[SPARK-14971][ML][PYSPARK] PySpark ML Params setter code clean up

## What changes were proposed in this pull request?
PySpark ML Params setter code clean up.
For examples,
```setInputCol``` can be simplified from
```
self._set(inputCol=value)
return self
```
to:
```
return self._set(inputCol=value)
```
This is a pretty big sweeps, and we cleaned wherever possible.
## How was this patch tested?
Exist unit tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #12749 from yanboliang/spark-14971.

2 files changed, 30 insertions, 60 deletions

diff --git a/python/pyspark/ml/param/_shared_params_code_gen.py b/python/pyspark/ml/param/_shared_params_code_gen.py
index a2acf956bc..12f14534f4 100644
--- a/python/pyspark/ml/param/_shared_params_code_gen.py
+++ b/python/pyspark/ml/param/_shared_params_code_gen.py
@@ -85,8 +85,7 @@ def _gen_param_code(name, doc, defaultValueStr):
         """
         Sets the value of :py:attr:`$name`.
         """
-        self._set($name=value)
-        return self
+        return self._set($name=value)
 
     def get$Name(self):
         """
diff --git a/python/pyspark/ml/param/shared.py b/python/pyspark/ml/param/shared.py
index 538c0b718a..9ed63e48ae 100644
--- a/python/pyspark/ml/param/shared.py
+++ b/python/pyspark/ml/param/shared.py
@@ -34,8 +34,7 @@ class HasMaxIter(Params):
         """
         Sets the value of :py:attr:`maxIter`.
         """
-        self._set(maxIter=value)
-        return self
+        return self._set(maxIter=value)
 
     def getMaxIter(self):
         """
@@ -58,8 +57,7 @@ class HasRegParam(Params):
         """
         Sets the value of :py:attr:`regParam`.
         """
-        self._set(regParam=value)
-        return self
+        return self._set(regParam=value)
 
     def getRegParam(self):
         """
@@ -83,8 +81,7 @@ class HasFeaturesCol(Params):
         """
         Sets the value of :py:attr:`featuresCol`.
         """
-        self._set(featuresCol=value)
-        return self
+        return self._set(featuresCol=value)
 
     def getFeaturesCol(self):
         """
@@ -108,8 +105,7 @@ class HasLabelCol(Params):
         """
         Sets the value of :py:attr:`labelCol`.
         """
-        self._set(labelCol=value)
-        return self
+        return self._set(labelCol=value)
 
     def getLabelCol(self):
         """
@@ -133,8 +129,7 @@ class HasPredictionCol(Params):
         """
         Sets the value of :py:attr:`predictionCol`.
         """
-        self._set(predictionCol=value)
-        return self
+        return self._set(predictionCol=value)
 
     def getPredictionCol(self):
         """
@@ -158,8 +153,7 @@ class HasProbabilityCol(Params):
         """
         Sets the value of :py:attr:`probabilityCol`.
         """
-        self._set(probabilityCol=value)
-        return self
+        return self._set(probabilityCol=value)
 
     def getProbabilityCol(self):
         """
@@ -183,8 +177,7 @@ class HasRawPredictionCol(Params):
         """
         Sets the value of :py:attr:`rawPredictionCol`.
         """
-        self._set(rawPredictionCol=value)
-        return self
+        return self._set(rawPredictionCol=value)
 
     def getRawPredictionCol(self):
         """
@@ -207,8 +200,7 @@ class HasInputCol(Params):
         """
         Sets the value of :py:attr:`inputCol`.
         """
-        self._set(inputCol=value)
-        return self
+        return self._set(inputCol=value)
 
     def getInputCol(self):
         """
@@ -231,8 +223,7 @@ class HasInputCols(Params):
         """
         Sets the value of :py:attr:`inputCols`.
         """
-        self._set(inputCols=value)
-        return self
+        return self._set(inputCols=value)
 
     def getInputCols(self):
         """
@@ -256,8 +247,7 @@ class HasOutputCol(Params):
         """
         Sets the value of :py:attr:`outputCol`.
         """
-        self._set(outputCol=value)
-        return self
+        return self._set(outputCol=value)
 
     def getOutputCol(self):
         """
@@ -280,8 +270,7 @@ class HasNumFeatures(Params):
         """
         Sets the value of :py:attr:`numFeatures`.
         """
-        self._set(numFeatures=value)
-        return self
+        return self._set(numFeatures=value)
 
     def getNumFeatures(self):
         """
@@ -304,8 +293,7 @@ class HasCheckpointInterval(Params):
         """
         Sets the value of :py:attr:`checkpointInterval`.
