Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/19029#discussion_r134816423
--- Diff: mllib/src/main/scala/org/apache/spark/ml/stat/Summarizer.scala ---
@@ -438,6 +438,10 @@ private[ml] object SummaryBuilderImpl extends Logging {
while (i < len) {
realVariance(i) = (currM2n(i) + deltaMean(i) * deltaMean(i) *
weightSum(i) *
(totalWeightSum - weightSum(i)) / totalWeightSum) / denominator
+ // Because of numerical error, it is possible to get negative
real variance
+ if (realVariance(i) < 0.0) {
--- End diff --
The computation of _variance_ may be touch this numerical error, it seems
```WeightedLeastSquares``` also use the same method to compute _variance_ ,
does it will have similar issue? @WeichenXu123
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