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[spark] Make xgboost.spark support spark connect ML #9780

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@WeichenXu123

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@WeichenXu123

Since spark 3.5, a new pyspark module is added: pyspark.ml.connect, it supports a few ML algorithms that runs on spark connect mode. This is design doc:
https://www.google.com/url?q=https://docs.google.com/document/d/1LHzwCjm2SluHkta_08cM3jxFSgfF-niaCZbtIThG-H8/edit&sa=D&source=calendar&ust=1700005806011038&usg=AOvVaw2VEdVyMYg40yDLpElhcRAu

We should make estimators defined in xgboost.spark to support spark connect mode, to achieve the goal, we need:

  • Make these estimator class inherits pyspark.ml.connect.Estimator if it runs on spark connect mode
  • All implementation code should only calls spark connect API (i.e. spark Dataframe API).

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