[jvm-packages] Set up dependabot (#8501)

.github/dependabot.yml

@@ -0,0 +1,16 @@
+# To get started with Dependabot version updates, you'll need to specify which
+# package ecosystems to update and where the package manifests are located.
+# Please see the documentation for all configuration options:
+# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
+
+version: 2
+updates:
+  - package-ecosystem: "maven" # See documentation for possible values
+    directory: "/jvm-packages" # Location of package manifests
+    schedule:
+      interval: "daily"
+    ignore:
+      - dependency-name: "spark-core_2.12"
+      - dependency-name: "spark-sql_2.12"
+      - dependency-name: "spark-mllib_2.12"
+      - dependency-name: "scala-compiler"