[SPARK-32092][ML][PYSPARK][FOLLOWUP] Fixed CrossValidatorModel.copy() to copy models instead of list

### What changes were proposed in this pull request?

Fixed `CrossValidatorModel.copy()` so that it correctly calls `.copy()` on the models instead of lists of models.

### Why are the changes needed?

`copy()` was first changed in #29445 . The issue was found in CI of #29524 and fixed. This PR introduces the exact same change so that `CrossValidatorModel.copy()` and its related tests are aligned in branch `master` and branch `branch-3.0`.

### Does this PR introduce _any_ user-facing change?

No.

### How was this patch tested?

Updated `test_copy` to make sure `copy()` is called on models instead of lists of models.

Closes #29553 from Louiszr/fix-cv-copy.

Authored-by: Louiszr <zxhst14@gmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>

Author: Louiszr

python/pyspark/ml/tests/test_tuning.py

@@ -127,9 +127,9 @@ def test_copy(self):
             'foo',
             "Changing the original avgMetrics should not affect the copied model"
         )
-        cvModel.subModels[0] = 'foo'
+        cvModel.subModels[0][0].getInducedError = lambda: 'foo'
         self.assertNotEqual(
-            cvModelCopied.subModels[0],
+            cvModelCopied.subModels[0][0].getInducedError(),
             'foo',
             "Changing the original subModels should not affect the copied model"
         )
@@ -852,9 +852,9 @@ def test_copy(self):
             'foo',
             "Changing the original validationMetrics should not affect the copied model"
         )
-        tvsModel.subModels[0] = 'foo'
+        tvsModel.subModels[0].getInducedError = lambda: 'foo'
         self.assertNotEqual(
-            tvsModelCopied.subModels[0],
+            tvsModelCopied.subModels[0].getInducedError(),
             'foo',
             "Changing the original subModels should not affect the copied model"
         )

python/pyspark/ml/tuning.py

@@ -535,7 +535,10 @@ def copy(self, extra=None):
             extra = dict()
         bestModel = self.bestModel.copy(extra)
         avgMetrics = list(self.avgMetrics)
-        subModels = [model.copy() for model in self.subModels]
+        subModels = [
+            [sub_model.copy() for sub_model in fold_sub_models]
+            for fold_sub_models in self.subModels
+        ]
         return self._copyValues(CrossValidatorModel(bestModel, avgMetrics, subModels), extra=extra)
 
     @since("2.3.0")