[ci] [dask] test lightgbm.dask on macOS (#6677)

* [ci] [Dask] enable Dask tests on macOS

* fix windows condition

* fix merge conflicts

.vsts-ci.yml

@@ -254,6 +254,9 @@ jobs:
       - script: |
           git clean -d -f -x
         displayName: 'Clean source directory'
+      # LGBM_SKIP_DASK_TESTS=true is set below only because running the tests under emulation is so slow...
+      # in theory, 'lightgbm.dask' should work without issue on aarch64 Linux systems.
+      # That could probably be removed as part of https://github.com/microsoft/LightGBM/issues/6788
       - script: |
           cat > docker-script.sh <<EOF
           export CONDA=\$HOME/miniforge
@@ -273,6 +276,7 @@ jobs:
             --env BUILD_ARTIFACTSTAGINGDIRECTORY=$BUILD_ARTIFACTSTAGINGDIRECTORY \
             --env BUILD_DIRECTORY=$BUILD_DIRECTORY \
             --env COMPILER=$COMPILER \
+            --env LGBM_SKIP_DASK_TESTS=true \
             --env METHOD=$METHOD \
             --env OS_NAME=linux \
             --env PRODUCES_ARTIFACTS=$PRODUCES_ARTIFACTS \

docs/Parallel-Learning-Guide.rst

@@ -64,7 +64,7 @@ LightGBM's Python-package supports distributed learning via `Dask`_. This integr
 
 .. warning::
 
-    Dask integration is only tested on Linux.
+    Dask integration is only tested on macOS and Linux.
 
 Dask Examples
 '''''''''''''

tests/python_package_test/test_dask.py

@@ -5,7 +5,6 @@
 import socket
 from itertools import groupby
 from os import getenv
-from platform import machine
 from sys import platform
 from urllib.parse import urlparse
 
@@ -16,10 +15,8 @@
 
 from .utils import sklearn_multiclass_custom_objective
 
-if not platform.startswith("linux"):
-    pytest.skip("lightgbm.dask is currently supported in Linux environments", allow_module_level=True)
-if machine() != "x86_64":
-    pytest.skip("lightgbm.dask tests are currently skipped on some architectures like arm64", allow_module_level=True)
+if platform in {"cygwin", "win32"}:
+    pytest.skip("lightgbm.dask is not currently supported on Windows", allow_module_level=True)
 if not lgb.compat.DASK_INSTALLED:
     pytest.skip("Dask is not installed", allow_module_level=True)
 
@@ -58,6 +55,10 @@
     pytest.mark.skipif(getenv("TASK", "") == "mpi", reason="Fails to run with MPI interface"),
     pytest.mark.skipif(getenv("TASK", "") == "gpu", reason="Fails to run with GPU interface"),
     pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Fails to run with CUDA interface"),
+    pytest.mark.skipif(
+        getenv("LGBM_SKIP_DASK_TESTS", "") == "true",
+        reason="Skipping lightgbm.dask tests (found env variable LGBM_SKIP_DASK_TESTS=true)",
+    ),
 ]