Load LightGBM library.

def _load_lib():
    """Load LightGBM library."""
    lib_path = find_lib_path()
    if len(lib_path) == 0:
        return None
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib