[SPARK-1327] GLM needs to check addIntercept for intercept and weights

GLM needs to check addIntercept for intercept and weights. The current implementation always uses the first weight as intercept. Added a test for training without adding intercept.

JIRA: https://spark-project.atlassian.net/browse/SPARK-1327

Author: Xiangrui Meng <meng@databricks.com>

Closes #236 from mengxr/glm and squashes the following commits:

bcac1ac [Xiangrui Meng] add two tests to ensure {Lasso, Ridge}.setIntercept will throw an exceptions
a104072 [Xiangrui Meng] remove protected to be compatible with 0.9
0e57aa4 [Xiangrui Meng] update Lasso and RidgeRegression to parse the weights correctly from GLM mark createModel protected mark predictPoint protected
d7f629f [Xiangrui Meng] fix a bug in GLM when intercept is not used