Lightgbm: Add CODEOWNERS

[jameslamb]

I learned from @Paxanator and @mjermann over on fRanz that GitHub supports a notion of "default reviewers" similar to Bitbucket.

You just have to add a .github/CODEOWNERS, per instructions here. You can even put owners on particular file extensions or sub-directories, which I think aligns well with the way we've been handling it.

This might save us a few clicks and put into code what we've been managing by convention.

Thoughts?

[guolinke]

very cool! let us add it.