Github user mengxr commented on the pull request:

    https://github.com/apache/spark/pull/3519#issuecomment-71615301
  
    @zapletal-martin Thanks for the update! I made another pass. Besides inline 
comments, I have some high-level comments:
    
    1. Should `PAV` take `isotonic` as a parameter? The implementation could be 
simpler if it only handles the isotonic case. Then the antitonic case could be 
done by flipping the sign of `x` first and then running isotonic regression.
    2. I feel that we could compress the data. For each segment, we don't need 
to remember all points, but just the predictions on its end points. The 
solution will be a piecewise linear function.


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