[ci] install Linkchecker only for check-links job (#3893)

* Update linkchecker.yml

* Update test.sh

.ci/test.sh

@@ -21,7 +21,7 @@ cd $BUILD_DIRECTORY
 if [[ $TASK == "check-docs" ]] || [[ $TASK == "check-links" ]]; then
     cd $BUILD_DIRECTORY/docs
     conda install -q -y -n $CONDA_ENV -c conda-forge doxygen
-    pip install --user -r requirements.txt linkchecker rstcheck
+    pip install --user -r requirements.txt rstcheck
     # check reStructuredText formatting
     cd $BUILD_DIRECTORY/python-package
     rstcheck --report warning `find . -type f -name "*.rst"` || exit -1
@@ -31,6 +31,7 @@ if [[ $TASK == "check-docs" ]] || [[ $TASK == "check-links" ]]; then
     make html || exit -1
     if [[ $TASK == "check-links" ]]; then
         # check docs for broken links
+        pip install --user linkchecker
         linkchecker --config=.linkcheckerrc ./_build/html/*.html || exit -1
         exit 0
     fi

.github/workflows/linkchecker.yml

@@ -3,7 +3,7 @@ name: Link checks
 on:
   # Run manually by clicking a button in the UI
   workflow_dispatch:
-  # Run every 8 hours
+  # Run once a day at 8:00am UTC
   schedule:
     - cron: '0 8 * * *'