CI: Write azure failed builds summary as a GitHub comment
I think it'd safe us a significant amount of time, if when a build fails, we get a nice github comment with the problems. The same idea as what pep8speaks does for linting, but for most things.

I think in some cases it'll save us from having to navigate to the logs (which in azure is even more complex than needed, see #26895).

In the cases when we still need to go to the logs for full tracebacks or whatever, we should be able to have direct links to the log in the comment.

For first-time contributors, the comment will generate an email with the exact problem, and they should be able to follow up and leave the CI green without our intervention. This can be very useful for changes to the docstrings. So, when we go and review PRs, there are no formatting mistakes...

Ideally, azure-pipelines should provide it, for them would be quite trivial to implement, since they can get the permissions to add comments as a GitHub app. I created https://github.com/microsoft/azure-pipelines-tasks/issues/10665 and ask PMs couple of times, but doesn't seem this will happen.

The alternative is a bit trickier, which is having a small web app (like 100 lines long flask script) in a server, and add a webhook that calls it after the build finishes (this can be done from either github or azure). The app can do a REST call to azure to get the log content, and the rest should be a simple regex to get the errors.

Let me know if anyone thinks this is not a good idea, or you know of a better solution. For Travis there seems to be an app that does this (or something similar), https://www.travisbuddy.com/, but I'm not sure if there is something for azure.