[ci] ensure interactive_plot_example notebook is run in interactive mode at CI (#4432)

.ci/test.sh

@@ -237,5 +237,6 @@ matplotlib.use\(\"Agg\"\)\
     conda install -q -y -n $CONDA_ENV h5py ipywidgets notebook  # requirements for examples
     for f in *.py **/*.py; do python $f || exit -1; done  # run all examples
     cd $BUILD_DIRECTORY/examples/python-guide/notebooks
+    sed -i'.bak' 's/INTERACTIVE = False/assert False, \\"Interactive mode disabled\\"/' interactive_plot_example.ipynb
     jupyter nbconvert --ExecutePreprocessor.timeout=180 --to notebook --execute --inplace *.ipynb || exit -1  # run all notebooks
 fi

.ci/test_windows.ps1

@@ -112,5 +112,6 @@ if (($env:TASK -eq "regular") -or (($env:APPVEYOR -eq "true") -and ($env:TASK -e
     python $file ; Check-Output $?
   }  # run all examples
   cd $env:BUILD_SOURCESDIRECTORY/examples/python-guide/notebooks
+  (Get-Content "interactive_plot_example.ipynb").replace('INTERACTIVE = False', 'assert False, \"Interactive mode disabled\"') | Set-Content "interactive_plot_example.ipynb"
   jupyter nbconvert --ExecutePreprocessor.timeout=180 --to notebook --execute --inplace *.ipynb ; Check-Output $?  # run all notebooks
 }