Move linter to Jenkins.

[trivialfis]

Currently the linter is a good hack, but not reliable due to the fact that clang-tidy doesn't deal well with CUDA source code. On Travis our linter script renames all cu files into cc files and perform clang-tidy checks, which leads to incorrect results, see the end of:

https://travis-ci.org/dmlc/xgboost/jobs/473251478

Now we have CUDA runtime on Jenkins thanks to @hcho3 , where we can use clang-tidy without such hack. The correct clang-tidy results I generated is attached.

log-tidy.txt

[trivialfis]

Regenerated with both host and device checking:
log-tidy.txt

[trivialfis]

Requirements:

• clang-tidy >= 7
• A huge refactor of current code base.
• CMake >= 3.8
• Extra script on CMake to obtain the compilation database.

@RAMitchell @hcho3 Do you think it's worthy?

[RAMitchell]

You dont have to refactor the lint errors all in one go. What if you set up the system on jenkins but allow it to pass even with errors, spend a couple of weeks fixing lint issues, then make it mandatory.

I think this is very much worth doing.

[trivialfis]

Closing. PR is here #4034 .