Fix Python Dockerfile (#5984)

docker/dockerfile-python

@@ -26,6 +26,7 @@ RUN apt-get update && \
     # lightgbm
     conda install -q -y numpy scipy scikit-learn pandas && \
     git clone --recursive --branch stable --depth 1 https://github.com/Microsoft/LightGBM && \
+    cd ./LightGBM && \
     sh ./build-python.sh install && \
     # clean
     apt-get autoremove -y && apt-get clean && \