[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/test-python-gpu.sh

@@ -0,0 +1,46 @@
+#!/bin/bash
+
+set -euo pipefail
+
+CUDA_VERSION=11.0.3
+
+if [ "$#" -lt 1 ]
+then
+  suite=''
+  args=''
+else
+  suite=$1
+  shift 1
+  args="$@"
+fi
+
+source tests/buildkite/conftest.sh
+
+echo "--- Fetch build artifacts"
+buildkite-agent artifact download "python-package/dist/*.whl" . --step build-cuda
+buildkite-agent artifact download "build/testxgboost" . --step build-cuda
+chmod +x build/testxgboost
+
+# Allocate extra space in /dev/shm to enable NCCL
+export CI_DOCKER_EXTRA_PARAMS_INIT='--shm-size=4g'
+
+command_wrapper="tests/ci_build/ci_build.sh gpu nvidia-docker --build-arg "`
+                `"CUDA_VERSION_ARG=$CUDA_VERSION"
+
+# Run specified test suite
+case "$suite" in
+  gpu)
+    echo "--- Test XGBoost Python package, single GPU"
+    $command_wrapper tests/ci_build/test_python.sh $suite
+    ;;
+
+  mgpu)
+    echo "--- Test XGBoost Python package, 4 GPUs"
+    $command_wrapper tests/ci_build/test_python.sh $suite
+    ;;
+
+  *)
+    echo "Usage: $0 {gpu|mgpu} [extra args to pass to pytest]"
+    exit 1
+    ;;
+esac