As discussed in the RC3 vote thread, we should mention the change of objective in linear regression in the migration guide. srowen

Author: Xiangrui Meng <meng@databricks.com>

Closes #4978 from mengxr/SPARK-6278 and squashes the following commits:

fb3bbe6 [Xiangrui Meng] mention regularization parameter
bfd6cff [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-6278
375fd09 [Xiangrui Meng] address Sean's comments
f87ae71 [Xiangrui Meng] mention step size change