Build horovod with gloo (#1383)

* Build horovod with gloo

* Update prepare_clean_env.sh

Author: leezu

ci/prepare_clean_env.sh

@@ -11,13 +11,16 @@ export MXNET_HOME=$PWD/tests/data
 export HOROVOD_WITHOUT_TENSORFLOW=1
 export HOROVOD_WITHOUT_PYTORCH=1
 export HOROVOD_WITH_MXNET=1
+export HOROVOD_WITH_GLOO=1
+export HOROVOD_WITHOUT_MPI=1
 
 make clean
 conda env update --prune -p conda/${env_name} -f env/${env_name}.yml
 conda activate ./conda/${env_name}
 conda list
 printenv
 
+pip install cmake
 pip install -v -e .
 pip install horovod --no-cache-dir -U
 python -m spacy download en