[FEATURE] lightgbm R example

[hongooi73]

Hi @vapaunic @chenhuims,

I note that lightgbm is now on CRAN. Would you be interested in an R example using this? Probably a copy of the current Python OJ example, or maybe I can find a new use case.

[chenhuims]

@hongooi73 An R example using lightgbm from CRAN sounds a great idea. Please feel free to create a PR to add such example using either OJ data or any other license friendly dataset. Thanks!