Microsoft.ML.Tests crashing after `[LightGBM] [Warning] bad allocation`

## Build Information
Build: https://dev.azure.com/dnceng-public/cbb18261-c48f-4abb-8651-8cdcb5474649/_build/results?buildId=530980
Build error leg or test failing: Microsoft.ML.Tests.WorkItemExecution
Rolling build

## Error Message

Fill the error message using [step by step known issues guidance](https://github.com/dotnet/arcade/blob/main/Documentation/Projects/Build%20Analysis/KnownIssues.md#how-to-fill-out-a-known-issue-error-section).

```json
{
"ErrorMessage": "[LightGBM] [Warning] bad allocation",
"ErrorPattern": "",
"BuildRetry": false,
"ExcludeConsoleLog": false
}
```

Failing log:
[https://helixre107v0xdeko0k025g8.blob.core.windows.net/dotnet-machinelearning-refs-heads-main-ceec46ab558849c4a3/Microsoft.ML.Tests/1/console.b4e5afef.log?helixlogtype=result](https://helixre107v0xdeko0k025g8.blob.core.windows.net/dotnet-machinelearning-refs-heads-main-ceec46ab558849c4a3/Microsoft.ML.Tests/1/console.b4e5afef.log?helixlogtype=result)

Dump: https://helixre107v0xdeko0k025g8.blob.core.windows.net/dotnet-machinelearning-refs-heads-main-ceec46ab558849c4a3/Microsoft.ML.Tests/1/xunit.console.exe.5364.dmp?helixlogtype=result

Sample log spew before the crash:
```
Starting test: Microsoft.ML.Tests.OnnxConversionTest.NonDefaultColNamesBinaryClassificationOnnxConversionTest
[LightGBM] [Warning] bad allocation
[LightGBM] [Warning] bad allocation
...

C:\h\w\B7EB099A\w\9FF809A0\e>set _commandExitCode=-1073740940
```

Will have a look at the dump to see if there's more information about the test that was running when this happened.

### Known issue validation
**Build: :mag_right:** https://dev.azure.com/dnceng-public/public/_build/results?buildId=530980
**Error message validated:** `[LightGBM] [Warning] bad allocation`
**Result validation:** :white_check_mark: Known issue matched with the provided build.
**Validation performed at:** 1/18/2024 12:06:13 AM UTC

### Report
#### Summary
|24-Hour Hit Count|7-Day Hit Count|1-Month Count|
|---|---|---|
|0|0|0|