Is there any video player which can seek with thumbnail like in YouTube?

Yes, there is a plugin called mpv-thumbnail-script for mpv.

Ipor Sircer's answer is sufficient and perfect but let me write a step by step answer for beginners.

1. Install mpv. In Ubuntu, you can execute this command.

   sudo apt update && sudo apt install mpv

2. Visit mpv-thumbnail-script releases page and download mpv_thumbnail_script_client_osc.lua and mpv_thumbnail_script_server.lua.

3. Copy these lua scripts to ~/.config/mpv/scripts/. The directory may not exist by default.

Just following these steps, without any further configurations and with --osc=no option[*], the feature of the thumbnail seek is turned on. However, please note that the feature is automatically disabled when you play a video whose length is over an hour. You can again enable the feature by pressing Shift+t on the player or change the setting. As for the latter case, see mpv-thumbnail-script Configurations or execute echo "autogenerate_max_duration=0" >> ~/.config/mpv/lua-settings/mpv_thumbnail_script.conf.

_{[*]: You can instead execute echo "osc=no" >> ~/.config/mpv/mpv.conf once.}

If you feel it takes much time to generate thumbnails, you can turn on multi-threading. It is quite easy. See again mpv-thumbnail-script Configurations. In my case, it really works well.

My test environment:

$ lsb_release -d
Description:    Linux Mint 19 Tara

$ mpv --version
mpv 0.27.2 (C) 2000-2017 mpv/MPlayer/mplayer2 projects

(Japanese AGMPlayer for Ubuntu also worked on the same environment, though this wasn't stable.)