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

    https://github.com/apache/spark/pull/16699#discussion_r98013552
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
 ---
    @@ -263,17 +288,21 @@ class GeneralizedLinearRegression @Since("2.0.0") 
(@Since("2.0.0") override val
         }
     
         val w = if (!isDefined(weightCol) || $(weightCol).isEmpty) lit(1.0) 
else col($(weightCol))
    -    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)
    +    val off = if (!isDefined(offsetCol) || $(offsetCol).isEmpty) lit(0.0) 
else col($(offsetCol))
    +    val instances: RDD[OffsetInstance] =
    +      dataset.select(col($(labelCol)), w, off, 
col($(featuresCol))).rdd.map {
    +        case Row(label: Double, weight: Double, offset: Double, features: 
Vector) =>
    +          OffsetInstance(label, weight, offset, features)
           }
     
         val model = if (familyObj == Gaussian && linkObj == Identity) {
           // TODO: Make standardizeFeatures and standardizeLabel configurable.
    +      val wlsInstances: RDD[Instance] = instances.map { instance =>
    +        Instance(instance.label - instance.offset, instance.weight, 
instance.features)
    --- End diff --
    
    another thing you can do, if you don't want to change the hierarchy, is to 
move the initialization of instances inside the if/else.  Then, for 
weightedleastsquares, you can just create RDD[Instance], but for IRLS weighted 
instances.


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