Update build_trouble_shooting.md (#2430)
Update build_trouble_shooting.md (#2430)

I had to fight with my linux box for a day to find the solution to the problem. I hope than this may help other users to save some time.
dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost