Revert "Stop running CUDA tests at CI (#4167)" (#4172)

This reverts commit 36454a3b.

.github/workflows/cuda.yml

+name: CUDA Version
+
+on:
+  push:
+    branches:
+    - master
+  pull_request:
+    branches:
+    - master
+
+env:
+  github_actions: 'true'
+  os_name: linux
+  task: cuda
+  conda_env: test-env
+
+jobs:
+  test:
+    name: cuda ${{ matrix.cuda_version }} ${{ matrix.method }} (linux, ${{ matrix.compiler }}, Python ${{ matrix.python_version }})
+    runs-on: [self-hosted, linux]
+    timeout-minutes: 60
+    strategy:
+      fail-fast: false
+      matrix:
+        include:
+          - method: source
+            compiler: gcc
+            python_version: 3.7
+            cuda_version: "11.2.2"
+          - method: pip
+            compiler: clang
+            python_version: 3.8
+            cuda_version: "10.0"
+          - method: wheel
+            compiler: gcc
+            python_version: 3.9
+            cuda_version: "9.0"
+    steps:
+      - name: Setup or update software on host machine
+        run: |
+            sudo apt-get update
+            sudo apt-get install --no-install-recommends -y \
+                apt-transport-https \
+                ca-certificates \
+                curl \
+                git \
+                gnupg-agent \
+                software-properties-common
+            curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo apt-key add -
+            sudo add-apt-repository "deb [arch=amd64] https://download.docker.com/linux/ubuntu $(lsb_release -cs) stable" -y
+            curl -sL https://nvidia.github.io/nvidia-docker/gpgkey | sudo apt-key add -
+            curl -sL https://nvidia.github.io/nvidia-docker/$(. /etc/os-release;echo $ID$VERSION_ID)/nvidia-docker.list | sudo tee /etc/apt/sources.list.d/nvidia-docker.list
+            sudo apt-get update
+            sudo apt-get install --no-install-recommends -y \
+                containerd.io \
+                docker-ce \
+                docker-ce-cli \
+                nvidia-docker2
+            sudo chmod a+rw /var/run/docker.sock
+            sudo systemctl restart docker
+      - name: Remove old folder with repository
+        run: sudo rm -rf $GITHUB_WORKSPACE
+      - name: Checkout repository
+        uses: actions/checkout@v1
+        with:
+          fetch-depth: 5
+          submodules: true
+      - name: Setup and run tests
+        run: |
+            export ROOT_DOCKER_FOLDER=/LightGBM
+            cat > docker.env <<EOF
+            GITHUB_ACTIONS=${{ env.github_actions }}
+            OS_NAME=${{ env.os_name }}
+            COMPILER=${{ matrix.compiler }}
+            TASK=${{ env.task }}
+            METHOD=${{ matrix.method }}
+            CONDA_ENV=${{ env.conda_env }}
+            PYTHON_VERSION=${{ matrix.python_version }}
+            BUILD_DIRECTORY=$ROOT_DOCKER_FOLDER
+            LGB_VER=$(head -n 1 VERSION.txt)
+            EOF
+            cat > docker-script.sh <<EOF
+            export CONDA=\$HOME/miniconda
+            export PATH=\$CONDA/bin:\$PATH
+            nvidia-smi
+            $ROOT_DOCKER_FOLDER/.ci/setup.sh || exit -1
+            $ROOT_DOCKER_FOLDER/.ci/test.sh || exit -1
+            EOF
+            docker run --env-file docker.env -v "$GITHUB_WORKSPACE":"$ROOT_DOCKER_FOLDER" --rm --gpus all "nvcr.io/nvidia/cuda:${{ matrix.cuda_version }}-devel" /bin/bash $ROOT_DOCKER_FOLDER/docker-script.sh
+  all-successful:
+    # https://github.community/t/is-it-possible-to-require-all-github-actions-tasks-to-pass-without-enumerating-them/117957/4?u=graingert
+    runs-on: ubuntu-latest
+    needs: [test]
+    steps:
+    - name: Note that all tests succeeded
+      run: echo "🎉"