## What changes were proposed in this pull request?

This PR adds RDD checkpoint compression support and add a new config `spark.checkpoint.compress` to enable/disable it. Credit goes to aramesh117

Closes #17024

## How was this patch tested?

The new unit test.

Author: Shixiong Zhu <shixiong@databricks.com>
Author: Aaditya Ramesh <aramesh@conviva.com>

Closes #17789 from zsxwing/pr17024.