[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/build_jvm_doc.sh

@@ -0,0 +1,40 @@
+#!/bin/bash
+
+if [ $# -ne 1 ]; then
+  echo "Usage: $0 [branch name]"
+  exit 1
+fi
+
+set -e
+set -x
+
+# Initialize local Maven repository
+./tests/ci_build/initialize_maven.sh
+
+rm -rf build/
+cd jvm-packages
+
+branch_name=$1
+
+# Install JVM packages in local Maven repository
+mvn --no-transfer-progress install -DskipTests
+# Build Scaladocs
+mvn --no-transfer-progress scala:doc -DskipTests
+# Build Javadocs
+mvn --no-transfer-progress javadoc:javadoc -DskipTests
+
+# Package JVM docs in a tarball
+mkdir -p tmp/scaladocs
+cp -rv xgboost4j/target/site/apidocs/ ./tmp/javadocs/
+cp -rv xgboost4j/target/site/scaladocs/ ./tmp/scaladocs/xgboost4j/
+cp -rv xgboost4j-spark/target/site/scaladocs/ ./tmp/scaladocs/xgboost4j-spark/
+cp -rv xgboost4j-flink/target/site/scaladocs/ ./tmp/scaladocs/xgboost4j-flink/
+
+cd tmp
+tar cvjf ${branch_name}.tar.bz2 javadocs/ scaladocs/
+mv ${branch_name}.tar.bz2 ..
+cd ..
+rm -rfv tmp/
+
+set +x
+set +e