Github user dbtsai commented on the issue:

    https://github.com/apache/spark/pull/17715
  
    LGTM. Merged into master and branch-2.2
    
    Thanks @yanboliang for delivering this big feature which is very useful for 
many practical use-cases in the industry. 
    
    Thanks @WeichenXu123 for fixing bugs in Breeze which we use as optimization 
building block at Spark ML. 


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