Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

python-package/xgboost/__init__.py

@@ -5,6 +5,8 @@ Contributors: https://github.com/dmlc/xgboost/blob/master/CONTRIBUTORS.md
 """
 
 import os
+import sys
+import warnings
 
 from .core import DMatrix, Booster
 from .training import train, cv
@@ -19,6 +21,12 @@ try:
 except ImportError:
     pass
 
+if sys.version_info[:2] == (3, 5):
+    warnings.warn(
+        'Python 3.5 support is deprecated; XGBoost will require Python 3.6+ in the near future. ' +
+        'Consider upgrading to Python 3.6+.',
+        FutureWarning)
+
 VERSION_FILE = os.path.join(os.path.dirname(__file__), 'VERSION')
 with open(VERSION_FILE) as f:
     __version__ = f.read().strip()

python-package/xgboost/sklearn.py

@@ -434,8 +434,8 @@ class XGBModel(XGBModelBase):
                 self.classes_ = np.array(v)
                 continue
             if k == 'type' and type(self).__name__ != v:
-                msg = f'Current model type: {type(self).__name__}, ' + \
-                    f'type of model in file: {v}'
+                msg = 'Current model type: {}, '.format(type(self).__name__) + \
+                      'type of model in file: {}'.format(v)
                 raise TypeError(msg)
             if k == 'type':
                 continue