It will introduce problems if the object in dict/list/tuple can not support by py4j, such as Vector.
Also, pickle may have better performance for larger object (less RPC).

In some cases that the object in dict/list can not be pickled (such as JavaObject), we should still use MapConvert/ListConvert.

This PR should be ported into branch-1.2

Author: Davies Liu <davies@databricks.com>

Closes #4023 from davies/listconvert and squashes the following commits:

55d4ab2 [Davies Liu] fix MapConverter and ListConverter in MLlib