Several fixes (#2572)

* repared serialization after update process; fixes #2545

* non-stratified folds in python could omit some data instances

* Makefile: fixes for older makes on windows; clean R-package too

* make cub to be a shallow submodule

* improve $(MAKE) recovery

src/gbm/gbtree_model.h

@@ -75,6 +75,7 @@ struct GBTreeModel {
       }
       trees.clear();
       param.num_trees = 0;
+      tree_info.clear();
     }
   }