[SPARK-2550][MLLIB][APACHE SPARK] Support regularization and intercept in pyspark's linear methods.

Related to issue: [SPARK-2550](https://issues.apache.org/jira/browse/SPARK-2550?jql=project%20%3D%20SPARK%20AND%20resolution%20%3D%20Unresolved%20AND%20priority%20%3D%20Major%20ORDER%20BY%20key%20DESC).
@miccagiann It may be easier if you send the string directly to `PythonMLLibAPI().trainLinearRegressionModelWithSGD` and implement the logic there.