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

    https://github.com/apache/spark/pull/7099#discussion_r33999324
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
    @@ -194,10 +203,15 @@ class LinearRegression(override val uid: String)
         if (handlePersistence) instances.unpersist()
     
         // TODO: Converts to sparse format based on the storage, but may base 
on the scoring speed.
    -    copyValues(new LinearRegressionModel(uid, weights.compressed, 
intercept))
    +    val model = new LinearRegressionModel(uid, weights.compressed, 
intercept)
    +    val trainingResults = new LinearRegressionTrainingResults(
    +      model.transform(dataset).select(model.getPredictionCol, 
model.getLabelCol),
    +      lossHistory.result())
    --- End diff --
    
    Okay, lossHistory will still be the one returned in the scaled space. It's 
not easy and meaningful to convert it into original space. 


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