This warning occurs when Python is built without the required lzma support. To resolve this issue on CentOS systems, install the necessary development package and recompile Python from source.
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Install the required dependency:
sudo yum install -y xz-devel
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Recompile python from source code:
cd Python-3.6.5
sudo ./configure --enable-optimizations
sudo make altinstall
After recompiling, restart the PySpark server and verify that the warning no longer appears.