[SPARK-15136][PYSPARK][DOC] Fix links to sphinx style and add a default param doc note

## What changes were proposed in this pull request?

PyDoc links in ml are in non-standard format. Switch to standard sphinx link format for better formatted documentation. Also add a note about default value in one place. Copy some extended docs from scala for GBT

## How was this patch tested?

Built docs locally.

Author: Holden Karau <holden@us.ibm.com>

Closes #12918 from holdenk/SPARK-15137-linkify-pyspark-ml-classification.