Adds more unit tests for trainers with CV and fuixed a typo

2 jobs for cross_validation in 29 minutes and 48 seconds (queued for 2 seconds)
Status Job ID Name Coverage
  Build
passed #158645
docker
build_linux_36

00:29:48

72.0%
passed #158646
macosx
build_macosx_36

00:02:07