[SPARK-10182] [MLLIB] GeneralizedLinearModel doesn't unpersist cached data

`GeneralizedLinearModel` creates a cached RDD when building a model. It's inconvenient, since these RDDs flood the memory when building several models in a row, so useful data might get evicted from the cache.

The proposed solution is to always cache the dataset & remove the warning. There's a caveat though: input dataset gets evaluated twice, in line 270 when fitting `StandardScaler` for the first time, and when running optimizer for the second time. So, it might worth to return removed warning.

Another possible solution is to disable caching entirely & return removed warning. I don't really know what approach is better.

Author: Vyacheslav Baranov <slavik.baranov@gmail.com>

Closes #8395 from SlavikBaranov/SPARK-10182.

mllib/src/main/scala/org/apache/spark/mllib/regression/GeneralizedLinearAlgorithm.scala

@@ -359,6 +359,11 @@ abstract class GeneralizedLinearAlgorithm[M <: GeneralizedLinearModel]
         + " parent RDDs are also uncached.")
     }
 
+    // Unpersist cached data
+    if (data.getStorageLevel != StorageLevel.NONE) {
+      data.unpersist(false)
+    }
+
     createModel(weights, intercept)
   }
 }