Github user srowen commented on the pull request:

    https://github.com/apache/spark/pull/7722#issuecomment-126410625
  
    Hm... I suppose I would expect to optionally change the cost function to 
something like absolute error, rather than introduce a different class. this is 
still essentially linear regression right?
    
    If the difference is more than the cost function, I could see making a 
parallel implementation, but that seems like a lot of duplication to avoid if 
possible.


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