Remove f-string, since it's not supported by Python 3.5

[hcho3]

Closes #5328. Also add Python 3.5 to CI so that f-string does not get accidentally added to the codebase again.

I will need to make a patch and create 1.0.1 patch release.

Aside: Dask now requites Python 3.6+, so I do not run Dask integration tests with Python 3.5.

[trivialfis]

Can we run only 1 version of Python? I think it's safe the assume Python 3 is backward compatible.

[hcho3]

@trivialfis No, since Dask does not support Python 3.5. What I want is to have almost all parts of XGBoost compatible with Python 3.5 (as promised in setup.py) and only require Python 3.6 for Dask and cuDF integration.

[hcho3]

@JohnZed I'd like to hear from you about supporting Python 3.5. Given that Dask requires 3.6+ we have two options:

1. Require Python 3.6+ for XGBoost as well OR
2. Make XGBoost Python 3.5 compatible, except for xgboost.dask module.

Currently, this PR chooses option 2. I prefer having some feedback period before we jump to Python 3.6.

Related: dask/dask#5478, which explains rationale for Dask dropping Python 3.5.

[JohnZed]

I would suggest option 2 for now but adding a deprecation warning to release notes (and possibly to setup.py) to warn that python 3.5 support will be removed in the upcoming version 1.1+. That gives anyone stuck on 3.5 a fair warning but does not saddle XGB with long-term support for Python 3.5.

[hcho3]

@JohnZed Got it. Let's stick with Python 3.5 for now. I like the idea of adding deprecation notice, so let me do that. We can open a separate thread to discuss when we should drop Python 3.5.

Note that Python 3.5 is scheduled to reach end-of-life on September 13, 2020.

[hcho3]

Merged. I will push out 1.0.1 release now. It's essentially same as 1.0.0 plus this patch.