Remove RAY_CHECK from JNI code (#3978)

* Remove RAY_CHECK in JNI

* Try to add mvn test to test the exception.

* Refine

* Address comments

java/test/src/main/java/org/ray/api/test/ClientExceptionTest.java

@@ -0,0 +1,46 @@
+package org.ray.api.test;
+
+import com.google.common.collect.ImmutableList;
+import java.util.concurrent.TimeUnit;
+import org.ray.api.Ray;
+import org.ray.api.RayObject;
+import org.ray.api.exception.RayException;
+import org.ray.api.id.UniqueId;
+import org.ray.runtime.RayObjectImpl;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+import org.testng.Assert;
+import org.testng.annotations.Test;
+
+public class ClientExceptionTest extends BaseTest {
+
+  private static final Logger LOGGER = LoggerFactory.getLogger(ClientExceptionTest.class);
+
+  @Test
+  public void testWaitAndCrash() {
+    UniqueId randomId = UniqueId.randomId();
+    RayObject<String> notExisting = new RayObjectImpl(randomId);
+
+    Thread thread = new Thread(() -> {
+      try {
+        TimeUnit.SECONDS.sleep(1);
+        Ray.shutdown();
+      } catch (InterruptedException e) {
+        LOGGER.error("Got InterruptedException when sleeping, exit right now.");
+        throw new RuntimeException("Got InterruptedException when sleeping.", e);
+      }
+    });
+    thread.start();
+    try {
+      Ray.wait(ImmutableList.of(notExisting), 1, 2000);
+      Assert.fail("Should not reach here");
+    } catch (RayException e) {
+      LOGGER.debug(String.format("Expected runtime exception: {}", e));
+    }
+    try {
+      thread.join();
+    } catch (Exception e) {
+      LOGGER.error(String.format("Excpetion caught: {}", e));
+    }
+  }
+}