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

    https://github.com/apache/spark/pull/21097#discussion_r184763088
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/GBTRegressor.scala ---
    @@ -269,6 +269,21 @@ class GBTRegressionModel private[ml](
         new OldGBTModel(OldAlgo.Regression, _trees.map(_.toOld), _treeWeights)
       }
     
    +  /**
    +   * Method to compute error or loss for every iteration of gradient 
boosting.
    +   *
    +   * @param dataset Dataset for validation.
    +   */
    +  @Since("2.4.0")
    +  def evaluateEachIteration(dataset: Dataset[_]): Array[Double] = {
    --- End diff --
    
    Do we want to support evaluation on other losses, as in the old API?  It 
might be nice to be able to without having to modify the Model's loss Param 
value.


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