## What changes were proposed in this pull request?

In order to separate the linear algebra, and vector matrix classes into a standalone jar, we need to setup the build first. This PR will create a new jar called mllib-local with minimal dependencies.

The previous PR was failing the build because of `spark-core:test` dependency, and that was reverted. In this PR, `FunSuite` with `// scalastyle:ignore funsuite` in mllib-local test was used, similar to sketch.

Thanks.

## How was this patch tested?

Unit tests

mengxr tedyu holdenk

Author: DB Tsai <dbt@netflix.com>

Closes #12298 from dbtsai/dbtsai-mllib-local-build-fix.