## What changes were proposed in this pull request?

For large objects, pickle does not raise useful error messages. However, we can wrap them to be slightly more user friendly:

Example 1:
```
def run():
  import numpy.random as nr
  b = nr.bytes(8 * 1000000000)
  sc.parallelize(range(1000), 1000).map(lambda x: len(b)).count()

run()
```

Before:
```
error: 'i' format requires -2147483648 <= number <= 2147483647
```

After:
```
pickle.PicklingError: Object too large to serialize: 'i' format requires -2147483648 <= number <= 2147483647
```

Example 2:
```
def run():
  import numpy.random as nr
  b = sc.broadcast(nr.bytes(8 * 1000000000))
  sc.parallelize(range(1000), 1000).map(lambda x: len(b.value)).count()

run()
```

Before:
```
SystemError: error return without exception set
```

After:
```
cPickle.PicklingError: Could not serialize broadcast: SystemError: error return without exception set
```

## How was this patch tested?

Manually tried out these cases

cc davies

Author: Eric Liang <ekl@databricks.com>

Closes #15026 from ericl/spark-17472.