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

    https://github.com/apache/spark/pull/19020#discussion_r149247240
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
    @@ -208,6 +292,26 @@ class LinearRegression @Since("1.3.0") 
(@Since("1.3.0") override val uid: String
       def setAggregationDepth(value: Int): this.type = set(aggregationDepth, 
value)
       setDefault(aggregationDepth -> 2)
     
    +  /**
    +   * Sets the value of param [[loss]].
    +   * Default is "squaredError".
    +   *
    +   * @group setParam
    +   */
    +  @Since("2.3.0")
    +  def setLoss(value: String): this.type = set(loss, value)
    +  setDefault(loss -> SquaredError)
    +
    +  /**
    +   * Sets the value of param [[epsilon]].
    +   * Default is 1.35.
    +   *
    +   * @group setExpertParam
    +   */
    +  @Since("2.3.0")
    +  def setEpsilon(value: Double): this.type = set(epsilon, value)
    --- End diff --
    
    Document them at the definition of ```epsilon```.


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