Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-127505014
This is very useful for us as well. Our training samples will have
exponential decay weight as time goes by. I am trying to use it now, and it
seems work well. Will be nice to have similar feature in GBDT which is used in
our current production. Open a JIRA, and I can work on GBDT version.
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