[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/doxygen.sh

@@ -0,0 +1,9 @@
+#!/bin/bash
+set -e
+set -x
+
+rm -rf build
+mkdir build
+cd build
+cmake .. -DBUILD_C_DOC=ON
+make -j