[SPARK-17137][ML][WIP] Compress logistic regression coefficients

## What changes were proposed in this pull request?

Use the new `compressed` method on matrices to store the logistic regression coefficients as sparse or dense - whichever is requires less memory.

Marked as WIP so we can add some performance test results. Basically, we should see if prediction is slower because of using a sparse matrix over a dense one. This can happen since sparse matrices do not use native BLAS operations when computing the margins.

## How was this patch tested?

Unit tests added.

Author: sethah <seth.hendrickson16@gmail.com>

Closes #17426 from sethah/SPARK-17137.