Ah, I did not know Hadoop is ok with file:/ pattern, I always use file://

Thanks for the response, @pwendell

But we do want URL instead of URI for the JAR path location I suppose.
So this PR is just to "relax" java.net.URL requirement to have the double slashes?
If that is the case, then maybe we could update the comment to include the ones without "//"

e.g. hdfs://XX.jar, file:/XX.jar, file:XX.jar

Sorry about the questions for this small PR, just wanted to know more about the reasoning.
Always nervous whenever we add custom URL/ URI validation.