[SPARK-8511] [PYSPARK] Modify a test to remove a saved model in `regression.py`

[[SPARK-8511] Modify a test to remove a saved model in `regression.py` - ASF JIRA](https://issues.apache.org/jira/browse/SPARK-8511)

Author: Yu ISHIKAWA <yuu.ishikawa@gmail.com>

Closes #6926 from yu-iskw/SPARK-8511 and squashes the following commits:

7cd0948 [Yu ISHIKAWA] Use `shutil.rmtree()` to temporary directories for saving model testings, instead of `os.removedirs()`
4a01c9e [Yu ISHIKAWA] [SPARK-8511][pyspark] Modify a test to remove a saved model in `regression.py`