[SPARK-14979][ML][PYSPARK] Add examples for GeneralizedLinearRegression

## What changes were proposed in this pull request?
Add Scala/Java/Python examples for ```GeneralizedLinearRegression```.

## How was this patch tested?
They are examples and have been tested offline.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #12754 from yanboliang/spark-14979.

1 files changed, 78 insertions, 0 deletions

diff --git a/examples/src/main/scala/org/apache/spark/examples/ml/GeneralizedLinearRegressionExample.scala b/examples/src/main/scala/org/apache/spark/examples/ml/GeneralizedLinearRegressionExample.scala
new file mode 100644
index 0000000000..1b86d7cad0
--- /dev/null
+++ b/examples/src/main/scala/org/apache/spark/examples/ml/GeneralizedLinearRegressionExample.scala
@@ -0,0 +1,78 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+// scalastyle:off println
+package org.apache.spark.examples.ml
+
+// $example on$
+import org.apache.spark.ml.regression.GeneralizedLinearRegression
+// $example off$
+import org.apache.spark.sql.SparkSession
+
+/**
+ * An example demonstrating generalized linear regression.
+ * Run with
+ * {{{
+ * bin/run-example ml.GeneralizedLinearRegressionExample
+ * }}}
+ */
+
+object GeneralizedLinearRegressionExample {
+
+  def main(args: Array[String]): Unit = {
+    val spark = SparkSession
+      .builder
+      .appName("GeneralizedLinearRegressionExample")
+      .getOrCreate()
+
+    // $example on$
+    // Load training data
+    val dataset = spark.read.format("libsvm")
+      .load("data/mllib/sample_linear_regression_data.txt")
+
+    val glr = new GeneralizedLinearRegression()
+      .setFamily("gaussian")
+      .setLink("identity")
+      .setMaxIter(10)
+      .setRegParam(0.3)
+
+    // Fit the model
+    val model = glr.fit(dataset)
+
+    // Print the coefficients and intercept for generalized linear regression model
+    println(s"Coefficients: ${model.coefficients}")
+    println(s"Intercept: ${model.intercept}")
+
+    // Summarize the model over the training set and print out some metrics
+    val summary = model.summary
+    println(s"Coefficient Standard Errors: ${summary.coefficientStandardErrors.mkString(",")}")
+    println(s"T Values: ${summary.tValues.mkString(",")}")
+    println(s"P Values: ${summary.pValues.mkString(",")}")
+    println(s"Dispersion: ${summary.dispersion}")
+    println(s"Null Deviance: ${summary.nullDeviance}")
+    println(s"Residual Degree Of Freedom Null: ${summary.residualDegreeOfFreedomNull}")
+    println(s"Deviance: ${summary.deviance}")
+    println(s"Residual Degree Of Freedom: ${summary.residualDegreeOfFreedom}")
+    println(s"AIC: ${summary.aic}")
+    println("Deviance Residuals: ")
+    summary.residuals().show()
+    // $example off$
+
+    spark.stop()
+  }
+}
+// scalastyle:on println