The compression is based on storage. brkyvz

Author: Xiangrui Meng <meng@databricks.com>

Closes #5985 from mengxr/SPARK-6948 and squashes the following commits:

df56a00 [Xiangrui Meng] update python tests
6d90d45 [Xiangrui Meng] compress vectors in VectorAssembler