[SPARK-18625][ML] OneVsRestModel should support setFeaturesCol and setPredictionCol

## What changes were proposed in this pull request?
add `setFeaturesCol` and `setPredictionCol` for `OneVsRestModel`

## How was this patch tested?
added tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #16059 from zhengruifeng/ovrm_setCol.

mllib/src/main/scala/org/apache/spark/ml/classification/OneVsRest.scala

@@ -140,6 +140,14 @@ final class OneVsRestModel private[ml] (
     this(uid, Metadata.empty, models.asScala.toArray)
   }
 
+  /** @group setParam */
+  @Since("2.1.0")
+  def setFeaturesCol(value: String): this.type = set(featuresCol, value)
+
+  /** @group setParam */
+  @Since("2.1.0")
+  def setPredictionCol(value: String): this.type = set(predictionCol, value)
+
   @Since("1.4.0")
   override def transformSchema(schema: StructType): StructType = {
     validateAndTransformSchema(schema, fitting = false, getClassifier.featuresDataType)
@@ -175,6 +183,7 @@ final class OneVsRestModel private[ml] (
         val updateUDF = udf { (predictions: Map[Int, Double], prediction: Vector) =>
           predictions + ((index, prediction(1)))
         }
+        model.setFeaturesCol($(featuresCol))
         val transformedDataset = model.transform(df).select(columns: _*)
         val updatedDataset = transformedDataset
           .withColumn(tmpColName, updateUDF(col(accColName), col(rawPredictionCol)))

mllib/src/test/scala/org/apache/spark/ml/classification/OneVsRestSuite.scala

@@ -22,7 +22,7 @@ import org.apache.spark.ml.attribute.NominalAttribute
 import org.apache.spark.ml.classification.LogisticRegressionSuite._
 import org.apache.spark.ml.feature.LabeledPoint
 import org.apache.spark.ml.feature.StringIndexer
-import org.apache.spark.ml.linalg.{DenseMatrix, Vectors}
+import org.apache.spark.ml.linalg.Vectors
 import org.apache.spark.ml.param.{ParamMap, ParamsSuite}
 import org.apache.spark.ml.util.{DefaultReadWriteTest, MetadataUtils, MLTestingUtils}
 import org.apache.spark.mllib.classification.LogisticRegressionWithLBFGS
@@ -33,6 +33,7 @@ import org.apache.spark.mllib.util.MLlibTestSparkContext
 import org.apache.spark.mllib.util.TestingUtils._
 import org.apache.spark.rdd.RDD
 import org.apache.spark.sql.Dataset
+import org.apache.spark.sql.functions._
 import org.apache.spark.sql.types.Metadata
 
 class OneVsRestSuite extends SparkFunSuite with MLlibTestSparkContext with DefaultReadWriteTest {
@@ -136,6 +137,17 @@ class OneVsRestSuite extends SparkFunSuite with MLlibTestSparkContext with Defau
     assert(outputFields.contains("p"))
   }
 
+  test("SPARK-18625 : OneVsRestModel should support setFeaturesCol and setPredictionCol") {
+    val ova = new OneVsRest().setClassifier(new LogisticRegression)
+    val ovaModel = ova.fit(dataset)
+    val dataset2 = dataset.select(col("label").as("y"), col("features").as("fea"))
+    ovaModel.setFeaturesCol("fea")
+    ovaModel.setPredictionCol("pred")
+    val transformedDataset = ovaModel.transform(dataset2)
+    val outputFields = transformedDataset.schema.fieldNames.toSet
+    assert(outputFields === Set("y", "fea", "pred"))
+  }
+
   test("SPARK-8049: OneVsRest shouldn't output temp columns") {
     val logReg = new LogisticRegression()
       .setMaxIter(1)