[WIP] [CI] Use Ninja to speed up builds

[hcho3]

According to this talk from the last year, Ninja is significantly faster than MSBuild.

Let the CI run with Ninja and see how much time saving is realized.

[hcho3]

AppVeyor

Job name	Before	After
MSVC 2015 Debug	4 min 15 sec	2 min 37 sec
MSVC 2015 Release	9 min 31 sec	6 min 42 sec
MinGW	8 min 37 sec	7 min 24 sec
MSVC 2015 Release for R	9 min 26 sec	6 min 12 sec

Travis CI

Job name	Before	After
Linux, python_sdist_test	4 min 32 sec	4 min 25 sec
MacOS, python_test	18 min 42 sec	22 min 11 sec
MacOS, python_sdist_test	11 min 40 sec	10 min 42 sec
MacOS, cmake_test	14 min 22 sec	12 min 44 sec

Jenkins

Job name	Before	After
Win64 build (MSVC 2017)	12 min 59 sec	9 min 30 sec
Linux CPU build	4 min 58 sec	4 min 35 sec
Linux CPU build (sanitizer)	4 min 58 sec	4 min 4 sec
Linux CPU build (no OpenMP)	3 min 51 sec	3 min 43 sec
Linux CPU build (mock Rabit)	2 min 24 sec	2 min 17 sec
Linux GPU build (CUDA 10.0)	13 min 43 sec	13 min 14 sec
Linux GPU build (CUDA 10.1)	13 min 11 sec	13 min 28 sec
Linux JVM build	11 min 41 sec	13 min 52 sec
Linux Doxygen	3 min 15 sec	2 min 38 sec

The conclusion is that Ninja is significant faster than MSBuild (MSVC) but not than GNU Make.

[hcho3]

Please don't merge this yet. I'll look at it when I get back from vacation.

[hcho3]

Closing as it's quite out-of-sync with the master branch. We should re-visit and come up with a way to speed up builds.