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https://issues.apache.org/jira/browse/SPARK-9120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Hyukjin Kwon resolved SPARK-9120.
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    Resolution: Incomplete

> Add multivariate regression (or prediction) interface
> -----------------------------------------------------
>
>                 Key: SPARK-9120
>                 URL: https://issues.apache.org/jira/browse/SPARK-9120
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 1.4.0
>            Reporter: Alexander Ulanov
>            Priority: Major
>              Labels: bulk-closed
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> org.apache.spark.ml.regression.RegressionModel supports prediction only for a 
> single variable with a method "predict:Double" by extending the Predictor. 
> There is a need for multivariate prediction, at least for regression. I 
> propose to modify "RegressionModel" interface similarly to how it is done in 
> "ClassificationModel", which supports multiclass classification. It has 
> "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel" 
> should have something like "predictMultivariate:Vector".
> Update: After reading the design docs, adding "predictMultivariate" to 
> RegressionModel does not seem reasonable to me anymore. The issue is as 
> follows. RegressionModel has "predict:Double". Its "train" method uses 
> "predict:Double" for prediction, i.e. PredictionModel (and RegressionModel) 
> is hard-coded to have only one output. There exist a similar problem in MLLib 
> (https://issues.apache.org/jira/browse/SPARK-5362). 
> The possible solution for this problem might require to redesign the class 
> hierarchy or addition of a separate interface that extends model. Though the 
> latter means code duplication.



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