WIP: [docker] [ci] fix dockerfiles, test docker builds in CI

[jameslamb]

Fixes #6450

Will hopefully prevent other issues similar to #6426 in the future.

Proposes the following:

• modifying all the dockerfiles so that they at least build successfully on x86_64
• replacing hard-coded architectures with $(arch) so the dockerfiles can be built on aarch64
• adding a new CI job that tests that all the images at least build without error

Notes for Reviewers

This is not ready for review.

As I work on this, I'll try to break off some pieces into other PRs to keep this from getting too big. Just opening this to show that I'm working on it.

[StrikerRUS]

What about publishing these images somewhere? Eg. DockerHub, ghcr.io or quay.io. Do you think users need them?..

[jameslamb]

What about publishing these images somewhere? Eg. DockerHub, ghcr.io or quay.io. Do you think users need them?..

I don't think we should pursue pre-building the images and publishing them somewhere right now.

I think that's a little too heavy for a single library like lightgbm, and I don't think there are enough active maintainers here right now to manage a new set of artifacts like that. I think it's enough for now for these Dockerfiles to serve as source code that people can use to build their own images.

[StrikerRUS]

Fair enough! Agree with you!