title: Pyspark correlation with one hot encoding column
body: <p>I am new in pyspark.<br>
  I want to count the correlation between a <code>column(int)</code> with another <code>column(vector from onehotencoder)</code>.<br>
  I use this code:</p>
  
  <pre><code>import six
  for i in df.columns:
      if not(isinstance(df.select(i).take(1)[0][0], six.string_types)):
          print( "Correlation to label for", i, df.stat.corr('label',i))
  </code></pre>
  
  <p>I got this error when it counts the correlation between label a onehotencoder column:</p>
  
  <pre><code>Py4JJavaError: An error occurred while calling o9219.corr. :
    java.lang.IllegalArgumentException:
      requirement failed:
        Currently correlation calculation for columns with dataType org.apache.spark.ml.linalg.VectorUDT@3bfc3ba7 not supported
  </code></pre>