[CI] Refactor Jenkins CI pipeline + migrate all Linux tests to Jenkins (#4401)

* All Linux tests are now in Jenkins CI
* Tests are now de-coupled from builds. We can now build XGBoost with one version of CUDA/JDK and test it with another version of CUDA/JDK
* Builds (compilation) are significantly faster because 1) They use C5 instances with faster CPU cores; and 2) build environment setup is cached using Docker containers

jvm-packages/xgboost4j-tester/src/main/java/ml/dmlc/xgboost4j/tester/App.java

@@ -0,0 +1,26 @@
+package ml.dmlc.xgboost4j.tester;
+
+import ml.dmlc.xgboost4j.java.example.*;
+
+import java.io.IOException;
+import ml.dmlc.xgboost4j.java.XGBoostError;
+
+public class App {
+  public static void main(String[] args) throws IOException, XGBoostError {
+    String[] args2 = new String[0];
+    System.out.println("BoostFromPrediction");
+    BoostFromPrediction.main(args2);
+    System.out.println("CrossValidation");
+    CrossValidation.main(args2);
+    System.out.println("CustomObjective");
+    CustomObjective.main(args2);
+    System.out.println("ExternalMemory");
+    ExternalMemory.main(args2);
+    System.out.println("GeneralizedLinearModel");
+    GeneralizedLinearModel.main(args2);
+    System.out.println("PredictFirstNtree");
+    PredictFirstNtree.main(args2);
+    System.out.println("PredictLeafIndices");
+    PredictLeafIndices.main(args2);
+  }
+}

jvm-packages/xgboost4j-tester/src/test/java/ml/dmlc/xgboost4j/tester/AppTest.java

@@ -0,0 +1,20 @@
+package ml.dmlc.xgboost4j.tester;
+
+import static org.junit.Assert.assertTrue;
+
+import org.junit.Test;
+
+/**
+ * Unit test for simple App.
+ */
+public class AppTest 
+{
+    /**
+     * Rigorous Test :-)
+     */
+    @Test
+    public void shouldAnswerWithTrue()
+    {
+        assertTrue( true );
+    }
+}