[backport] CI fixes (#6933)

* Relax shotgun test. (#6900)

It's non-deterministic algorithm, the test is flaky.

* Disable pylint error. (#6911)

* [CI] Skip external memory gtest on osx. (#6901)

* [CI] Fix custom metric test with empty dataset. (#6917)

* Reduce Travis environment setup time. (#6912)

* Remove unused r from travis.
* Don't update homebrew.
* Don't install indirect/unused dependencies like libgit2, wget, openssl.
* Move graphviz installation to conda.

* Relax shotgun test. (#6918)

* Relax test for decision stump in distributed environment. (#6919)

* Backport cupy fix.

tests/travis/run_test.sh

@@ -1,7 +1,5 @@
 #!/bin/bash
 
-make -f dmlc-core/scripts/packages.mk lz4
-
 source $HOME/miniconda/bin/activate
 
 if [ ${TASK} == "python_sdist_test" ]; then

tests/travis/setup.sh

@@ -1,5 +1,9 @@
 #!/bin/bash
 
+# https://travis-ci.community/t/macos-build-fails-because-of-homebrew-bundle-unknown-command/7296/27
+brew install cmake libomp lz4
+
+
 if [ ${TASK} == "python_test" ] || [ ${TASK} == "python_sdist_test" ]; then
     if [ ${TRAVIS_OS_NAME} == "osx" ]; then
         wget --no-verbose -O conda.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-MacOSX-x86_64.sh