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[SPARK-19133][SPARKR][ML][BACKPORT-2.1] fix glm for Gamma, clarify glm family supported
## What changes were proposed in this pull request?
backporting to 2.1, 2.0 and 1.6
## How was this patch tested?
unit tests
Author: Felix Cheung <felixcheung_m@hotmail.com>
Closes#16532 from felixcheung/rgammabackport.
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