[CI] Run cuDF tests in Jenkins CI server (#4927)

tests/ci_build/Dockerfile.cudf

@@ -0,0 +1,41 @@
+ARG CUDA_VERSION
+FROM nvidia/cuda:$CUDA_VERSION-runtime-ubuntu16.04
+
+# Environment
+ENV DEBIAN_FRONTEND noninteractive
+SHELL ["/bin/bash", "-c"]   # Use Bash as shell
+
+# Install all basic requirements
+RUN \
+    apt-get update && \
+    apt-get install -y wget unzip bzip2 libgomp1 build-essential && \
+    # Python
+    wget https://repo.continuum.io/miniconda/Miniconda3-4.5.12-Linux-x86_64.sh && \
+    bash Miniconda3-4.5.12-Linux-x86_64.sh -b -p /opt/python
+
+ENV PATH=/opt/python/bin:$PATH
+
+# Create new Conda environment with cuDF and dask
+RUN \
+    conda create -n cudf_test -c rapidsai -c nvidia -c numba -c conda-forge -c anaconda \
+        cudf=0.9 python=3.7 anaconda::cudatoolkit=$CUDA_VERSION dask=2.0.0
+
+# Install other Python packages
+RUN \
+    source activate cudf_test && \
+    pip install numpy pytest scipy scikit-learn pandas matplotlib wheel kubernetes urllib3 graphviz
+
+ENV GOSU_VERSION 1.10
+
+# Install lightweight sudo (not bound to TTY)
+RUN set -ex; \
+    wget -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$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"]