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https://issues.apache.org/jira/browse/SPARK-6004?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14337793#comment-14337793
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Joseph K. Bradley commented on SPARK-6004:
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If validation is not being done, we should return the full model.  It would be 
strange if users were unable to get the full model.

> Pick the best model when training GradientBoostedTrees with validation
> ----------------------------------------------------------------------
>
>                 Key: SPARK-6004
>                 URL: https://issues.apache.org/jira/browse/SPARK-6004
>             Project: Spark
>          Issue Type: Improvement
>          Components: MLlib
>            Reporter: Liang-Chi Hsieh
>            Priority: Minor
>
> Since the validation error does not change monotonically, in practice, it 
> should be proper to pick the best model when training GradientBoostedTrees 
> with validation instead of stopping it early.



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