CrossValidator, TrainValidationSplit should collect all models when fitting: Python API

In pyspark:
We add a parameter whether to collect the full model list when CrossValidator/TrainValidationSplit training (Default is NOT, avoid the change cause OOM)
Add a method in CrossValidatorModel/TrainValidationSplitModel, allow user to get the model list
CrossValidatorModelWriter add a “option”, allow user to control whether to persist the model list to disk.
Note: when persisting the model list, use indices as the sub-model path