[CI] Migrate CI pipelines from Jenkins to BuildKite (#8142)

* [CI] Migrate CI pipelines from Jenkins to BuildKite

* Require manual approval

* Less verbose output when pulling Docker

* Remove us-east-2 from metadata.py

* Add documentation

* Add missing underscore

* Add missing punctuation

* More specific instruction

* Better paragraph structure

tests/buildkite/build-cuda-with-rmm.sh

@@ -0,0 +1,26 @@
+#!/bin/bash
+
+set -euo pipefail
+
+CUDA_VERSION=11.0.3
+
+source tests/buildkite/conftest.sh
+
+echo "--- Build with CUDA ${CUDA_VERSION}, RMM enabled"
+
+if [[ ($is_pull_request == 1) || ($is_release_branch == 0) ]]
+then
+  arch_flag="-DGPU_COMPUTE_VER=75"
+else
+  arch_flag=""
+fi
+
+command_wrapper="tests/ci_build/ci_build.sh rmm docker --build-arg "`
+                `"CUDA_VERSION_ARG=$CUDA_VERSION"
+
+echo "--- Build libxgboost from the source"
+$command_wrapper tests/ci_build/build_via_cmake.sh --conda-env=gpu_test -DUSE_CUDA=ON \
+  -DUSE_NCCL=ON -DPLUGIN_RMM=ON -DBUILD_WITH_CUDA_CUB=ON ${arch_flag}
+
+echo "-- Stash C++ test executable (testxgboost)"
+buildkite-agent artifact upload build/testxgboost