[SPARK-18633][ML][EXAMPLE] Add multiclass logistic regression summary python example and document

## What changes were proposed in this pull request?
Logistic Regression summary is added in Python API. We need to add example and document for summary.

The newly added example is consistent with Scala and Java examples.

## How was this patch tested?

Manually tests: Run the example with spark-submit; copy & paste code into pyspark; build document and check the document.

Author: wm624@hotmail.com <wm624@hotmail.com>

Closes #16064 from wangmiao1981/py.

(cherry picked from commit aad11209)
Signed-off-by: Joseph K. Bradley <joseph@databricks.com>

docs/ml-classification-regression.md

@@ -114,9 +114,15 @@ Continuing the earlier example:
 {% include_example java/org/apache/spark/examples/ml/JavaLogisticRegressionSummaryExample.java %}
 </div>
 
-<!--- TODO: Add python model summaries once implemented -->
 <div data-lang="python" markdown="1">
-Logistic regression model summary is not yet supported in Python.
+[`LogisticRegressionTrainingSummary`](api/python/pyspark.ml.html#pyspark.ml.classification.LogisticRegressionSummary)
+provides a summary for a
+[`LogisticRegressionModel`](api/python/pyspark.ml.html#pyspark.ml.classification.LogisticRegressionModel).
+Currently, only binary classification is supported. Support for multiclass model summaries will be added in the future.
+
+Continuing the earlier example:
+
+{% include_example python/ml/logistic_regression_summary_example.py %}
 </div>
 
 </div>

examples/src/main/python/ml/logistic_regression_summary_example.py

+#
+# Licensed to the Apache Software Foundation (ASF) under one or more
+# contributor license agreements.  See the NOTICE file distributed with
+# this work for additional information regarding copyright ownership.
+# The ASF licenses this file to You under the Apache License, Version 2.0
+# (the "License"); you may not use this file except in compliance with
+# the License.  You may obtain a copy of the License at
+#
+#    http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+#
+
+from __future__ import print_function
+
+# $example on$
+from pyspark.ml.classification import LogisticRegression
+# $example off$
+from pyspark.sql import SparkSession
+
+"""
+An example demonstrating Logistic Regression Summary.
+Run with:
+  bin/spark-submit examples/src/main/python/ml/logistic_regression_summary_example.py
+"""
+
+if __name__ == "__main__":
+    spark = SparkSession \
+        .builder \
+        .appName("LogisticRegressionSummary") \
+        .getOrCreate()
+
+    # Load training data
+    training = spark.read.format("libsvm").load("data/mllib/sample_libsvm_data.txt")
+
+    lr = LogisticRegression(maxIter=10, regParam=0.3, elasticNetParam=0.8)
+
+    # Fit the model
+    lrModel = lr.fit(training)
+
+    # $example on$
+    # Extract the summary from the returned LogisticRegressionModel instance trained
+    # in the earlier example
+    trainingSummary = lrModel.summary
+
+    # Obtain the objective per iteration
+    objectiveHistory = trainingSummary.objectiveHistory
+    print("objectiveHistory:")
+    for objective in objectiveHistory:
+        print(objective)
+
+    # Obtain the receiver-operating characteristic as a dataframe and areaUnderROC.
+    trainingSummary.roc.show()
+    print("areaUnderROC: " + str(trainingSummary.areaUnderROC))
+
+    # Set the model threshold to maximize F-Measure
+    fMeasure = trainingSummary.fMeasureByThreshold
+    maxFMeasure = fMeasure.groupBy().max('F-Measure').select('max(F-Measure)').head()
+    bestThreshold = fMeasure.where(fMeasure['F-Measure'] == maxFMeasure['max(F-Measure)']) \
+        .select('threshold').head()['threshold']
+    lr.setThreshold(bestThreshold)
+    # $example off$
+
+    spark.stop()