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

    https://github.com/apache/spark/pull/18281#discussion_r128632376
  
    --- Diff: python/pyspark/ml/classification.py ---
    @@ -1560,8 +1581,9 @@ def trainSingleClass(index):
                                 (classifier.predictionCol, predictionCol)])
                 return classifier.fit(trainingDataset, paramMap)
     
    -        # TODO: Parallel training for all classes.
    -        models = [trainSingleClass(i) for i in range(numClasses)]
    +        pool = ThreadPool(processes=min(self.getParallelism(), numClasses))
    --- End diff --
    
    So in Scala the threadpool is cached, here we aren't doing that and I think 
its a bit more heavy weight in Python so we might want to consider if there is 
a reasonable way to reuse (if not that's probably OK to since this overhead 
pales in comparison to training serially).


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