[SPARK-11672][ML] Set active SQLContext in MLlibTestSparkContext.beforeAll

Still saw some error messages caused by `SQLContext.getOrCreate`:

https://amplab.cs.berkeley.edu/jenkins/job/Spark-Master-SBT/3997/AMPLAB_JENKINS_BUILD_PROFILE=hadoop2.3,label=spark-test/testReport/junit/org.apache.spark.ml.util/JavaDefaultReadWriteSuite/testDefaultReadWrite/

This PR sets the active SQLContext in beforeAll, which is not automatically set in `new SQLContext`. This makes `SQLContext.getOrCreate` return the right SQLContext.

cc: yhuai

Author: Xiangrui Meng <meng@databricks.com>

Closes #9694 from mengxr/SPARK-11672.3.

mllib/src/main/scala/org/apache/spark/ml/util/ReadWrite.scala

@@ -48,8 +48,11 @@ private[util] sealed trait BaseReadWrite {
   /**
    * Returns the user-specified SQL context or the default.
    */
-  protected final def sqlContext: SQLContext = optionSQLContext.getOrElse {
-    SQLContext.getOrCreate(SparkContext.getOrCreate())
+  protected final def sqlContext: SQLContext = {
+    if (optionSQLContext.isEmpty) {
+      optionSQLContext = Some(SQLContext.getOrCreate(SparkContext.getOrCreate()))
+    }
+    optionSQLContext.get
   }
 
   /** Returns the [[SparkContext]] underlying [[sqlContext]] */

mllib/src/test/scala/org/apache/spark/mllib/util/MLlibTestSparkContext.scala

@@ -34,6 +34,7 @@ trait MLlibTestSparkContext extends BeforeAndAfterAll { self: Suite =>
     sc = new SparkContext(conf)
     SQLContext.clearActive()
     sqlContext = new SQLContext(sc)
+    SQLContext.setActive(sqlContext)
   }
 
   override def afterAll() {