Also we could create a Python UDT without having a Scala one, it's important for Python users.

cc mengxr JoshRosen

Author: Davies Liu <davies@databricks.com>

Closes #7453 from davies/class_in_main and squashes the following commits:

4dfd5e1 [Davies Liu] add tests for Python and Scala UDT
793d9b2 [Davies Liu] Merge branch 'master' of github.com:apache/spark into class_in_main
dc65f19 [Davies Liu] address comment
a9a3c40 [Davies Liu] Merge branch 'master' of github.com:apache/spark into class_in_main
a86e1fc [Davies Liu] fix serialization
ad528ba [Davies Liu] Merge branch 'master' of github.com:apache/spark into class_in_main
63f52ef [Davies Liu] fix pylint check
655b8a9 [Davies Liu] Merge branch 'master' of github.com:apache/spark into class_in_main
316a394 [Davies Liu] support Python UDT with UTF
0bcb3ef [Davies Liu] fix bug in mllib
de986d6 [Davies Liu] fix test
83d65ac [Davies Liu] fix bug in StructType
55bb86e [Davies Liu] support Python UDT in __main__ (without Scala one)