[ci] prevent getting incompatible dask and distributed versions (#4054)

* [ci] prevent getting incompatible dask and distributed versions

* Update .ci/test.sh

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* empty commit

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

.ci/test.sh

@@ -96,13 +96,19 @@ if [[ $TASK == "swig" ]]; then
     exit 0
 fi
 
-conda install -q -y -n $CONDA_ENV cloudpickle dask distributed joblib matplotlib numpy pandas psutil pytest scikit-learn scipy
+conda install -q -y -n $CONDA_ENV cloudpickle joblib matplotlib numpy pandas psutil pytest scikit-learn scipy
 
 # graphviz must come from conda-forge to avoid this on some linux distros:
 # https://github.com/conda-forge/graphviz-feedstock/issues/18
+#
+# dask and distributed must come from conda-forge because they need to be kept
+# in sync and conda-forge packages are updated more quickly (automatically based
+# on pushes to PyPI)
 conda install -q -y \
     -n $CONDA_ENV \
     -c conda-forge \
+        'dask>=2021.3.0' \
+        'distributed>=2021.3.0' \
         python-graphviz \
         xorg-libxau