[SPARK-18480][DOCS] Fix wrong links for ML guide docs

## What changes were proposed in this pull request?
1, There are two `[Graph.partitionBy]` in `graphx-programming-guide.md`, the first one had no effert.
2, `DataFrame`, `Transformer`, `Pipeline` and `Parameter`  in `ml-pipeline.md` were linked to `ml-guide.html` by mistake.
3, `PythonMLLibAPI` in `mllib-linear-methods.md` was not accessable, because class `PythonMLLibAPI` is private.
4, Other link updates.
## How was this patch tested?
 manual tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15912 from zhengruifeng/md_fix.

1 files changed, 2 insertions, 2 deletions

diff --git a/docs/ml-classification-regression.md b/docs/ml-classification-regression.md
index 1aacc3e054..43cc79b9c0 100644
--- a/docs/ml-classification-regression.md
+++ b/docs/ml-classification-regression.md
@@ -984,7 +984,7 @@ Random forests combine many decision trees in order to reduce the risk of overfi
 The `spark.ml` implementation supports random forests for binary and multiclass classification and for regression,
 using both continuous and categorical features.
 
-For more information on the algorithm itself, please see the [`spark.mllib` documentation on random forests](mllib-ensembles.html).
+For more information on the algorithm itself, please see the [`spark.mllib` documentation on random forests](mllib-ensembles.html#random-forests).
 
 ### Inputs and Outputs
 
@@ -1065,7 +1065,7 @@ GBTs iteratively train decision trees in order to minimize a loss function.
 The `spark.ml` implementation supports GBTs for binary classification and for regression,
 using both continuous and categorical features.
 
-For more information on the algorithm itself, please see the [`spark.mllib` documentation on GBTs](mllib-ensembles.html).
+For more information on the algorithm itself, please see the [`spark.mllib` documentation on GBTs](mllib-ensembles.html#gradient-boosted-trees-gbts).
 
 ### Inputs and Outputs