Github user zhengruifeng commented on the issue:

    https://github.com/apache/spark/pull/16457
  
    Agreed. Now five algs inherit `HasWeightCol`: GLR/LoR/LiR/NB/IsotonicReg
    I found that some algs use `RDD[Instance]` in `train` : GLR/LoR/LiR 
    ```
    val instances: RDD[Instance] =
          dataset.select(col($(labelCol)), w, col($(featuresCol))).rdd.map {
            case Row(label: Double, weight: Double, features: Vector) =>
              Instance(label, weight, features)
          }
    ```
    NB can also be modified to start with `RDD[Instance]`.
    We can create a new API `extractInstance` in `Predictor` and validate 
weight in it, like the way that we check `label` in 
`extractLabeledPoints(dataset: Dataset[_], numClasses: Int)` in `Classifier`.
    For IsotonicReg, we add a validatation in `extractWeightedLabeledPoints`.
    What about this plan? @srowen @sethah @jkbradley 



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