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

    https://github.com/apache/spark/pull/18554#discussion_r126863072
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/classification/OneVsRest.scala ---
    @@ -317,7 +318,12 @@ final class OneVsRest @Since("1.4.0") (
         val numClasses = 
MetadataUtils.getNumClasses(labelSchema).fold(computeNumClasses())(identity)
         instr.logNumClasses(numClasses)
     
    -    val multiclassLabeled = dataset.select($(labelCol), $(featuresCol))
    +    val multiclassLabeled = getClassifier match {
    +      // SPARK-21306: cache weightCol if necessary
    +      case c: HasWeightCol if c.isDefined(c.weightCol) && 
c.getWeightCol.nonEmpty =>
    +        dataset.select($(labelCol), $(featuresCol), c.getWeightCol)
    +      case _ => dataset.select($(labelCol), $(featuresCol))
    +    }
    --- End diff --
    
    Hi, @yanboliang . As @MLnick said, no all classifiers inherits 
HasWeightCol, so it might cause confusion.
    
    In my opinion, `setWeightCol` is an attribute owned by one specific 
classifier, like `setProbabilityCol` and `setRawPredictionCol` for Logistic 
Regreesion. So I'd suggest that user should configure the classifier itself, 
rather than OneVsRest. Is it OK?


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