[python-package] verbosity doesn't work when using customized objective

[richardxing]

Description

setting verbosity = 1 doesn't suppress this warning.
[LightGBM] [Warning] No further splits with positive gain, best gain: -inf

If I switch to 'regression' as objective, this issue doesn't exist. So it means that there is some bug with the verbosity behavior.

Reproducible example

Environment info

LightGBM version or commit hash: 4.4.0

Command(s) you used to install LightGBM

pip install lightgbm=4.4

Additional Comments

[jameslamb]

Thanks for using LightGBM.

This has already been reported in #6014 and fixed in #6428.

That fix is in v4.5.0 (https://github.com/microsoft/LightGBM/releases/tag/v4.5.0).

Update to lightgbm>=4.5.0 to pull in that fix.

[richardxing]

Thanks a lot!

[github-actions]

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