[SPARK-17197][ML][PYSPARK] PySpark LiR/LoR supports tree aggregation level configurable.

## What changes were proposed in this pull request?
[SPARK-17090](https://issues.apache.org/jira/browse/SPARK-17090) makes tree aggregation level in LiR/LoR configurable, this PR makes PySpark support this function.

## How was this patch tested?
Since ```aggregationDepth``` is an expert param, I'm not prefer to test it in doctest which is also used for example. Here is the offline test result:
![image](https://cloud.githubusercontent.com/assets/1962026/17879457/f83d7760-68a6-11e6-9936-d0a884d5d6ec.png)

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #14766 from yanboliang/spark-17197.

1 files changed, 24 insertions, 0 deletions

diff --git a/python/pyspark/ml/param/shared.py b/python/pyspark/ml/param/shared.py
index c5ccf81540..24af07afc7 100644
--- a/python/pyspark/ml/param/shared.py
+++ b/python/pyspark/ml/param/shared.py
@@ -560,6 +560,30 @@ class HasVarianceCol(Params):
         return self.getOrDefault(self.varianceCol)
 
 
+class HasAggregationDepth(Params):
+    """
+    Mixin for param aggregationDepth: suggested depth for treeAggregate (>= 2).
+    """
+
+    aggregationDepth = Param(Params._dummy(), "aggregationDepth", "suggested depth for treeAggregate (>= 2).", typeConverter=TypeConverters.toInt)
+
+    def __init__(self):
+        super(HasAggregationDepth, self).__init__()
+        self._setDefault(aggregationDepth=2)
+
+    def setAggregationDepth(self, value):
+        """
+        Sets the value of :py:attr:`aggregationDepth`.
+        """
+        return self._set(aggregationDepth=value)
+
+    def getAggregationDepth(self):
+        """
+        Gets the value of aggregationDepth or its default value.
+        """
+        return self.getOrDefault(self.aggregationDepth)
+
+
 class DecisionTreeParams(Params):
     """
     Mixin for Decision Tree parameters.