[ci] speed up Windows jobs (fixes #5647) (#5648)

.appveyor.yml

@@ -36,6 +36,8 @@ install:
 build: false
 
 test_script:
+  - conda config --remove channels defaults
+  - conda config --add channels nodefaults
   - conda config --add channels conda-forge
   - conda config --set channel_priority strict
   - conda init powershell

.ci/test_windows.ps1

@@ -25,16 +25,6 @@ if ($env:TASK -eq "cpp-tests") {
   Exit 0
 }
 
-# setup for Python
-conda init powershell
-conda activate
-conda config --set always_yes yes --set changeps1 no
-conda update -q -y conda
-conda create -q -y -n $env:CONDA_ENV "python=$env:PYTHON_VERSION[build=*cpython]" ; Check-Output $?
-if ($env:TASK -ne "bdist") {
-  conda activate $env:CONDA_ENV
-}
-
 if ($env:TASK -eq "swig") {
   $env:JAVA_HOME = $env:JAVA_HOME_8_X64  # there is pre-installed Eclipse Temurin 8 somewhere
   $ProgressPreference = "SilentlyContinue"  # progress bar bug extremely slows down download speed
@@ -50,8 +40,27 @@ if ($env:TASK -eq "swig") {
   Exit 0
 }
 
-# re-including python=version[build=*cpython] to ensure that conda doesn't fall back to pypy
-conda install -q -y -n $env:CONDA_ENV cloudpickle joblib matplotlib numpy pandas psutil pytest "python=$env:PYTHON_VERSION[build=*cpython]" python-graphviz scikit-learn scipy ; Check-Output $?
+# setup for Python
+conda init powershell
+conda activate
+conda config --set always_yes yes --set changeps1 no
+conda update -q -y conda
+conda create -q -y -n $env:CONDA_ENV `
+  cloudpickle `
+  joblib `
+  matplotlib `
+  numpy `
+  pandas `
+  psutil `
+  pytest `
+  "python=$env:PYTHON_VERSION[build=*cpython]" `
+  python-graphviz `
+  scikit-learn `
+  scipy ; Check-Output $?
+
+if ($env:TASK -ne "bdist") {
+  conda activate $env:CONDA_ENV
+}
 
 if ($env:TASK -eq "regular") {
   mkdir $env:BUILD_SOURCESDIRECTORY/build; cd $env:BUILD_SOURCESDIRECTORY/build

.vsts-ci.yml

@@ -283,6 +283,8 @@ jobs:
     condition: eq(variables['TASK'], 'bdist')
     displayName: 'Install OpenCL'
   - script: |
+      cmd /c "conda config --remove channels defaults"
+      cmd /c "conda config --add channels nodefaults"
       cmd /c "conda config --add channels conda-forge"
       cmd /c "conda config --set channel_priority strict"
       cmd /c "conda init powershell"