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TMVATransform - fix memory leaks

Christopher Rob Jones requested to merge jonrob/Phys:MVADictTools-FixMemoryLeaks into master

Addresses a number of leaks found by the sanitizer builds

https://lhcb-nightlies.cern.ch/nightly/lhcb-sanitizers/build/343/

Direct leak of 44 byte(s) in 11 object(s) allocated from:
    #0 0x7f280f5d4da8 in operator new(unsigned long) /afs/cern.ch/cms/CAF/CMSCOMM/COMM_ECAL/dkonst/GCC/build/contrib/gcc-8.2.0/src/gcc/8.2.0/libsanitizer/lsan/lsan_interceptors.cc:229
    #1 0x7f2810676f3a in TMVATransform::setupReader(std::ostream&) /workspace/build/Phys/Phys/MVADictTools/src/lib/TMVATransform.cpp:202
Direct leak of 24 byte(s) in 1 object(s) allocated from:
    #0 0x7f280f5d4da8 in operator new(unsigned long) /afs/cern.ch/cms/CAF/CMSCOMM/COMM_ECAL/dkonst/GCC/build/contrib/gcc-8.2.0/src/gcc/8.2.0/libsanitizer/lsan/lsan_interceptors.cc:229
    #1 0x7f280ba78a5d in TXMLEngine::NewDoc(char const*) /mnt/build/jenkins/workspace/lcg_release_tar/BUILDTYPE/Debug/COMPILER/gcc8binutils/LABEL/centos7/build/projects/ROOT-6.18.00/src/ROOT/6.18.00/io/xml/src/TXMLEngine.cxx:1251
    #2 0x7f280ba78f5d in TXMLEngine::ParseStream(TXMLInputStream*) /mnt/build/jenkins/workspace/lcg_release_tar/BUILDTYPE/Debug/COMPILER/gcc8binutils/LABEL/centos7/build/projects/ROOT-6.18.00/src/ROOT/6.18.00/io/xml/src/TXMLEngine.cxx:1379
    #3 0x7f280ba78e3a in TXMLEngine::ParseFile(char const*, int) /mnt/build/jenkins/workspace/lcg_release_tar/BUILDTYPE/Debug/COMPILER/gcc8binutils/LABEL/centos7/build/projects/ROOT-6.18.00/src/ROOT/6.18.00/io/xml/src/TXMLEngine.cxx:1357
    #4 0x7f2810677427 in TMVATransform::readWeightsFile(std::ostream&) /workspace/build/Phys/Phys/MVADictTools/src/lib/TMVATransform.cpp:136
Edited by Rosen Matev

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