Weichen Xu created SPARK-22005:
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             Summary:   CrossValidator, TrainValidationSplit dump sub models to 
disk when fitting: Python API
                 Key: SPARK-22005
                 URL: https://issues.apache.org/jira/browse/SPARK-22005
             Project: Spark
          Issue Type: New Feature
          Components: ML
    Affects Versions: 2.3.0
            Reporter: Weichen Xu


We add a parameter indicating whether to persist models to disk during training 
(default = off). This will use ML persistence to dump models to a directory so 
they are available later but do not consume memory.
Note: when persisting the model list, use indices as the sub-model path



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