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Add py.typed file and fix mypy, improve pre-commit configuration #429

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Job	Run time
pre-commit checks	21s
Unit tests - skl11	30s
Unit tests - skl12	33s
Unit tests - skl13	28s
Unit tests - skl14	28s
Unit tests - lgbm32	29s
Unit tests - lgbm33	28s
Unit tests - lgbm40	27s
Unit tests - lgbm41	28s
Unit tests - lgbm42	30s
Unit tests - lgbm43	33s
Unit tests - py38	33s
Unit tests - py39	34s
Unit tests - py310	29s
Unit tests - py311	32s
Unit tests - py312	33s
	7m 56s