I have the latest version of
It might be possible, that
pip install LightGBM isn't using any exe at all (looks like the official python-wrapper; probably more low-level wrapping and not calling-exe based). This is also indicated by this comment:
The official LightGBM package is faster as it can train from data that are in memory (no need to dump the data to disk before training on it, which I currently do for this package).
(Warning: it seems it's marked as pre-release and there are no binaries for other releases; e.g. stable)
(I hope it's going to work, as in these very active ML-times: 1 year without an update sometimes already feels deprecated; but maybe there is just no reason)