[ci] Use Ubuntu Focal image at Travis

[StrikerRUS]

Refer to https://blog.travis-ci.com/2020-08-10-focal-build-environment.
Our policy is to test LightGBM against the most recent versions of OSes at Travis CI (in the opposite to Azure where we try to use the oldest images for producing public artifacts).

[StrikerRUS]

Sorry for the mess in commits. I found that combination Ubuntu Focal + gcc + Python 3.5 results in failing GPU test (segfault). Or maybe it is not related to GPU.
But good news is that today Python 3.5 is reaching its EOL: https://devguide.python.org/#branchstatus 😄
So I'll just prepare a separate PR in which we'll drop the support of it (will not run CI tests with it).
@guolinke @henry0312

[StrikerRUS]

WIP because linkchecker is not available for Focal: linkchecker/linkchecker#435.

[StrikerRUS]

Install linkchecker via pip from GitHub repo directly.

[jameslamb]

I like it!

[github-actions]

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