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https://issues.apache.org/jira/browse/SPARK-9642?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14721801#comment-14721801
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Meihua Wu commented on SPARK-9642:
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[~sethah] Thank you for your help. I worked on this and have a draft version,
which makes use of a few components in the PR for a similar issue of logistics
regression (https://issues.apache.org/jira/browse/SPARK-7685). I am planning to
send a PR after the issue 7685 is resolved.
> 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
> Labels: 1.6
>
> In many 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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