[SPARK-30504][PYTHON][ML] Set weightCol in OneVsRest(Model) _to_java and _from_java

[zero323]

What changes were proposed in this pull request?

This PR adjusts _to_java and _from_java of OneVsRest and OneVsRestModel to preserve weightCol.

Why are the changes needed?

Currently both Params don't preserve weightCol Params when data is saved / loaded:

from pyspark.ml.classification import LogisticRegression, OneVsRest, OneVsRestModel
from pyspark.ml.linalg import DenseVector

df = spark.createDataFrame([(0, 1, DenseVector([1.0, 0.0])), (0, 1, DenseVector([1.0, 0.0]))], ("label", "w", "features"))

ovr = OneVsRest(classifier=LogisticRegression()).setWeightCol("w")
ovrm = ovr.fit(df)
ovr.getWeightCol()
## 'w'
ovrm.getWeightCol()
## 'w'

ovr.write().overwrite().save("/tmp/ovr")
ovr_ = OneVsRest.load("/tmp/ovr")
ovr_.getWeightCol()
## KeyError   
## ...
## KeyError: Param(parent='OneVsRest_5145d56b6bd1', name='weightCol', doc='weight column name. ...)

ovrm.write().overwrite().save("/tmp/ovrm")
ovrm_ = OneVsRestModel.load("/tmp/ovrm")
ovrm_ .getWeightCol()
## KeyError   
## ...
## KeyError: Param(parent='OneVsRestModel_598c6d900fad', name='weightCol', doc='weight column name ...

Does this PR introduce any user-facing change?

After this PR is merged, loaded objects will have weightCol Param set.

How was this patch tested?

• Manual testing.
• Extension of existing persistence tests.

[SparkQA]

Test build #116636 has finished for PR 27190 at commit c9ccbb2.

• This patch fails PySpark unit tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #116646 has finished for PR 27190 at commit 88298ba.

• This patch fails Python style tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #116648 has finished for PR 27190 at commit 83b9565.

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

[srowen]

CC @huaxingao @zhengruifeng as you've been looking at handling weight cols recently

[SparkQA]

Test build #116726 has finished for PR 27190 at commit aae798d.

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

[zhengruifeng]

LGTM

[srowen]

Merged to master

[zero323]

Thanks everyone.