Joseph K. Bradley created SPARK-21086:
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             Summary: CrossValidator, TrainValidationSplit should preserve all 
models after fitting
                 Key: SPARK-21086
                 URL: https://issues.apache.org/jira/browse/SPARK-21086
             Project: Spark
          Issue Type: New Feature
          Components: ML
    Affects Versions: 2.2.0
            Reporter: Joseph K. Bradley


I've heard multiple requests for having CrossValidatorModel and 
TrainValidationSplitModel preserve the full list of fitted models.  This sounds 
very valuable.

One decision should be made before we do this: Should we save and load the 
models in ML persistence?  That could blow up the size of a saved Pipeline if 
the models are large.
* I suggest *not* saving the models by default but allowing saving if 
specified.  We could specify whether to save the model as an extra Param for 
CrossValidatorModelWriter, but we would have to make sure to expose 
CrossValidatorModelWriter as a public API and modify the return type of 
CrossValidatorModel.write to be CrossValidatorModelWriter (but this will not be 
a breaking change).



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