## What changes were proposed in this pull request?
Several cleanup and improvements for ```spark.logit```:
* ```summary``` should return coefficients matrix, and should output labels for each class if the model is multinomial logistic regression model.
* ```summary``` should not return ```areaUnderROC, roc, pr, ...```, since most of them are DataFrame which are less important for R users. Meanwhile, these metrics ignore instance weights (setting all to 1.0) which will be changed in later Spark version. In case it will introduce breaking changes, we do not expose them currently.
* SparkR test improvement: comparing the training result with native R glmnet.
* Remove argument ```aggregationDepth``` from ```spark.logit```, since it's an expert Param(related with Spark architecture and job execution) that would be used rarely by R users.
## How was this patch tested?
Unit tests.
The ```summary``` output after this change:
multinomial logistic regression:
```
> df <- suppressWarnings(createDataFrame(iris))
> model <- spark.logit(df, Species ~ ., regParam = 0.5)
> summary(model)
$coefficients
versicolor virginica setosa
(Intercept) 1.514031 -2.609108 1.095077
Sepal_Length 0.02511006 0.2649821 -0.2900921
Sepal_Width -0.5291215 -0.02016446 0.549286
Petal_Length 0.03647411 0.1544119 -0.190886
Petal_Width 0.000236092 0.4195804 -0.4198165
```
binomial logistic regression:
```
> df <- suppressWarnings(createDataFrame(iris))
> training <- df[df$Species %in% c("versicolor", "virginica"), ]
> model <- spark.logit(training, Species ~ ., regParam = 0.5)
> summary(model)
$coefficients
Estimate
(Intercept) -6.053815
Sepal_Length 0.2449379
Sepal_Width 0.1648321
Petal_Length 0.4730718
Petal_Width 1.031947
```
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#16117 from yanboliang/spark-18686.
90b59d1bf2