[python-package] Allow to pass Arrow array as weights #6582

Job	Run time
Python - oldest supported versions (ubuntu-latest)	5m 29s
Python - oldest supported versions (ubuntu-latest)	5m 29s
regular (macOS-latest, Python 3.9)	19m 54s
regular (macOS-latest, Python 3.9)	19m 54s
sdist (macOS-latest, Python 3.10)	2m 17s
sdist (macOS-latest, Python 3.10)	17m 57s
bdist (macOS-latest, Python 3.7)	16m 47s
bdist (macOS-latest, Python 3.7)	16m 47s
if-else (macOS-latest, Python 3.9)	4m 26s
if-else (macOS-latest, Python 3.9)	4m 26s
mpi source (macOS-latest, Python 3.10)	18m 37s
mpi source (macOS-latest, Python 3.10)	18m 37s
mpi pip (macOS-latest, Python 3.11)	21m 19s
mpi pip (macOS-latest, Python 3.11)	21m 19s
mpi wheel (macOS-latest, Python 3.8)	16m 46s
mpi wheel (macOS-latest, Python 3.8)	16m 46s
all-python-package-jobs-successful	2s
all-python-package-jobs-successful	2s
	3h 46m 54s

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