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Memory leaks fixes for unit tests (#4036)
* [ProgressBar] Fix uninitialized variables. * [Valgrind] Fix memory leak inside create_object method. * [LDA] Fix memory leak inside LDA. * [KernelPCA] Fix memory leak inside unit test. * [FisherLDA] Fix memory leak inside unit test (unit-FLDATest). * [KRRNystrom] Fix memory leak inside unit test (unit-KRRNystrom). * [clang-format] Fix style.
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