Update Python requirement to >=3.8. (#8071)

Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests

tests/ci_build/Dockerfile.cpu

@@ -15,8 +15,8 @@ RUN \
     wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
     bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Python
-    wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
-    bash Miniconda3.sh -b -p /opt/python
+    wget https://github.com/conda-forge/miniforge/releases/latest/download/Mambaforge-Linux-x86_64.sh && \
+    bash Mambaforge-Linux-x86_64.sh -b -p /opt/python
 
 ENV PATH=/opt/python/bin:$PATH
 ENV CC=gcc-8
@@ -28,7 +28,7 @@ ENV JAVA_HOME /usr/lib/jvm/java-8-openjdk-amd64/
 
 # Create new Conda environment
 COPY conda_env/cpu_test.yml /scripts/
-RUN conda env create -n cpu_test --file=/scripts/cpu_test.yml
+RUN mamba env create -n cpu_test --file=/scripts/cpu_test.yml
 
 # Install lightweight sudo (not bound to TTY)
 RUN set -ex; \