[python] Drop Python 3.5 support (#3395)

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update main.yml

* Update setup.py

.appveyor.yml

@@ -29,7 +29,6 @@ install:
   - ps: >-
       switch ($env:PYTHON_VERSION) {
           "2.7" {$env:MINICONDA = "C:\Miniconda-x64"}
-          "3.5" {$env:MINICONDA = "C:\Miniconda35-x64"}
           "3.6" {$env:MINICONDA = "C:\Miniconda36-x64"}
           "3.7" {$env:MINICONDA = "C:\Miniconda37-x64"}
           default {$env:MINICONDA = "C:\Miniconda37-x64"}

.github/workflows/main.yml

@@ -165,5 +165,5 @@ jobs:
     runs-on: ubuntu-latest
     needs: [test]
     steps:
-    - name: note that all tests succeeded
+    - name: Note that all tests succeeded
       run: echo "🎉"

.travis.yml

@@ -24,13 +24,13 @@ env:
     - TASK=check-docs
     - TASK=mpi METHOD=source
     - TASK=mpi METHOD=pip PYTHON_VERSION=3.7
-    - TASK=gpu METHOD=source PYTHON_VERSION=3.5
+    - TASK=gpu METHOD=source
     - TASK=gpu METHOD=pip PYTHON_VERSION=3.6
 
 matrix:
   exclude:
     - os: osx
-      env: TASK=gpu METHOD=source PYTHON_VERSION=3.5
+      env: TASK=gpu METHOD=source
     - os: osx
       env: TASK=gpu METHOD=pip PYTHON_VERSION=3.6
     - os: osx

.vsts-ci.yml

@@ -30,7 +30,6 @@ jobs:
         TASK: regular
       sdist:
         TASK: sdist
-        PYTHON_VERSION: 3.5
       bdist:
         TASK: bdist
         PYTHON_VERSION: 3.7
@@ -81,7 +80,6 @@ jobs:
         PYTHON_VERSION: 3.7
       sdist:
         TASK: sdist
-        PYTHON_VERSION: 3.5
       bdist:
         TASK: bdist
   steps:

python-package/setup.py

@@ -302,7 +302,6 @@ if __name__ == "__main__":
                        'Programming Language :: Python :: 2',
                        'Programming Language :: Python :: 2.7',
                        'Programming Language :: Python :: 3',
-                       'Programming Language :: Python :: 3.5',
                        'Programming Language :: Python :: 3.6',
                        'Programming Language :: Python :: 3.7',
                        'Programming Language :: Python :: 3.8',