[SPARK-21680][ML][MLLIB] optimize Vector compress

## What changes were proposed in this pull request?

When use Vector.compressed to change a Vector to SparseVector, the performance is very low comparing with Vector.toSparse.
This is because you have to scan the value three times using Vector.compressed, but you just need two times when use Vector.toSparse.
When the length of the vector is large, there is significant performance difference between this two method.

## How was this patch tested?

The existing UT

Author: Peng Meng <peng.meng@intel.com>

Closes #18899 from mpjlu/optVectorCompress.