Github user imatiach-msft commented on a diff in the pull request:

    https://github.com/apache/spark/pull/16699#discussion_r97870619
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/optim/IterativelyReweightedLeastSquares.scala
 ---
    @@ -20,6 +20,7 @@ package org.apache.spark.ml.optim
     import org.apache.spark.internal.Logging
     import org.apache.spark.ml.feature.Instance
     import org.apache.spark.ml.linalg._
    +import org.apache.spark.ml.regression.GLRInstance
    --- End diff --
    
    this is a bit strange - you are using the GLRInstance that you added to 
specifically GeneralizedLinearRegression.scala in the more generic optimizer 
IterativelyReweightedLeastSquares.scala.  It doesn't seem right for this file 
to depend on anything in the regression directory, it should really be the 
other way around.
    I'm wondering if either:
    1.) We can move the GLRInstance to a more generic place
    2.) OR add it to Instance.scala as a separate case class eg "OffsetInstance"
    3.) OR keep the offset a separate value



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