[wordpress] wp_nav_menu change sub-menu class name?

You can just use a Hook

add_filter( 'nav_menu_submenu_css_class', 'some_function', 10, 3 );
function some_function( $classes, $args, $depth ){
    foreach ( $classes as $key => $class ) {
    if ( $class == 'sub-menu' ) {
        $classes[ $key ] = 'my-sub-menu';
    }
}

return $classes;
}

where

$classes(array) - The CSS classes that are applied to the menu <ul> element.
$args(stdClass) - An object of wp_nav_menu() arguments.
$depth(int) - Depth of menu item. Used for padding.