A little bit more DataFrame centric solution:
import org.apache.spark.ml.feature.VectorAssembler
val df = sc.parallelize(Seq(
  (1, "cat1", 1), (1, "cat2", 3), (1, "cat9", 5), (2, "cat4", 6),
  (2, "cat9", 2), (2, "cat10", 1), (3, "cat1", 5), (3, "cat7", 16),
  (3, "cat8", 2))).toDF("userID", "category", "frequency")
// Create a sorted array of categories
val categories = df
  .select($"category")
  .distinct.map(_.getString(0))
  .collect
  .sorted
// Prepare vector assemble
val assembler =  new VectorAssembler()
  .setInputCols(categories)
  .setOutputCol("features")
// Aggregation expressions
val exprs = categories.map(
   c => sum(when($"category" === c, $"frequency").otherwise(lit(0))).alias(c))
val transformed = assembler.transform(
    df.groupBy($"userID").agg(exprs.head, exprs.tail: _*))
  .select($"userID", $"features")
and an UDAF alternative: 
import org.apache.spark.sql.expressions.{
  MutableAggregationBuffer, UserDefinedAggregateFunction}
import org.apache.spark.mllib.linalg.Vectors
import org.apache.spark.sql.types.{
  StructType, ArrayType, DoubleType, IntegerType}
import scala.collection.mutable.WrappedArray
class VectorAggregate (n: Int) extends UserDefinedAggregateFunction {
    def inputSchema = new StructType()
      .add("i", IntegerType)
      .add("v", DoubleType)
    def bufferSchema = new StructType().add("buff", ArrayType(DoubleType))
    def dataType = new VectorUDT()
    def deterministic = true 
    def initialize(buffer: MutableAggregationBuffer) = {
      buffer.update(0, Array.fill(n)(0.0))
    }
    def update(buffer: MutableAggregationBuffer, input: Row) = {
      if (!input.isNullAt(0)) {
        val i = input.getInt(0)
        val v = input.getDouble(1)
        val buff = buffer.getAs[WrappedArray[Double]](0) 
        buff(i) += v
        buffer.update(0, buff)
      }
    }
    def merge(buffer1: MutableAggregationBuffer, buffer2: Row) = {
      val buff1 = buffer1.getAs[WrappedArray[Double]](0) 
      val buff2 = buffer2.getAs[WrappedArray[Double]](0) 
      for ((x, i) <- buff2.zipWithIndex) {
        buff1(i) += x
      }
      buffer1.update(0, buff1)
    }
    def evaluate(buffer: Row) =  Vectors.dense(
      buffer.getAs[Seq[Double]](0).toArray)
}
with example usage:
import org.apache.spark.ml.feature.StringIndexer
val indexer = new StringIndexer()
  .setInputCol("category")
  .setOutputCol("category_idx")
  .fit(df)
val indexed = indexer.transform(df)
  .withColumn("category_idx", $"category_idx".cast("integer"))
  .withColumn("frequency", $"frequency".cast("double"))
val n = indexer.labels.size + 1
val transformed = indexed
  .groupBy($"userID")
  .agg(new VectorAggregate(n)($"category_idx", $"frequency").as("vec"))
transformed.show
// +------+--------------------+
// |userID|                 vec|
// +------+--------------------+
// |     1|[1.0,5.0,0.0,3.0,...|
// |     2|[0.0,2.0,0.0,0.0,...|
// |     3|[5.0,0.0,16.0,0.0...|
// +------+--------------------+
In this case order of values is defined by indexer.labels:
indexer.labels
// Array[String] = Array(cat1, cat9, cat7, cat2, cat8, cat4, cat10)
In practice I would prefer solution by Odomontois so these are provided mostly for reference.