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/helpers.h

@@ -59,6 +59,6 @@ xgboost::bst_float GetMetricEval(
  * \return  The new d matrix.
  */
 
-std::shared_ptr<xgboost::DMatrix> CreateDMatrix(int rows, int columns,
-                                                float sparsity, int seed = 0);
+std::shared_ptr<xgboost::DMatrix> *CreateDMatrix(int rows, int columns,
+                                                 float sparsity, int seed = 0);
 #endif