[SPARK-19133][SPARKR][ML][BACKPORT-2.1] fix glm for Gamma, clarify glm family supported

## What changes were proposed in this pull request?

backporting to 2.1, 2.0 and 1.6

## How was this patch tested?

unit tests

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #16532 from felixcheung/rgammabackport.