[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/initialize_maven.sh

@@ -0,0 +1,19 @@
+#!/bin/bash
+set -e
+set -x
+
+if [ -z ${CI_BUILD_USER} ]
+then
+  echo 'Must be run inside Jenkins CI'
+  exit 1
+fi
+gosu root mkdir -p /cache
+gosu root chown ${CI_BUILD_USER}:${CI_BUILD_GROUP} /cache
+
+# Download cached Maven repository, to speed up build
+python3 -m awscli s3 cp s3://xgboost-ci-jenkins-artifacts/maven-repo-cache.tar.bz2 /cache/maven-repo-cache.tar.bz2 || true
+
+if [[ -f "/cache/maven-repo-cache.tar.bz2" ]]
+then
+  tar xvf /cache/maven-repo-cache.tar.bz2 -C ${HOME}
+fi