Multiline commands are properly handled in this PR. oefirouz

![screen shot 2015-05-07 at 10 53 25 pm](https://cloud.githubusercontent.com/assets/829644/7531290/02ad2fd4-f50c-11e4-8c04-e58d1a61ad69.png)

Author: Xiangrui Meng <meng@databricks.com>

Closes #6001 from mengxr/SPARK-7474 and squashes the following commits:

b94b11d [Xiangrui Meng] update ParamGridBuilder doctest