[CI] Migrate linters to GitHub Actions (#6035)

* [CI] Move lint to GitHub Actions

* [CI] Move Doxygen to GitHub Actions

* [CI] Move Sphinx build test to GitHub Actions

* [CI] Reduce workload for Windows R tests

* [CI] Move clang-tidy to Build stage

.github/workflows/main.yml

@@ -40,12 +40,92 @@ jobs:
         cd jvm-packages
         mvn test -pl :xgboost4j_2.12
 
+  lint:
+    runs-on: ubuntu-latest
+    name: Code linting for Python and C++
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.7'
+        architecture: 'x64'
+    - name: Install Python packages
+      run: |
+        python -m pip install wheel setuptools
+        python -m pip install pylint cpplint numpy scipy scikit-learn
+    - name: Run lint
+      run: |
+        make lint
+
+  doxygen:
+    runs-on: ubuntu-latest
+    name: Generate C/C++ API doc using Doxygen
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.7'
+        architecture: 'x64'
+    - name: Install system packages
+      run: |
+        sudo apt-get install -y --no-install-recommends doxygen graphviz ninja-build
+        python -m pip install wheel setuptools
+        python -m pip install awscli
+    - name: Run Doxygen
+      run: |
+        mkdir build
+        cd build
+        cmake .. -DBUILD_C_DOC=ON -GNinja
+        ninja -v doc_doxygen
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
+      id: extract_branch
+      if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
+    - name: Publish
+      run: |
+        cd build/
+        tar cvjf ${{ steps.extract_branch.outputs.branch }}.tar.bz2 doc_doxygen/
+        python -m awscli s3 cp ./${{ steps.extract_branch.outputs.branch }}.tar.bz2 s3://xgboost-docs/ --acl public-read
+      if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
+      env:
+        AWS_ACCESS_KEY_ID: ${{ secrets.AWS_ACCESS_KEY_ID_IAM_S3_UPLOADER }}
+        AWS_SECRET_ACCESS_KEY: ${{ secrets.AWS_SECRET_ACCESS_KEY_IAM_S3_UPLOADER }}
+
+  sphinx:
+    runs-on: ubuntu-latest
+    name: Build docs using Sphinx
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.7'
+        architecture: 'x64'
+    - name: Install system packages
+      run: |
+        sudo apt-get install -y --no-install-recommends graphviz
+        python -m pip install wheel setuptools
+        python -m pip install -r doc/requirements.txt
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
+      id: extract_branch
+      if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
+    - name: Run Sphinx
+      run: |
+        make -C doc html
+      env:
+        SPHINX_GIT_BRANCH: ${{ steps.extract_branch.outputs.branch }}
 
   lintr:
     runs-on: ${{ matrix.config.os }}
-
     name: Run R linters on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
-
     strategy:
       matrix:
         config:
@@ -83,23 +163,16 @@ jobs:
         R.exe CMD INSTALL .
         Rscript.exe tests/run_lint.R
 
-
   test-with-R:
     runs-on: ${{ matrix.config.os }}
-
     name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
-
     strategy:
       fail-fast: false
       matrix:
         config:
-          - {os: windows-latest, r: 'release', compiler: 'msvc', build: 'autotools'}
           - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'autotools'}
-          - {os: windows-latest, r: 'release', compiler: 'msvc', build: 'cmake'}
           - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'cmake'}
-          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
           - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
-          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'cmake'}
           - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'cmake'}
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
@@ -130,8 +203,8 @@ jobs:
 
     - uses: actions/setup-python@v2
       with:
-        python-version: '3.6' # Version range or exact version of a Python version to use, using SemVer's version range syntax
-        architecture: 'x64' # optional x64 or x86. Defaults to x64 if not specified
+        python-version: '3.7'
+        architecture: 'x64'
 
     - name: Test R
       run: |