drop deprecated TrainResult

[Borda]

What does this PR do?

removing deprecated class TrainResult, this shall be already removed in 1.0

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[gianscarpe]

lgtm, I did the same in test_cpu in my PR #4820

[Borda]

lgtm, I did the same in test_cpu in my PR #4820

nice, but yours is doing even more things, this is just removal, so no worries, we can lads both 🐰
btw, I see that yours is a destination for the master...

[Borda]

needed for #5005