[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

tests/ci_build/Dockerfile.cpu

@@ -0,0 +1,38 @@
+FROM ubuntu:18.04
+
+# Environment
+ENV DEBIAN_FRONTEND noninteractive
+
+# Install all basic requirements
+RUN \
+    apt-get update && \
+    apt-get install -y tar unzip wget git build-essential doxygen graphviz llvm libasan2 && \
+    # CMake
+    wget -nv -nc https://cmake.org/files/v3.12/cmake-3.12.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.12.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    # Python
+    wget https://repo.continuum.io/miniconda/Miniconda3-4.5.12-Linux-x86_64.sh && \
+    bash Miniconda3-4.5.12-Linux-x86_64.sh -b -p /opt/python
+
+ENV PATH=/opt/python/bin:$PATH
+
+ENV GOSU_VERSION 1.10
+
+# Install Python packages
+RUN \
+    pip install pyyaml cpplint pylint astroid sphinx numpy scipy pandas matplotlib sh recommonmark guzzle_sphinx_theme mock \
+                breathe matplotlib graphviz pytest scikit-learn wheel kubernetes urllib3 && \
+    pip install https://h2o-release.s3.amazonaws.com/datatable/stable/datatable-0.7.0/datatable-0.7.0-cp37-cp37m-linux_x86_64.whl
+
+# Install lightweight sudo (not bound to TTY)
+RUN set -ex; \
+    wget -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$GOSU_VERSION/gosu-amd64" && \
+    chmod +x /usr/local/bin/gosu && \
+    gosu nobody true
+
+# Default entry-point to use if running locally
+# It will preserve attributes of created files
+COPY entrypoint.sh /scripts/
+
+WORKDIR /workspace
+ENTRYPOINT ["/scripts/entrypoint.sh"]