[ci] prevent categorical.model and model.txt files being left behind after testing

[neNasko1]

Contributes to #6361.

This PR prevents categorical.model and model.txt being left after executing pytest by using the tmp_path fixture, as suggested in the linked issue.

[neNasko1]

@jameslamb this a fix of the issue you linked as a good-first-issue in #6586

[jameslamb]

Thanks! This looks great.

I've merged latest master into this, to be sure it's being tested against the latest code.

Looks like master on your fork (link) is about 2 weeks behind this repo:

In the future, please update master on your clone of the repo before cutting a new pull request branch.

[neNasko1]

Thanks! This looks great.
I've merged latest master into this, to be sure it's being tested against the latest code.

Thanks for the time taken!

An R test is failing with a what seems to me connectivity error. Is that the case?:

Downloading https://github.com/microsoft/LightGBM/releases/download/v2.0.12/rtools43-5550-5548.exe
Invoke-WebRequest: D:\a\LightGBM\LightGBM\.ci\test-r-package-windows.ps1:12
Line |
  12 |      Invoke-WebRequest -Uri $url -OutFile $destfile
     |      ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
     | One or more errors occurred. (The response ended prematurely. (ResponseEnded))
Error: Process completed with exit code 1.

[jameslamb]

Yeah I think you're right that that's a temporary networking-related issue. I just manually re-triggered it.

[jameslamb]

Thanks for the help!