SPARK-1689: Spark application should die when removed by Master

scheduler.error() will mask the error if there are active tasks. Being removed is a cataclysmic event for Spark applications, and should probably be treated as such.

Author: Aaron Davidson <aaron@databricks.com>

Closes #832 from aarondav/i-love-u and squashes the following commits:

9f1200f [Aaron Davidson] SPARK-1689: Spark application should die when removed by Master
[SPARK-1874][MLLIB] Clean up MLlib sample data

1. Added synthetic datasets for `MovieLensALS`, `LinearRegression`, `BinaryClassification`.
2. Embedded instructions in the help message of those example apps.

Per discussion with Matei on the JIRA page, new example data is under `data/mllib`.

Author: Xiangrui Meng <meng@databricks.com>

Closes #833 from mengxr/mllib-sample-data and squashes the following commits:

59f0a18 [Xiangrui Meng] add sample binary classification data
3c2f92f [Xiangrui Meng] add linear regression data
050f1ca [Xiangrui Meng] add a sample dataset for MovieLensALS example