Make __del__ method idempotent (#2627)

Addresses Issue #2533.

Author: hcho3

python-package/xgboost/core.py

@@ -363,7 +363,9 @@ def _init_from_npy2d(self, mat, missing, nthread):
                 nthread))
 
     def __del__(self):
-        _check_call(_LIB.XGDMatrixFree(self.handle))
+        if self.handle is not None:
+            _check_call(_LIB.XGDMatrixFree(self.handle))
+            self.handle = None
 
     def get_float_info(self, field):
         """Get float property from the DMatrix.
@@ -738,7 +740,9 @@ def __init__(self, params=None, cache=(), model_file=None):
             self.load_model(model_file)
 
     def __del__(self):
-        _LIB.XGBoosterFree(self.handle)
+        if self.handle is not None:
+            _check_call(_LIB.XGBoosterFree(self.handle))
+            self.handle = None
 
     def __getstate__(self):
         # can't pickle ctypes pointers