[SPARK-2434][MLlib]: Warning messages that point users to original MLlib implementations added to Examples

[SPARK-2434][MLlib]: Warning messages that refer users to the original MLlib implementations of some popular example machine learning algorithms added both in the comments and the code. The following examples have been modified:
Scala:
* LocalALS
* LocalFileLR
* LocalKMeans
* LocalLP
* SparkALS
* SparkHdfsLR
* SparkKMeans
* SparkLR
Python:
 * kmeans.py
 * als.py
 * logistic_regression.py
print >> sys.stderr, """WARNING` (output to stderr) This block should be under the `Usage` block because `print` is part of the execution, which should come after doc.

Only capitalizing `WARNING` or shorter `WARN` should be sufficient. It is hard to read with all uppercase letters.