[SPARK-4023] [MLlib] [PySpark] convert rdd into RDD of Vector

Convert the input rdd to RDD of Vector.

cc mengxr

Author: Davies Liu <davies@databricks.com>

Closes #2870 from davies/fix4023 and squashes the following commits:

1eac767 [Davies Liu] address comments
0871576 [Davies Liu] convert rdd into RDD of Vector