## What changes were proposed in this pull request?

Add Python API for multinomial logistic regression.

- add `family` param in python api.
- expose `coefficientMatrix` and `interceptVector` for `LogisticRegressionModel`
- add python-side testcase for multinomial logistic regression
- update python doc.

## How was this patch tested?

existing and added doc tests.

Author: WeichenXu <WeichenXu123@outlook.com>

Closes #14852 from WeichenXu123/add_MLOR_python.