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https://issues.apache.org/jira/browse/SPARK-9120?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14630585#comment-14630585
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Joseph K. Bradley commented on SPARK-9120:
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I meant that it should be implemented under ML using the more generic 
abstractions such as Transformer and Estimator.  Would that work?

More specialized abstractions analogous to Predictor and Classifier could be 
added later on.

> Add multivariate regression (or prediction) interface
> -----------------------------------------------------
>
>                 Key: SPARK-9120
>                 URL: https://issues.apache.org/jira/browse/SPARK-9120
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 1.4.0
>            Reporter: Alexander Ulanov
>             Fix For: 1.4.0
>
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> org.apache.spark.ml.regression.RegressionModel supports prediction only for a 
> single variable with a method "predict:Double" by extending the Predictor. 
> There is a need for multivariate prediction, at least for regression. I 
> propose to modify "RegressionModel" interface similarly to how it is done in 
> "ClassificationModel", which supports multiclass classification. It has 
> "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel" 
> should have something like "predictMultivariate:Vector".



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