[MINOR][DOC] Fixed some python snippets in mllib data types documentation.

## What changes were proposed in this pull request?

Some python snippets is using scala imports and comments.

## How was this patch tested?

Generated the docs locally with `SKIP_API=1 jekyll build` and viewed the changes in the browser.

Author: Shuai Lin <linshuai2012@gmail.com>

Closes #12869 from lins05/fix-mllib-python-snippets.

docs/mllib-data-types.md

@@ -314,12 +314,12 @@ matrices. Remember, local matrices in MLlib are stored in column-major order.
 Refer to the [`Matrix` Python docs](api/python/pyspark.mllib.html#pyspark.mllib.linalg.Matrix) and [`Matrices` Python docs](api/python/pyspark.mllib.html#pyspark.mllib.linalg.Matrices) for more details on the API.
 
 {% highlight python %}
-import org.apache.spark.mllib.linalg.{Matrix, Matrices}
+from pyspark.mllib.linalg import Matrix, Matrices
 
-// Create a dense matrix ((1.0, 2.0), (3.0, 4.0), (5.0, 6.0))
+# Create a dense matrix ((1.0, 2.0), (3.0, 4.0), (5.0, 6.0))
 dm2 = Matrices.dense(3, 2, [1, 2, 3, 4, 5, 6])
 
-// Create a sparse matrix ((9.0, 0.0), (0.0, 8.0), (0.0, 6.0))
+# Create a sparse matrix ((9.0, 0.0), (0.0, 8.0), (0.0, 6.0))
 sm = Matrices.sparse(3, 2, [0, 1, 3], [0, 2, 1], [9, 6, 8])
 {% endhighlight %}
 </div>