Meihua Wu created SPARK-9642:
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             Summary: LinearRegression should supported weighted data
                 Key: SPARK-9642
                 URL: https://issues.apache.org/jira/browse/SPARK-9642
             Project: Spark
          Issue Type: New Feature
          Components: ML
            Reporter: Meihua Wu


In every modeling application, data points are not necessarily sampled with 
equal probabilities. Linear regression should support weighting which account 
the over or under sampling. 




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