[jvm-packages] Prevent dispose being called on unfinalized JBooster (#3005)

* [jvm-packages] Prevent dispose being called twice when finalize

* Convert SIGSEGV to XGBoostError

* Avoid creating a new SBooster with the same JBooster

* Address CR Comments

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/Booster.scala

@@ -16,8 +16,6 @@
 
 package ml.dmlc.xgboost4j.scala
 
-import java.io.IOException
-
 import com.esotericsoftware.kryo.io.{Output, Input}
 import com.esotericsoftware.kryo.{Kryo, KryoSerializable}
 import ml.dmlc.xgboost4j.java.{Booster => JBooster}
@@ -204,11 +202,6 @@ class Booster private[xgboost4j](private[xgboost4j] var booster: JBooster)
     booster.dispose()
   }
 
-  override def finalize(): Unit = {
-    super.finalize()
-    dispose
-  }
-
   override def write(kryo: Kryo, output: Output): Unit = {
     kryo.writeObject(output, booster)
   }

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/XGBoost.scala

@@ -66,7 +66,12 @@ object XGBoost {
       // we have to filter null value for customized obj and eval
       params.filter(_._2 != null).mapValues(_.toString.asInstanceOf[AnyRef]).asJava,
       round, jWatches, metrics, obj, eval, earlyStoppingRound, jBooster)
-    new Booster(xgboostInJava)
+    if (booster == null) {
+      new Booster(xgboostInJava)
+    } else {
+      // Avoid creating a new SBooster with the same JBooster
+      booster
+    }
   }
 
   /**