[SPARK-8601] [ML] Add an option to disable standardization for linear regression

All compressed sensing applications, and some of the regression use-cases will have better result by turning the feature scaling off. However, if we implement this naively by training the dataset without doing any standardization, the rate of convergency will not be good. This can be implemented by still standardizing the training dataset but we penalize each component differently to get effectively the same objective function but a better numerical problem. As a result, for those columns with high variances, they will be penalized less, and vice versa. Without this, since all the features are standardized, so they will be penalized the same.

In R, there is an option for this.
standardize

Logical flag for x variable standardization, prior to fitting the model sequence. The coefficients are always returned on the original scale. Default is standardize=TRUE. If variables are in the same units already, you might not wish to standardize. See details below for y standardization with family="gaussian".

Note that the primary author for this PR is holdenk

Author: Holden Karau <holden@pigscanfly.ca>
Author: DB Tsai <dbt@netflix.com>

Closes #7875 from dbtsai/SPARK-8522 and squashes the following commits:

e856036 [DB Tsai] scala doc
596e96c [DB Tsai] minor
bbff347 [DB Tsai] naming
baa0805 [DB Tsai] touch up
d6234ba [DB Tsai] Merge branch 'master' into SPARK-8522-Disable-Linear_featureScaling-Spark-8601-in-Linear_regression
6b1dc09 [Holden Karau] Merge branch 'master' into SPARK-8522-Disable-Linear_featureScaling-Spark-8601-in-Linear_regression
332f140 [Holden Karau] Merge in master
eebe10a [Holden Karau] Use same comparision operator throughout the test
3f92935 [Holden Karau] merge
b83a41e [Holden Karau] Expand the tests and make them similar to the other PR also providing an option to disable standardization (but for LoR).
0c334a2 [Holden Karau] Remove extra line
99ce053 [Holden Karau] merge in master
e54a8a9 [Holden Karau] Fix long line
e47c574 [Holden Karau] Add support for L2 without standardization.
55d3a66 [Holden Karau] Add standardization param for linear regression
00a1dc5 [Holden Karau] Add the param to the linearregression impl