       14250    14250              
  Branches      719      719              
==========================================
- Hits        12080    11967     -113     
- Misses       2170     2283     +113     

Impacted Files	Coverage Δ
.../azure/synapse/ml/lightgbm/LightGBMRegressor.scala	17.24% <0.00%> (-56.90%)	:arrow_down:
...oft/azure/synapse/ml/lightgbm/LightGBMRanker.scala	15.49% <0.00%> (-45.08%)	:arrow_down:
...ure/synapse/ml/lightgbm/dataset/DatasetUtils.scala	25.00% <0.00%> (-36.12%)	:arrow_down:
.../synapse/ml/lightgbm/dataset/LightGBMDataset.scala	47.56% <0.00%> (-15.86%)	:arrow_down:
...azure/synapse/ml/lightgbm/params/TrainParams.scala	84.37% <0.00%> (-15.63%)	:arrow_down:
...crosoft/azure/synapse/ml/io/http/HTTPClients.scala	58.33% <0.00%> (-15.01%)	:arrow_down:
...ure/synapse/ml/lightgbm/LightGBMModelMethods.scala	55.55% <0.00%> (-11.12%)	:arrow_down:
...rosoft/azure/synapse/ml/logging/BasicLogging.scala	93.33% <0.00%> (-6.67%)	:arrow_down:
...osoft/azure/synapse/ml/core/contracts/Params.scala	93.47% <0.00%> (-2.18%)	:arrow_down:
...osoft/azure/synapse/ml/lightgbm/LightGBMBase.scala	93.82% <0.00%> (-1.13%)	:arrow_down:
... and 2 more

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