Fix #3402: wrong fid crashes distributed algorithm (#3535)

* Fix #3402: wrong fid crashes distributed algorithm

The bug was introduced by the recent DMatrix refactor (#3301). It was partially
fixed by #3408 but the example in #3402 was still failing. The example in #3402
will succeed after this fix is applied.

* Explicitly specify "this" to prevent compile error

* Add regression test

* Add distributed test to Travis matrix

* Install kubernetes Python package as dependency of dmlc tracker

* Add Python dependencies

* Add compile step

* Reduce size of regression test case

* Further reduce size of test

tests/travis/setup.sh

@@ -27,3 +27,7 @@ if [ ${TASK} == "python_test" ] || [ ${TASK} == "python_lightweight_test" ]; the
     conda create -n python3 python=3.5
     conda create -n python2 python=2.7
 fi
+
+if [ ${TASK} == "distributed_test" ]; then
+    pip install --user kubernetes numpy scipy
+fi