[SPARK-2399] Add support for LZ4 compression.

Based on Greg Bowyer's patch from JIRA https://issues.apache.org/jira/browse/SPARK-2399

Author: Reynold Xin <rxin@apache.org>

Closes #1416 from rxin/lz4 and squashes the following commits:

6c8fefe [Reynold Xin] Fixed typo.
8a14d38 [Reynold Xin] [SPARK-2399] Add support for LZ4 compression.
[SPARK-2477][MLlib] Using appendBias for adding intercept in GeneralizedLinearAlgorithm

Instead of using prependOne currently in GeneralizedLinearAlgorithm, we would like to use appendBias for 1) keeping the indices of original training set unchanged by adding the intercept into the last element of vector and 2) using the same public API for consistently adding intercept.

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #1410 from dbtsai/SPARK-2477_intercept_with_appendBias and squashes the following commits:

011432c [DB Tsai] From Alpine Data Labs
Update README.md to include a slightly more informative project description.

(cherry picked from commit 401083be9f010f95110a819a49837ecae7d9c4ec)
Signed-off-by: Reynold Xin <rxin@apache.org>
README update: added "for Big Data".