[ci] [python-package] Add CI job testing compatibility with oldest possible versions (#5936)

.ci/test-python-oldest.sh

+#!/bin/bash
+
+# oldest versions of dependencies published after
+# minimum supported Python version's first release
+#
+# see https://devguide.python.org/versions/
+#
+echo "installing lightgbm's dependencies"
+pip install \
+  'numpy==1.12.0' \
+  'pandas==0.24.0' \
+  'scikit-learn==0.18.2' \
+  'scipy==0.19.0' \
+|| exit -1
+echo "done installing lightgbm's dependencies"
+
+echo "installing lightgbm"
+pip install --no-deps dist/*.whl || exit -1
+echo "done installing lightgbm"
+
+echo "installed package versions:"
+pip freeze
+
+echo ""
+echo "checking that examples run without error"
+
+# run a few examples to test that Python package minimally works
+echo ""
+echo "--- advanced_example.py ---"
+echo ""
+python ./examples/python-guide/advanced_example.py || exit -1
+
+echo ""
+echo "--- logistic_regression.py ---"
+echo ""
+python ./examples/python-guide/logistic_regression.py || exit -1
+
+echo ""
+echo "--- simple_example.py ---"
+echo ""
+python ./examples/python-guide/simple_example.py || exit -1
+
+echo ""
+echo "--- sklearn_example.py ---"
+echo ""
+python ./examples/python-guide/sklearn_example.py || exit -1
+
+echo ""
+echo "done testing on oldest supported Python version"

.github/workflows/python_package.yml

@@ -76,10 +76,36 @@ jobs:
           export PATH=${CONDA}/bin:${PATH}
           $GITHUB_WORKSPACE/.ci/setup.sh || exit -1
           $GITHUB_WORKSPACE/.ci/test.sh || exit -1
+  test-oldest-versions:
+    name: Python - oldest supported versions (ubuntu-latest)
+    runs-on: ubuntu-latest
+    timeout-minutes: 60
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v3
+        with:
+          fetch-depth: 5
+          submodules: true
+      - name: Create wheel
+        run: |
+          docker run \
+            --rm \
+            -v $(pwd):/opt/lgb-build \
+            -w /opt/lgb-build \
+            lightgbm/vsts-agent:manylinux_2_28_x86_64 \
+            /bin/bash -c 'PATH=/opt/miniforge/bin:$PATH sh ./build-python.sh bdist_wheel --nomp'
+      - name: Test compatibility
+        run: |
+          docker run \
+            --rm \
+            -v $(pwd):/opt/lgb-build \
+            -w /opt/lgb-build \
+            python:3.6 \
+            /bin/bash ./.ci/test-python-oldest.sh
   all-python-package-jobs-successful:
     if: always()
     runs-on: ubuntu-latest
-    needs: [test]
+    needs: [test, test-oldest-versions]
     steps:
     - name: Note that all tests succeeded
       uses: re-actors/alls-green@v1.2.2