Add: regression workflow for PR and push to master

.github/workflows/regression.yml

@@ -0,0 +1,66 @@
+name: Regression
+
+on:
+  pull_request:
+  push:
+    branches:
+    - master
+
+jobs:
+  regression:
+
+    name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macOS-latest, windows-2016]
+        python-version: [3.5, 3.6, 3.7, 3.8]
+
+    steps:
+    - uses: actions/checkout@v1
+
+    - name: Ubuntu cache
+      uses: actions/cache@v1
+      if: startsWith(matrix.os, 'ubuntu')
+      with:
+        path: ~/.cache/pip
+        key:
+          ${{ matrix.os }}-${{ matrix.python-version }}-${{ hashFiles('**/setup.py') }}
+        restore-keys: |
+          ${{ matrix.os }}-${{ matrix.python-version }}-
+    - name: macOS cache
+      uses: actions/cache@v1
+      if: startsWith(matrix.os, 'macOS')
+      with:
+        path: ~/Library/Caches/pip
+        key:
+          ${{ matrix.os }}-${{ matrix.python-version }}-${{ hashFiles('**/setup.py') }}
+        restore-keys: |
+          ${{ matrix.os }}-${{ matrix.python-version }}-
+    - name: Windows cache
+      uses: actions/cache@v1
+      if: startsWith(matrix.os, 'windows')
+      with:
+        path: ~\AppData\Local\pip\Cache
+        key:
+          ${{ matrix.os }}-${{ matrix.python-version }}-${{ hashFiles('**\setup.py') }}
+        restore-keys: |
+          ${{ matrix.os }}-${{ matrix.python-version }}-
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+        architecture: ${{ startsWith(matrix.os, 'windows') && 'x86' || 'x64' }}
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip setuptools
+        python -m pip install -e .
+
+    - name: Test
+      run: make -C regression
+      shell: bash
+      env:
+        NMLC: nmlc