Solution:

For any integer $n,$ $n^3 - n = (n-1)n(n+1)$ is a product of three consecutive integers, so it's divisible by $6.$ That means $n^3 \equiv n \pmod 6.$ Summing, $\sum a_i^3 \equiv \sum a_i = 2018^{2018} \pmod 6.$ Now $2018 \equiv 2 \pmod 6,$ and powers of $2$ mod $6$ alternate $2, 4, 2, 4, \ldots.$ The exponent $2018$ is even, so $2^{2018} \equiv 4 \pmod 6.$ The remainder is $4.$ Therefore, the answer is E.