[SPARK-14971][ML][PYSPARK] PySpark ML Params setter code clean up

## What changes were proposed in this pull request?
PySpark ML Params setter code clean up.
For examples,
```setInputCol``` can be simplified from
```
self._set(inputCol=value)
return self
```
to:
```
return self._set(inputCol=value)
```
This is a pretty big sweeps, and we cleaned wherever possible.
## How was this patch tested?
Exist unit tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #12749 from yanboliang/spark-14971.