[SPARK-14829][MLLIB] Deprecate GLM APIs using SGD

## What changes were proposed in this pull request?
According to the [SPARK-14829](https://issues.apache.org/jira/browse/SPARK-14829), deprecate API of LogisticRegression and LinearRegression using SGD

## How was this patch tested?
manual tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #12596 from zhengruifeng/deprecate_sgd.

4 files changed, 12 insertions, 0 deletions

diff --git a/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala b/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala
index f10570e662..1d25a58e0f 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala
@@ -206,6 +206,7 @@ object LogisticRegressionModel extends Loader[LogisticRegressionModel] {
  * Using [[LogisticRegressionWithLBFGS]] is recommended over this.
  */
 @Since("0.8.0")
+@deprecated("Use ml.classification.LogisticRegression or LogisticRegressionWithLBFGS", "2.0.0")
 class LogisticRegressionWithSGD private[mllib] (
     private var stepSize: Double,
     private var numIterations: Int,
@@ -240,6 +241,7 @@ class LogisticRegressionWithSGD private[mllib] (
  * NOTE: Labels used in Logistic Regression should be {0, 1}
  */
 @Since("0.8.0")
+@deprecated("Use ml.classification.LogisticRegression or LogisticRegressionWithLBFGS", "2.0.0")
 object LogisticRegressionWithSGD {
   // NOTE(shivaram): We use multiple train methods instead of default arguments to support
   // Java programs.
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala b/mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala
index d55e5dfdaa..ef8c80f0cb 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala
@@ -85,6 +85,8 @@ object LassoModel extends Loader[LassoModel] {
  * See also the documentation for the precise formulation.
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression with elasticNetParam = 1.0. Note the default " +
+  "regParam is 0.01 for LassoWithSGD, but is 0.0 for LinearRegression.", "2.0.0")
 class LassoWithSGD private (
     private var stepSize: Double,
     private var numIterations: Int,
@@ -118,6 +120,8 @@ class LassoWithSGD private (
  *
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression with elasticNetParam = 1.0. Note the default " +
+  "regParam is 0.01 for LassoWithSGD, but is 0.0 for LinearRegression.", "2.0.0")
 object LassoWithSGD {
 
   /**
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/regression/LinearRegression.scala b/mllib/src/main/scala/org/apache/spark/mllib/regression/LinearRegression.scala
index e754e74492..9e9d98bc5e 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/regression/LinearRegression.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/regression/LinearRegression.scala
@@ -86,6 +86,7 @@ object LinearRegressionModel extends Loader[LinearRegressionModel] {
  * See also the documentation for the precise formulation.
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression or LBFGS", "2.0.0")
 class LinearRegressionWithSGD private[mllib] (
     private var stepSize: Double,
     private var numIterations: Int,
@@ -119,6 +120,7 @@ class LinearRegressionWithSGD private[mllib] (
  *
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression or LBFGS", "2.0.0")
 object LinearRegressionWithSGD {
 
   /**
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala b/mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala
index 0a44ff559d..512fb9a712 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala
@@ -86,6 +86,8 @@ object RidgeRegressionModel extends Loader[RidgeRegressionModel] {
  * See also the documentation for the precise formulation.
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression with elasticNetParam = 0.0. Note the default " +
+  "regParam is 0.01 for RidgeRegressionWithSGD, but is 0.0 for LinearRegression.", "2.0.0")
 class RidgeRegressionWithSGD private (
     private var stepSize: Double,
     private var numIterations: Int,
@@ -119,6 +121,8 @@ class RidgeRegressionWithSGD private (
  *
  */
 @Since("0.8.0")
+@deprecated("Use ml.regression.LinearRegression with elasticNetParam = 0.0. Note the default " +
+  "regParam is 0.01 for RidgeRegressionWithSGD, but is 0.0 for LinearRegression.", "2.0.0")
 object RidgeRegressionWithSGD {
 
   /**