[CI] Update lint configuration to support latest pylint convention (#4971)

* Update lint configuration

* Use gcc 8 consistently in build instruction

python-package/xgboost/core.py

@@ -984,7 +984,7 @@ class DMatrix(object):
             # validate feature name
             try:
                 if not isinstance(feature_names, str):
-                    feature_names = [n for n in iter(feature_names)]
+                    feature_names = list(feature_names)
                 else:
                     feature_names = [feature_names]
             except TypeError:
@@ -1028,7 +1028,7 @@ class DMatrix(object):
 
             try:
                 if not isinstance(feature_types, str):
-                    feature_types = [n for n in iter(feature_types)]
+                    feature_types = list(feature_types)
                 else:
                     feature_types = [feature_types]
             except TypeError:

python-package/xgboost/tracker.py

@@ -153,8 +153,7 @@ class RabitTracker(object):
             except socket.error as e:
                 if e.errno in [98, 48]:
                     continue
-                else:
-                    raise
+                raise
         sock.listen(256)
         self.sock = sock
         self.hostIP = hostIP