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Update tests workflow, drop support of GpyOpt, tests for smac does no… #804

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Job	Run time
build (ubuntu-20.04, 3.8)	30m 15s
build (ubuntu-20.04, 3.10)	27m 31s
build (windows-2019, 3.8)	41m 42s
build (windows-2019, 3.10)	41m 37s
build (macos-latest, 3.8)	30m 58s
build (macos-latest, 3.10)	27m 14s
	3h 19m 17s