[SPARK-11367][ML][PYSPARK] Python LinearRegression should support setting solver

[SPARK-10668](https://issues.apache.org/jira/browse/SPARK-10668) has provided ```WeightedLeastSquares``` solver("normal") in ```LinearRegression``` with L2 regularization in Scala and R, Python ML ```LinearRegression``` should also support setting solver("auto", "normal", "l-bfgs")

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #9328 from yanboliang/spark-11367.

2 files changed, 31 insertions, 1 deletions

diff --git a/python/pyspark/ml/param/_shared_params_code_gen.py b/python/pyspark/ml/param/_shared_params_code_gen.py
index 7143d56330..070c5db01a 100644
--- a/python/pyspark/ml/param/_shared_params_code_gen.py
+++ b/python/pyspark/ml/param/_shared_params_code_gen.py
@@ -135,7 +135,9 @@ if __name__ == "__main__":
          "values >= 0. The class with largest value p/t is predicted, where p is the original " +
          "probability of that class and t is the class' threshold.", None),
         ("weightCol", "weight column name. If this is not set or empty, we treat " +
-         "all instance weights as 1.0.", None)]
+         "all instance weights as 1.0.", None),
+        ("solver", "the solver algorithm for optimization. If this is not set or empty, " +
+         "default value is 'auto'.", "'auto'")]
 
     code = []
     for name, doc, defaultValueStr in shared:
diff --git a/python/pyspark/ml/param/shared.py b/python/pyspark/ml/param/shared.py
index 3a58ac87d6..4bdf2a8cc5 100644
--- a/python/pyspark/ml/param/shared.py
+++ b/python/pyspark/ml/param/shared.py
@@ -597,6 +597,34 @@ class HasWeightCol(Params):
         return self.getOrDefault(self.weightCol)
 
 
+class HasSolver(Params):
+    """
+    Mixin for param solver: the solver algorithm for optimization. If this is not set or empty, default value is 'auto'.
+    """
+
+    # a placeholder to make it appear in the generated doc
+    solver = Param(Params._dummy(), "solver", "the solver algorithm for optimization. If this is not set or empty, default value is 'auto'.")
+
+    def __init__(self):
+        super(HasSolver, self).__init__()
+        #: param for the solver algorithm for optimization. If this is not set or empty, default value is 'auto'.
+        self.solver = Param(self, "solver", "the solver algorithm for optimization. If this is not set or empty, default value is 'auto'.")
+        self._setDefault(solver='auto')
+
+    def setSolver(self, value):
+        """
+        Sets the value of :py:attr:`solver`.
+        """
+        self._paramMap[self.solver] = value
+        return self
+
+    def getSolver(self):
+        """
+        Gets the value of solver or its default value.
+        """
+        return self.getOrDefault(self.solver)
+
+
 class DecisionTreeParams(Params):
     """
     Mixin for Decision Tree parameters.