Add supporting using Spark as the backend of parallel training (#846)

* Added spark support for parallel training.

* Added tests and fixed a bug

* Added more tests and updated docs

* Updated setup.py and docs

* Added customize_learner and tests

* Update spark tests and setup.py

* Update docs and verbose

* Update logging, fix issue in cloud notebook

* Update github workflow for spark tests

* Update github workflow

* Remove hack of handling _choice_

* Allow for failures

* Fix tests, update docs

* Update setup.py

* Update Dockerfile for Spark

* Update tests, remove some warnings

* Add test for notebooks, update utils

* Add performance test for Spark

* Fix lru_cache maxsize

* Fix test failures on some platforms

* Fix coverage report failure

* resovle PR comments

* resovle PR comments 2nd round

* resovle PR comments 3rd round

* fix lint and rename test class

* resovle PR comments 4th round

* refactor customize_learner to broadcast_code