TST: Added glm test for Python

tests/python/test_models.py

@@ -0,0 +1,15 @@
+import numpy as np
+import xgboost as xgb
+
+dpath = 'demo/data/'
+
+def test_glm():
+	dtrain = xgb.DMatrix('../data/agaricus.txt.train')
+	dtest = xgb.DMatrix('../data/agaricus.txt.test')
+	param = {'silent':1, 'objective':'binary:logistic', 'booster':'gblinear',
+         'alpha': 0.0001, 'lambda': 1 }
+    watchlist  = [(dtest,'eval'), (dtrain,'train')]
+	num_round = 4
+	bst = xgb.train(param, dtrain, num_round, watchlist)
+	preds = bst.predict(dtest)
+	labels = dtest.get_label()