[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.

3 files changed, 227 insertions, 0 deletions

diff --git a/examples/src/main/java/org/apache/spark/examples/ml/JavaGeneralizedLinearRegressionExample.java b/examples/src/main/java/org/apache/spark/examples/ml/JavaGeneralizedLinearRegressionExample.java
new file mode 100644
index 0000000000..3f072d1e50
--- /dev/null
+++ b/examples/src/main/java/org/apache/spark/examples/ml/JavaGeneralizedLinearRegressionExample.java
@@ -0,0 +1,83 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.examples.ml;
+
+// $example on$
+import java.util.Arrays;
+
+import org.apache.spark.ml.regression.GeneralizedLinearRegression;
+import org.apache.spark.ml.regression.GeneralizedLinearRegressionModel;
+import org.apache.spark.ml.regression.GeneralizedLinearRegressionTrainingSummary;
+import org.apache.spark.sql.Dataset;
+import org.apache.spark.sql.Row;
+// $example off$
+import org.apache.spark.sql.SparkSession;
+
+/**
+ * An example demonstrating generalized linear regression.
+ * Run with
+ * <pre>
+ * bin/run-example ml.JavaGeneralizedLinearRegressionExample
+ * </pre>
+ */
+
+public class JavaGeneralizedLinearRegressionExample {
+
+  public static void main(String[] args) {
+    SparkSession spark = SparkSession
+      .builder()
+      .appName("JavaGeneralizedLinearRegressionExample")
+      .getOrCreate();
+
+    // $example on$
+    // Load training data
+    Dataset<Row> dataset = spark.read().format("libsvm")
+      .load("data/mllib/sample_linear_regression_data.txt");
+
+    GeneralizedLinearRegression glr = new GeneralizedLinearRegression()
+      .setFamily("gaussian")
+      .setLink("identity")
+      .setMaxIter(10)
+      .setRegParam(0.3);
+
+    // Fit the model
+    GeneralizedLinearRegressionModel model = glr.fit(dataset);
+
+    // Print the coefficients and intercept for generalized linear regression model
+    System.out.println("Coefficients: " + model.coefficients());
+    System.out.println("Intercept: " + model.intercept());
+
+    // Summarize the model over the training set and print out some metrics
+    GeneralizedLinearRegressionTrainingSummary summary = model.summary();
+    System.out.println("Coefficient Standard Errors: "
+      + Arrays.toString(summary.coefficientStandardErrors()));
+    System.out.println("T Values: " + Arrays.toString(summary.tValues()));
+    System.out.println("P Values: " + Arrays.toString(summary.pValues()));
+    System.out.println("Dispersion: " + summary.dispersion());
+    System.out.println("Null Deviance: " + summary.nullDeviance());
+    System.out.println("Residual Degree Of Freedom Null: " + summary.residualDegreeOfFreedomNull());
+    System.out.println("Deviance: " + summary.deviance());
+    System.out.println("Residual Degree Of Freedom: " + summary.residualDegreeOfFreedom());
+    System.out.println("AIC: " + summary.aic());
+    System.out.println("Deviance Residuals: ");
+    summary.residuals().show();
+    // $example off$
+
+    spark.stop();
+  }
+}
diff --git a/examples/src/main/python/ml/generalized_linear_regression_example.py b/examples/src/main/python/ml/generalized_linear_regression_example.py
new file mode 100644
index 0000000000..796752a60f
--- /dev/null
+++ b/examples/src/main/python/ml/generalized_linear_regression_example.py
@@ -0,0 +1,66 @@
+#
+# 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.
+#
+
+from __future__ import print_function
+
+from pyspark.sql import SparkSession
+# $example on$
+from pyspark.ml.regression import GeneralizedLinearRegression
+# $example off$
+
+"""
+An example demonstrating generalized linear regression.
+Run with:
+  bin/spark-submit examples/src/main/python/ml/generalized_linear_regression_example.py
+"""
+
+if __name__ == "__main__":
+    spark = SparkSession\
+        .builder\
+        .appName("GeneralizedLinearRegressionExample")\
+        .getOrCreate()
+
+    # $example on$
+    # Load training data
+    dataset = spark.read.format("libsvm")\
+        .load("data/mllib/sample_linear_regression_data.txt")
+
+    glr = GeneralizedLinearRegression(family="gaussian", link="identity", maxIter=10, regParam=0.3)
+
+    # Fit the model
+    model = glr.fit(dataset)
+
+    # Print the coefficients and intercept for generalized linear regression model
+    print("Coefficients: " + str(model.coefficients))
+    print("Intercept: " + str(model.intercept))
+
+    # Summarize the model over the training set and print out some metrics
+    summary = model.summary
+    print("Coefficient Standard Errors: " + str(summary.coefficientStandardErrors))
+    print("T Values: " + str(summary.tValues))
+    print("P Values: " + str(summary.pValues))
+    print("Dispersion: " + str(summary.dispersion))
+    print("Null Deviance: " + str(summary.nullDeviance))
+    print("Residual Degree Of Freedom Null: " + str(summary.residualDegreeOfFreedomNull))
+    print("Deviance: " + str(summary.deviance))
+    print("Residual Degree Of Freedom: " + str(summary.residualDegreeOfFreedom))
+    print("AIC: " + str(summary.aic))
+    print("Deviance Residuals: ")
+    summary.residuals().show()
+    # $example off$
+
+    spark.stop()
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