[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.rproject

@@ -0,0 +1,44 @@
+FROM ubuntu:18.04
+ARG USE_R35=0
+
+# Environment
+ENV DEBIAN_FRONTEND noninteractive
+
+# Install all basic requirements
+RUN \
+    apt-get update && \
+    apt-get install -y software-properties-common tar unzip wget git build-essential doxygen graphviz libcurl4-openssl-dev libssl-dev libxml2-dev && \
+    if [ $USE_R35 -eq 1 ]; then \
+      apt-key adv --keyserver keyserver.ubuntu.com --recv-keys E084DAB9 && \
+      add-apt-repository 'deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran35/' && \
+      apt-get update; \
+    fi && \
+    apt-get install -y r-base r-base-core r-recommended && \
+    # CMake
+    wget -nv -nc https://cmake.org/files/v3.12/cmake-3.12.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.12.0-Linux-x86_64.sh --skip-license --prefix=/usr
+
+# Use 16 workers to compile R packages
+ENV MAKE 'make -j16'
+
+# Install R packages
+RUN Rscript -e "install.packages( \
+        c('devtools', 'testthat', 'lintr', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'data.table', 'stringi'), \
+        repos = 'http://cloud.r-project.org', \
+        dependencies = c('Depends', 'Imports', 'LinkingTo') \
+    )"
+
+ENV GOSU_VERSION 1.10
+
+# Install lightweight sudo (not bound to TTY)
+RUN set -ex; \
+    wget -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$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"]