zhengruifeng created SPARK-28399:
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             Summary: Impl RobustScaler
                 Key: SPARK-28399
                 URL: https://issues.apache.org/jira/browse/SPARK-28399
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 3.0.0
            Reporter: zhengruifeng


RobustScaler is a kind of widely-used scaler, which use median/IQR to replace 
mean/std in StandardScaler. It can produce stable result that are much more 
robust to outliers. It is already a part of 
[Scikit-Learn|https://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.RobustScaler.html#sklearn.preprocessing.RobustScaler].

So far, it is now implemented in ML.

I encounter a practical case that need this feature, and notice that other 
users also wanted this function in SPARK-17934, so I am to add it in ML.



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