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[SPARK-18608][ML][FOLLOWUP] Fix double caching for PySpark OneVsRest.
## What changes were proposed in this pull request? apache#19197 fixed double caching for MLlib algorithms, but missed PySpark ```OneVsRest```, this PR fixed it. ## How was this patch tested? Existing tests. Author: Yanbo Liang <ybliang8@gmail.com> Closes apache#19220 from yanboliang/SPARK-18608.
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