As an introduction, the following figure gives you a bird's eye view of the classes and methods that are relevant. Sometimes, one gets lost in the numerous classes and deep hierarchies.
Tip
This organization is definitely something you should get used to. The MLlib library was more straightforward, but with far fewer capabilities. ML is definitely better, once you get the hang of it. It took me a few days to convert the examples; I had to visit/revisit the documentation multiple times. That is why I created the preceding diagram; this should make it easier for you to get a quick roadmap of the process while learning. Once done, it becomes easier to navigate the API documentation and find what one needs. Mastering the pipeline correctly will take a little while.