[MXNET-922] Fix memleak in profiler

src/profiler/profiler.cc

@@ -67,7 +67,7 @@ Profiler::Profiler()
   this->gpu_num_ = 0;
 #endif
 
-  this->profile_stat = new DeviceStats[cpu_num_ + gpu_num_ + 2];
+  this->profile_stat = std::unique_ptr<DeviceStats[]>(new DeviceStats[cpu_num_ + gpu_num_ + 2]);
   for (unsigned int i = 0; i < cpu_num_; ++i) {
     this->profile_stat[i].dev_name_ = "cpu/" + std::to_string(i);
   }

src/profiler/profiler.h

@@ -455,7 +455,7 @@ class Profiler {
   /*! \brief filename to output profile file */
   std::string filename_ = "profile.json";
   /*! \brief profile statistics consist of multiple device statistics */
-  DeviceStats* profile_stat;
+  std::unique_ptr<DeviceStats[]> profile_stat;
   /*! \brief Stats not associated directly with a device */
   DeviceStats  general_stats_;
   /*! \brief Map category -> pid */