Build integrated OpenCL Linux wheel in CI

.ci/setup.sh

@@ -71,6 +71,12 @@ else  # Linux
         sudo apt-get install --no-install-recommends -y \
             libboost1.74-dev \
             ocl-icd-opencl-dev
+    fi
+    if [[ $TASK == "gpu" || $TASK == "bdist" ]] && [[ $ARCH != "aarch64" ]]; then
+        sudo apt-get update
+        sudo apt-get install --no-install-recommends -y \
+            ocl-icd-libopencl1 \
+            clinfo
         cd $BUILD_DIRECTORY  # to avoid permission errors
         curl -sL -o AMD-APP-SDKInstaller.tar.bz2 https://github.com/microsoft/LightGBM/releases/download/v2.0.12/AMD-APP-SDKInstaller-v3.0.130.136-GA-linux64.tar.bz2
         tar -xjf AMD-APP-SDKInstaller.tar.bz2
@@ -79,6 +85,7 @@ else  # Linux
         sh AMD-APP-SDK*.sh --tar -xf -C $AMDAPPSDK_PATH
         mv $AMDAPPSDK_PATH/lib/x86_64/sdk/* $AMDAPPSDK_PATH/lib/x86_64/
         echo libamdocl64.so > $OPENCL_VENDOR_PATH/amdocl64.icd
+        clinfo
     fi
     if [[ $TASK == "cuda" || $TASK == "cuda_exp" ]]; then
         echo 'debconf debconf/frontend select Noninteractive' | debconf-set-selections

.ci/test.sh

@@ -159,10 +159,12 @@ elif [[ $TASK == "bdist" ]]; then
         ARCH=$(uname -m)
         if [[ $ARCH == "x86_64" ]]; then
             PLATFORM="manylinux1_x86_64"
+            # Make sure we can do both CPU and GPU; see tests/python_package_test/test_dual.py
+            export LIGHTGBM_TEST_DUAL_CPU_GPU=1
         else
             PLATFORM="manylinux2014_$ARCH"
         fi
-        cd $BUILD_DIRECTORY/python-package && python setup.py bdist_wheel --plat-name=$PLATFORM --python-tag py3 || exit -1
+        cd $BUILD_DIRECTORY/python-package && python setup.py bdist_wheel --integrated-opencl --plat-name=$PLATFORM --python-tag py3 || exit -1
         if [[ $PRODUCES_ARTIFACTS == "true" ]]; then
             cp dist/lightgbm-$LGB_VER-py3-none-$PLATFORM.whl $BUILD_ARTIFACTSTAGINGDIRECTORY
         fi