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https://issues.apache.org/jira/browse/SPARK-8534?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14735858#comment-14735858
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Joseph K. Bradley commented on SPARK-8534:
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You're right; we will need to add this.  This could be done as a private ml 
utility method, or we could wait for [SPARK-10496] to be solved.

> Gini for regression metrics and evaluator
> -----------------------------------------
>
>                 Key: SPARK-8534
>                 URL: https://issues.apache.org/jira/browse/SPARK-8534
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML, MLlib
>            Reporter: Joseph K. Bradley
>            Priority: Minor
>
> One common metric we do not have in RegressionMetrics or RegressionEvaluator 
> is Gini: [https://www.kaggle.com/wiki/Gini]
> Implementing (normalized) Gini would be nice.  However, it might be 
> expensive; I believe it would require sorting the labels.



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