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https://issues.apache.org/jira/browse/SPARK-21088?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16165867#comment-16165867
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Weichen Xu commented on SPARK-21088:
------------------------------------

[~dimberman] Because [~ajaysaini] is busy, I take this over. I will create PR 
once SPARK-21911 merged. Thanks!

> CrossValidator, TrainValidationSplit should collect all models when fitting: 
> Python API
> ---------------------------------------------------------------------------------------
>
>                 Key: SPARK-21088
>                 URL: https://issues.apache.org/jira/browse/SPARK-21088
>             Project: Spark
>          Issue Type: Sub-task
>          Components: ML, PySpark
>    Affects Versions: 2.2.0
>            Reporter: Joseph K. Bradley
>
> In pyspark:
> We add a parameter whether to collect the full model list when 
> CrossValidator/TrainValidationSplit training (Default is NOT, avoid the 
> change cause OOM)
> Add a method in CrossValidatorModel/TrainValidationSplitModel, allow user to 
> get the model list
> CrossValidatorModelWriter add a “option”, allow user to control whether to 
> persist the model list to disk.
> Note: when persisting the model list, use indices as the sub-model path



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