[SPARK-1260]: faster construction of features with intercept

The current implementation uses `Array(1.0, features: _*)` to construct a new array with intercept. This is not efficient for big arrays because `Array.apply` uses a for loop that iterates over the arguments. `Array.+:` is a better choice here.

Also, I don't see a reason to set initial weights to ones. So I set them to zeros.

JIRA: https://spark-project.atlassian.net/browse/SPARK-1260