[SPARK-19679][ML] Destroy broadcasted object without blocking

## What changes were proposed in this pull request?
Destroy broadcasted object without blocking
use `find mllib -name '*.scala' | xargs -i bash -c 'egrep "destroy" -n {} && echo {}'`

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #17016 from zhengruifeng/destroy_without_block.