How to create correct data frame for classification in Spark ML

As of Spark 1.4, you can use Transformer org.apache.spark.ml.feature.VectorAssembler.
Just provide column names you want to be features.

val assembler = new VectorAssembler()
  .setInputCols(Array("col1", "col2", "col3"))
  .setOutputCol("features")

and add it to your pipeline.