[JVM] Add LabeledPoint read support

fix

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala

@@ -17,7 +17,7 @@
 package ml.dmlc.xgboost4j.scala
 
 import _root_.scala.collection.JavaConverters._
-
+import ml.dmlc.xgboost4j.LabeledPoint
 import ml.dmlc.xgboost4j.java.{DMatrix => JDMatrix, DataBatch, XGBoostError}
 
 class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
@@ -31,6 +31,17 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     this(new JDMatrix(dataPath))
   }
 
+  /**
+    *  init DMatrix from Iterator of LabeledPoint
+    *
+    * @param dataIter An iterator of LabeledPoint
+    * @param cacheInfo  Cache path information, used for external memory setting, can be null.
+    * @throws XGBoostError native error
+    */
+  def this(dataIter: Iterator[LabeledPoint], cacheInfo: String) {
+    this(new JDMatrix(dataIter.asJava, cacheInfo))
+  }
+
   /**
    * create DMatrix from sparse matrix
    *
@@ -44,10 +55,6 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     this(new JDMatrix(headers, indices, data, st))
   }
 
-  private[xgboost4j] def this(dataBatches: Iterator[DataBatch]) {
-    this(new JDMatrix(dataBatches.asJava, null))
-  }
-
   /**
    * create DMatrix from dense matrix
    *