Add travis sanitizers tests. (#3557)

* Add travis sanitizers tests.

* Add gcc-7 in Travis.
* Add SANITIZER_PATH for CMake.
* Enable sanitizer tests in Travis.

* Fix memory leaks in tests.

* Fix all memory leaks reported by Address Sanitizer.
* tests/cpp/helpers.h/CreateDMatrix now returns raw pointer.

tests/cpp/data/test_metainfo.cc

@@ -64,6 +64,8 @@ TEST(MetaInfo, SaveLoadBinary) {
   EXPECT_EQ(inforead.num_row_, info.num_row_);
 
   std::remove(tmp_file.c_str());
+
+  delete fs;
 }
 
 TEST(MetaInfo, LoadQid) {