[SPARK-4883][Shuffle] Add a name to the directoryCleaner thread

Author: zsxwing <zsxwing@gmail.com>

Closes #3734 from zsxwing/SPARK-4883 and squashes the following commits:

e6f2b61 [zsxwing] Fix the name
cc74727 [zsxwing] Add a name to the directoryCleaner thread

(cherry picked from commit 8773705fd4ab167bb06bee7f274b337560e3c293)
Signed-off-by: Andrew Or <andrew@databricks.com>