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

    https://github.com/apache/spark/pull/19994#discussion_r157391801
  
    --- Diff: python/pyspark/ml/tests.py ---
    @@ -1725,6 +1725,27 @@ def test_offset(self):
             self.assertTrue(np.isclose(model.intercept, -1.561613, atol=1E-4))
     
     
    +class LinearRegressionTest(SparkSessionTestCase):
    +
    +    def test_linear_regression_with_huber_loss(self):
    +
    +        data_path = "data/mllib/sample_linear_regression_data.txt"
    +        df = self.spark.read.format("libsvm").load(data_path)
    +
    +        lir = LinearRegression(loss="huber")
    --- End diff --
    
    The testcase should include `setEpsilon`


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