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[SPARK-3001][MLLIB] Improve Spearman's correlation
The current implementation requires sorting individual columns, which could be done with a global sort. result on a 32-node cluster: m | n | prev | this ---|---|-------|----- 1000000 | 50 | 55s | 9s 10000000 | 50 | 97s | 76s 1000000 | 100 | 119s | 15s Author: Xiangrui Meng <meng@databricks.com> Closes #1917 from mengxr/spearman and squashes the following commits: 4d5d262 [Xiangrui Meng] remove unused import 85c48de [Xiangrui Meng] minor updates a048d0c [Xiangrui Meng] remove cache and set a limit to cachedIds b98bb18 [Xiangrui Meng] add comments 0846e07 [Xiangrui Meng] first version
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