[ci] Fix Azure Pipeline Agents

[shiyu1994]

Azure pipeline agents are failing. See #6316 (comment) for the details.

[mayer79]

Out of curiosity: why is the failing check necessary? It seems to create a heavy dependence.

[jameslamb]

why is the failing check necessary

What you've referred to as "the" failing check is actually 18 different CI jobs, testing a wide range of Python versions, compilers, operating systems, and interfaces to LightGBM (Python package, Java interface via SWIG, CLI, and more).

Microsoft pays for a pool of machines on Azure DevOps to help run all these jobs, which is great because it allows us to achieve better CI coverage than we could with only free CI resources.

But because it's paid for and managed by Microsoft, only certain Microsoft employees are able to work on fixing it when it breaks in certain ways. At the moment, that's only @shiyu1994 , and LightGBM is not his only priority. Hopefully he will be able to fix it soon or get some other folks from Microsoft to help out, and we can continue with development on this project.

Thanks for your patience and sorry this is disrupting your momentum on the things you want to work on here.

[mayer79]

Pipeline is green :-). @jameslamb thanks a lot for the explanations. Makes perfect sense.

[jameslamb]

pipeline is green

Heyyyy excellent! Thanks so much for the help @shiyu1994 . I'll merge this and work on merging/re-building the other already-approved PRs today.