也许这是有帮助的-
用scala编写，但可以用pyspark实现，只需很少的修改

vectorassembler从输入列创建向量

val df = spark.sql("select 'a' as Y, 3.2 as X1, 4.5 as X2")
    df.show(false)
    df.printSchema()
    /**
      * +---+---+---+
      * |Y  |X1 |X2 |
      * +---+---+---+
      * |a  |3.2|4.5|
      * +---+---+---+
      *
      * root
      * |-- Y: string (nullable = false)
      * |-- X1: decimal(2,1) (nullable = false)
      * |-- X2: decimal(2,1) (nullable = false)
      */
    import org.apache.spark.ml.feature.VectorAssembler
    val features = new VectorAssembler()
      .setInputCols(Array("X1", "X2"))
      .setOutputCol("features")
      .transform(df)
    features.show(false)
    features.printSchema()
    /**
      * +---+---+---+---------+
      * |Y  |X1 |X2 |features |
      * +---+---+---+---------+
      * |a  |3.2|4.5|[3.2,4.5]|
      * +---+---+---+---------+
      *
      * root
      * |-- Y: string (nullable = false)
      * |-- X1: decimal(2,1) (nullable = false)
      * |-- X2: decimal(2,1) (nullable = false)
      * |-- features: vector (nullable = true)
      */