[MINOR][ML][PYSPARK] Fix omissive param setters which should use _set method

## What changes were proposed in this pull request?
#11939 make Python param setters use the `_set` method. This PR fix omissive ones.

## How was this patch tested?
Existing tests.

cc jkbradley sethah

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #12531 from yanboliang/setters-omissive.