[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.jvm

@@ -0,0 +1,43 @@
+FROM centos:6
+
+# Install all basic requirements
+RUN \
+    yum -y update && \
+    yum install -y tar unzip wget xz git centos-release-scl yum-utils java-1.8.0-openjdk-devel && \
+    yum-config-manager --enable centos-sclo-rh-testing && \
+    yum -y update && \
+    yum install -y devtoolset-4-gcc devtoolset-4-binutils devtoolset-4-gcc-c++ && \
+    # 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 && \
+    # 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 && \
+    # Maven
+    wget http://apache.osuosl.org/maven/maven-3/3.6.1/binaries/apache-maven-3.6.1-bin.tar.gz && \
+    tar xvf apache-maven-3.6.1-bin.tar.gz -C /opt && \
+    ln -s /opt/apache-maven-3.6.1/ /opt/maven
+
+ENV PATH=/opt/python/bin:/opt/maven/bin:$PATH
+ENV CC=/opt/rh/devtoolset-4/root/usr/bin/gcc
+ENV CXX=/opt/rh/devtoolset-4/root/usr/bin/c++
+ENV CPP=/opt/rh/devtoolset-4/root/usr/bin/cpp
+
+# Install Python packages
+RUN \
+    pip install numpy pytest scipy scikit-learn wheel kubernetes urllib3==1.22 awscli
+
+ENV GOSU_VERSION 1.10
+
+# Install lightweight sudo (not bound to TTY)
+RUN set -ex; \
+    wget -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$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"]