[ci] prefer curl to wget (#3928)

* Update test_r_package.sh

* Update dockerfile.gpu

* Update dockerfile-python

* Update setup.sh

* Update setup.sh

.ci/setup.sh

@@ -17,7 +17,7 @@ if [[ $OS_NAME == "macos" ]]; then
     if [[ $TASK == "swig" ]]; then
         brew install swig
     fi
-    wget -q -O conda.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-MacOSX-x86_64.sh
+    curl -sL -o conda.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-MacOSX-x86_64.sh
 else  # Linux
     if [[ $IN_UBUNTU_LATEST_CONTAINER == "true" ]]; then
         # fixes error "unable to initialize frontend: Dialog"
@@ -47,7 +47,6 @@ else  # Linux
             locales \
             netcat \
             unzip \
-            wget \
             zip
         if [[ $COMPILER == "clang" ]]; then
             sudo apt-get install --no-install-recommends -y \
@@ -69,8 +68,8 @@ else  # Linux
         sudo apt-get update
         sudo apt-get install --no-install-recommends -y libboost1.74-dev ocl-icd-opencl-dev
         cd $BUILD_DIRECTORY  # to avoid permission errors
-        wget -q https://github.com/microsoft/LightGBM/releases/download/v2.0.12/AMD-APP-SDKInstaller-v3.0.130.136-GA-linux64.tar.bz2
-        tar -xjf AMD-APP-SDK*.tar.bz2
+        curl -sL -o AMD-APP-SDKInstaller.tar.bz2 https://github.com/microsoft/LightGBM/releases/download/v2.0.12/AMD-APP-SDKInstaller-v3.0.130.136-GA-linux64.tar.bz2
+        tar -xjf AMD-APP-SDKInstaller.tar.bz2
         mkdir -p $OPENCL_VENDOR_PATH
         mkdir -p $AMDAPPSDK_PATH
         sh AMD-APP-SDK*.sh --tar -xf -C $AMDAPPSDK_PATH
@@ -83,8 +82,7 @@ else  # Linux
         apt-get install --no-install-recommends -y \
             curl \
             lsb-release \
-            software-properties-common \
-            wget
+            software-properties-common
         if [[ $COMPILER == "clang" ]]; then
             apt-get install --no-install-recommends -y \
                 clang \
@@ -97,7 +95,7 @@ else  # Linux
             cmake
     fi
     if [[ $SETUP_CONDA != "false" ]]; then
-        wget -q -O conda.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh
+        curl -sL -o conda.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh
     fi
 fi
 

.ci/test_r_package.sh

@@ -81,7 +81,7 @@ if [[ $OS_NAME == "macos" ]]; then
     sudo tlmgr --verify-repo=none update --self
     sudo tlmgr --verify-repo=none install inconsolata helvetic
 
-    wget -q https://cran.r-project.org/bin/macosx/R-${R_MAC_VERSION}.pkg -O R.pkg
+    curl -sL https://cran.r-project.org/bin/macosx/R-${R_MAC_VERSION}.pkg -o R.pkg
     sudo installer \
         -pkg $(pwd)/R.pkg \
         -target /

docker/dockerfile-python

@@ -10,11 +10,10 @@ RUN apt-get update && \
         build-essential \
         gcc \
         g++ \
-        git \
-        wget && \
+        git && \
     # python environment
-    wget https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
-    /bin/bash Miniconda3-latest-Linux-x86_64.sh -f -b -p $CONDA_DIR && \
+    curl -sL https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh -o conda.sh && \
+    /bin/bash conda.sh -f -b -p $CONDA_DIR && \
     export PATH="$CONDA_DIR/bin:$PATH" && \
     conda config --set always_yes yes --set changeps1 no && \
     # lightgbm

docker/gpu/dockerfile.gpu

@@ -38,7 +38,6 @@ RUN apt-get update && \
 apt-get install -y --no-install-recommends \
 build-essential \
 curl \
-wget \
 bzip2 \
 ca-certificates \
 libglib2.0-0 \
@@ -70,7 +69,7 @@ ENV PATH $CONDA_DIR/bin:$PATH
 
 # Install miniconda
 RUN echo "export PATH=$CONDA_DIR/bin:"'$PATH' > /etc/profile.d/conda.sh && \
-    wget --quiet https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh -O ~/miniconda.sh && \
+    curl -sL https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh -o ~/miniconda.sh && \
     /bin/bash ~/miniconda.sh -b -p $CONDA_DIR && \
     rm ~/miniconda.sh