Drop support for Python 3.5

azure-pipelines.yml

@@ -81,7 +81,7 @@ jobs:
   dependsOn: 'EvalChanges'
   condition: eq(dependencies.EvalChanges.outputs['output.buildNbs'], 'True')
   variables:
-    python.version: '3.6'
+    python.version: '3.8'
   pool:
     vmImage: 'ubuntu-16.04'
   steps:
@@ -142,7 +142,7 @@ jobs:
   dependsOn: 'EvalChanges'
   condition: eq(dependencies.EvalChanges.outputs['output.testCode'], 'True')
   variables:
-    python.version: '3.6'
+    python.version: '3.8'
   pool:
     vmImage: 'macOS-10.15'
   steps:
@@ -158,15 +158,6 @@ jobs:
   condition: eq(dependencies.EvalChanges.outputs['output.testCode'], 'True')
   strategy:
     matrix:
-      Linux, Python 3.5:
-        imageName: 'ubuntu-16.04'
-        python.version: '3.5'
-      macOS, Python 3.5:
-        imageName: 'macOS-10.15'
-        python.version: '3.5'
-      Windows, Python 3.5:
-        imageName: 'vs2017-win2016'
-        python.version: '3.5'
       Linux, Python 3.6:
         imageName: 'ubuntu-16.04'
         python.version: '3.6'

setup.cfg

@@ -24,7 +24,6 @@ project_urls =
     Source Code=https://github.com/Microsoft/EconML
     Documentation=https://econml.azurewebsites.net/
 classifiers =
-    Programming Language :: Python :: 3.5
     Programming Language :: Python :: 3.6
     Programming Language :: Python :: 3.7
     Programming Language :: Python :: 3.8
@@ -48,9 +47,7 @@ install_requires =
     numba != 0.42.1
     statsmodels >= 0.9
     graphviz
-    matplotlib < 3.1; python_version <= '3.5'
-    matplotlib; python_version > '3.5'
-    llvmlite < 0.32; python_version <= '3.5'
+    matplotlib
     pandas < 1.1
 test_suite = econml.tests
 tests_require =
@@ -59,7 +56,6 @@ tests_require =
     pytest-cov
     jupyter
     nbconvert < 6
-    traitlets < 5; python_version <= '3.5'
     seaborn
     lightgbm
     dowhy