[SPARK-21285][ML] VectorAssembler reports the column name of unsupported data type

## What changes were proposed in this pull request?
add the column name in the exception which is raised by unsupported data type.

## How was this patch tested?
+ [x] pass all tests.

Author: Yan Facai (颜发才) <facai.yan@gmail.com>

Closes #18523 from facaiy/ENH/vectorassembler_add_col.