text: Title: Store name for each dimension
  Body: It would be useful to be able to give a name to a dimension, for plotting and other bookkeeping purposes mainly. We could also use it in https://github.com/scikit-optimize/scikit-optimize/blob/master/skopt/utils.py#L322 and friends.
  
  I'd propose the following API: `Dimension(..., name=None)` so that existing code keeps working. I'd also not allow people setting this name via the "inferring things" interface.