[Fix Bug] Crash when training model on multiple GPUs

[wkcn]

This PR will fix the bug which crash when training model on multiple GPUs. #62

The reason is that NDArrays are released before the function runs.

However, this PR will allocate the memory before the function runs rather than during the function runs. I will try to find a better solution.

[coveralls]

Pull Request Test Coverage Report for Build 687

• 0 of 0 changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage remained the same at 85.395%

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Totals
Change from base Build 680:	0.0%
Covered Lines:	1526
Relevant Lines:	1787

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💛 - Coveralls