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https://issues.apache.org/jira/browse/SPARK-21086?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16112623#comment-16112623
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Nick Pentreath commented on SPARK-21086:
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I just want to understand _why_ folks want to keep all the models? Is it 
actually the models (and model data) they want, or a way (well, easier 
"official API" way) to link the param permutations with the cross-val score to 
see what param combinations result in what scores? (In which case, 
https://issues.apache.org/jira/browse/SPARK-18704 is actually the solution).

> 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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