[SPARK-13545][MLLIB][PYSPARK] Make MLlib LogisticRegressionWithLBFGS's default parameters consistent in Scala and Python

## What changes were proposed in this pull request?
* The default value of ```regParam``` of PySpark MLlib ```LogisticRegressionWithLBFGS``` should be consistent with Scala which is ```0.0```. (This is also consistent with ML ```LogisticRegression```.)
* BTW, if we use a known updater(L1 or L2) for binary classification, ```LogisticRegressionWithLBFGS``` will call the ML implementation. We should update the API doc to clarifying ```numCorrections``` will have no effect if we fall into that route.
* Make a pass for all parameters of ```LogisticRegressionWithLBFGS```, others are set properly.

cc mengxr dbtsai
## How was this patch tested?
No new tests, it should pass all current tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #11424 from yanboliang/spark-13545.

1 files changed, 4 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 c3882606d7..f807b5683c 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
@@ -408,6 +408,10 @@ class LogisticRegressionWithLBFGS
    * defaults to the mllib implementation. If more than two classes
    * or feature scaling is disabled, always uses mllib implementation.
    * Uses user provided weights.
+   *
+   * In the ml LogisticRegression implementation, the number of corrections
+   * used in the LBFGS update can not be configured. So `optimizer.setNumCorrections()`
+   * will have no effect if we fall into that route.
    */
   override def run(input: RDD[LabeledPoint], initialWeights: Vector): LogisticRegressionModel = {
     run(input, initialWeights, userSuppliedWeights = true)