Add a cache to documentation check job (#3882)

* A first attempt at overhauling the documentation job with a cache.

* Actually remove files we don't need anymore.

* Fix output from local link checks to give it all at once.

* Add sparse matrices to the set of detected matrix types.

* Fix comparison condition.

* Make a pass to try and re-validate cached links that have not yet expired.

* Compile and link separately so that ccache can take effect.

* Be a little bit smarter about caching.

* Ensure libicu$SO is installed so 'stringi' can be used

Also collapse to remotes calls into one

* Fix style issues that cpplint 2 found (#3884)

* Try to workaround the libicu issue for now.

* Mention new dependency.

---------

Co-authored-by: Dirk Eddelbuettel <edd@debian.org>

doc/user/bindings/python.sidebar.html

@@ -9,6 +9,7 @@
 <li><details><summary>Classification</summary>
 <ul>
 <li><a href="LINKROOTuser/bindings/python.html#decision_tree">decision_tree()</a></li>
+<li><a href="LINKROOTuser/bindings/python.html#hoeffding_tree">hoeffding_tree()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#linear_svm">linear_svm()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#logistic_regression">logistic_regression()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#nbc">nbc()</a></li>
@@ -35,7 +36,6 @@
 <li><a href="LINKROOTuser/bindings/python.html#gmm_train">gmm_train()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#gmm_generate">gmm_generate()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#gmm_probability">gmm_probability()</a></li>
-<li><a href="LINKROOTuser/bindings/python.html#hoeffding_tree">hoeffding_tree()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#kmeans">kmeans()</a></li>
 <li><a href="LINKROOTuser/bindings/python.html#mean_shift">mean_shift()</a></li>
 </ul>