         """
-        self._set(checkpointInterval=value)
-        return self
+        return self._set(checkpointInterval=value)
 
     def getCheckpointInterval(self):
         """
@@ -329,8 +317,7 @@ class HasSeed(Params):
         """
         Sets the value of :py:attr:`seed`.
         """
-        self._set(seed=value)
-        return self
+        return self._set(seed=value)
 
     def getSeed(self):
         """
@@ -353,8 +340,7 @@ class HasTol(Params):
         """
         Sets the value of :py:attr:`tol`.
         """
-        self._set(tol=value)
-        return self
+        return self._set(tol=value)
 
     def getTol(self):
         """
@@ -377,8 +363,7 @@ class HasStepSize(Params):
         """
         Sets the value of :py:attr:`stepSize`.
         """
-        self._set(stepSize=value)
-        return self
+        return self._set(stepSize=value)
 
     def getStepSize(self):
         """
@@ -401,8 +386,7 @@ class HasHandleInvalid(Params):
         """
         Sets the value of :py:attr:`handleInvalid`.
         """
-        self._set(handleInvalid=value)
-        return self
+        return self._set(handleInvalid=value)
 
     def getHandleInvalid(self):
         """
@@ -426,8 +410,7 @@ class HasElasticNetParam(Params):
         """
         Sets the value of :py:attr:`elasticNetParam`.
         """
-        self._set(elasticNetParam=value)
-        return self
+        return self._set(elasticNetParam=value)
 
     def getElasticNetParam(self):
         """
@@ -451,8 +434,7 @@ class HasFitIntercept(Params):
         """
         Sets the value of :py:attr:`fitIntercept`.
         """
-        self._set(fitIntercept=value)
-        return self
+        return self._set(fitIntercept=value)
 
     def getFitIntercept(self):
         """
@@ -476,8 +458,7 @@ class HasStandardization(Params):
         """
         Sets the value of :py:attr:`standardization`.
         """
-        self._set(standardization=value)
-        return self
+        return self._set(standardization=value)
 
     def getStandardization(self):
         """
@@ -500,8 +481,7 @@ class HasThresholds(Params):
         """
         Sets the value of :py:attr:`thresholds`.
         """
-        self._set(thresholds=value)
-        return self
+        return self._set(thresholds=value)
 
     def getThresholds(self):
         """
@@ -524,8 +504,7 @@ class HasWeightCol(Params):
         """
         Sets the value of :py:attr:`weightCol`.
         """
-        self._set(weightCol=value)
-        return self
+        return self._set(weightCol=value)
 
     def getWeightCol(self):
         """
@@ -549,8 +528,7 @@ class HasSolver(Params):
         """
         Sets the value of :py:attr:`solver`.
         """
-        self._set(solver=value)
-        return self
+        return self._set(solver=value)
 
     def getSolver(self):
         """
@@ -573,8 +551,7 @@ class HasVarianceCol(Params):
         """
         Sets the value of :py:attr:`varianceCol`.
         """
-        self._set(varianceCol=value)
-        return self
+        return self._set(varianceCol=value)
 
     def getVarianceCol(self):
         """
@@ -603,8 +580,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`maxDepth`.
         """
-        self._set(maxDepth=value)
-        return self
+        return self._set(maxDepth=value)
 
     def getMaxDepth(self):
         """
@@ -616,8 +592,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`maxBins`.
         """
-        self._set(maxBins=value)
-        return self
+        return self._set(maxBins=value)
 
     def getMaxBins(self):
         """
@@ -629,8 +604,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`minInstancesPerNode`.
         """
-        self._set(minInstancesPerNode=value)
-        return self
+        return self._set(minInstancesPerNode=value)
 
     def getMinInstancesPerNode(self):
         """
@@ -642,8 +616,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`minInfoGain`.
         """
-        self._set(minInfoGain=value)
-        return self
+        return self._set(minInfoGain=value)
 
     def getMinInfoGain(self):
         """
@@ -655,8 +628,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`maxMemoryInMB`.
         """
-        self._set(maxMemoryInMB=value)
-        return self
+        return self._set(maxMemoryInMB=value)
 
     def getMaxMemoryInMB(self):
         """
@@ -668,8 +640,7 @@ class DecisionTreeParams(Params):
         """
         Sets the value of :py:attr:`cacheNodeIds`.
         """
-        self._set(cacheNodeIds=value)
-        return self
+        return self._set(cacheNodeIds=value)
 
     def getCacheNodeIds(self):
         """