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[SPARK-6948] [MLLIB] compress vectors in VectorAssembler
Xiangrui Meng authored 
The compression is based on storage. brkyvz

Author: Xiangrui Meng <meng@databricks.com>

Closes #5985 from mengxr/SPARK-6948 and squashes the following commits:

df56a00 [Xiangrui Meng] update python tests
6d90d45 [Xiangrui Meng] compress vectors in VectorAssembler
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