This PR is based on #3255 , fix conflicts and code style.

Closes #3255.

Author: Yandu Oppacher <yandu.oppacher@jadedpixel.com>
Author: Davies Liu <davies@databricks.com>

Closes #3901 from davies/refactor-python-profile-code and squashes the following commits:

b4a9306 [Davies Liu] fix tests
4b79ce8 [Davies Liu] add docstring for profiler_cls
2700e47 [Davies Liu] use BasicProfiler as default
349e341 [Davies Liu] more refactor
6a5d4df [Davies Liu] refactor and fix tests
31bf6b6 [Davies Liu] fix code style
0864b5d [Yandu Oppacher] Remove unused method
76a6c37 [Yandu Oppacher] Added a profile collector to accumulate the profilers per stage
9eefc36 [Yandu Oppacher] Fix doc
9ace076 [Yandu Oppacher] Refactor of profiler, and moved tests around
8739aff [Yandu Oppacher] Code review fixes
9bda3ec [Yandu Oppacher] Refactor profiler code