[CUDA] Add more CUDA Regression Metrics

[Xuweijia-buaa]

add regression metrics for cuda extension

[Xuweijia-buaa]

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[jameslamb]

Sorry for the failing R-package jobs... it's unlikely that they're related to this PR. I'm trying to fix them in #5925. Until then, you can ignore them.

[shiyu1994]

One last comment.

[shiyu1994]

@Xuweijia-buaa Thanks for the contribution.

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.