[SPARK-6194] [SPARK-677] [PySpark] fix memory leak in collect()

Because circular reference between JavaObject and JavaMember, an Java object can not be released until Python GC kick in, then it will cause memory leak in collect(), which may consume lots of memory in JVM.

This PR change the way we sending collected data back into Python from local file to socket, which could avoid any disk IO during collect, also avoid any referrers of Java object in Python.

cc JoshRosen

Author: Davies Liu <davies@databricks.com>

Closes #4923 from davies/fix_collect and squashes the following commits:

d730286 [Davies Liu] address comments
24c92a4 [Davies Liu] fix style
ba54614 [Davies Liu] use socket to transfer data from JVM
9517c8f [Davies Liu] fix memory leak in collect()