Github user WeichenXu123 commented on a diff in the pull request:

    https://github.com/apache/spark/pull/19122#discussion_r136850665
  
    --- Diff: python/pyspark/ml/tuning.py ---
    @@ -255,18 +257,23 @@ def _fit(self, dataset):
             randCol = self.uid + "_rand"
             df = dataset.select("*", rand(seed).alias(randCol))
             metrics = [0.0] * numModels
    +
    +        pool = ThreadPool(processes=min(self.getParallelism(), numModels))
    +
             for i in range(nFolds):
                 validateLB = i * h
                 validateUB = (i + 1) * h
                 condition = (df[randCol] >= validateLB) & (df[randCol] < 
validateUB)
    -            validation = df.filter(condition)
    +            validation = df.filter(condition).cache()
    --- End diff --
    
    Here maybe need a discussion.
    Currently in pyspark it both do not cache `train dataset` and `validation 
dataset` but in scala impl it cache both of them.
    But I prefer cache `validation dataset` but do not cache `train dataset`, 
because the size of `validation dataset` is only `1/numFolds` of input dataset, 
it deserve caching otherwise it will scan input dataset again. But the size 
`train dataset` is `(numFolds - 1)/numFolds` of input dataset. We can directly 
scan from input dataset to generate the `train dataset` and won't slow down too 
much.
    @BryanCutler @MLnick What do you think about it ? Thanks!


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