[SPARK-7100] [MLLIB] Fix persisted RDD leak in GradientBoostTrees

This fixes a leak of a persisted RDD where GradientBoostTrees can call persist but never unpersists.

Jira: https://issues.apache.org/jira/browse/SPARK-7100

Discussion: http://apache-spark-developers-list.1001551.n3.nabble.com/GradientBoostTrees-leaks-a-persisted-RDD-td11750.html

Author: Jim Carroll <jim@dontcallme.com>

Closes #5669 from jimfcarroll/gb-unpersist-fix and squashes the following commits:

45f4b03 [Jim Carroll] [SPARK-7100][MLLib] Fix persisted RDD leak in GradientBoostTrees