[PySpark] add picklable SparseMatrix in pyspark.ml.common

[WeichenXu123]

What changes were proposed in this pull request?

add SparseMatrix class whick support pickler.

How was this patch tested?

Existing test.

[SparkQA]

Test build #62536 has finished for PR 14265 at commit 482d7ff.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[WeichenXu123]

@srowen
I check the ml.python.MLSerde and it support SparseMatrix pickler and at python side the SparseMatrix constructor also match the pickler. So I think the _picklable_classes forgot to add SparkMatrix, or there is some other reason not to add SparseMatrix to the class list ?

[WeichenXu123]

@srowen I guess the _picklable_classes list in ml.linalg.common is copied from mllib.linalg.common so it forgot to add the SparseMatrix which is added later.

[srowen]

This isn't really my area, but I that sounds plausible

[WeichenXu123]

cc @jkbradley Thanks!

[srowen]

@holdenk or @MLnick do you happen to know if this sounds right?

[yanboliang]

LGTM, merged into master. Thanks.