Github user rotationsymmetry commented on the pull request:

    https://github.com/apache/spark/pull/7884#issuecomment-127846104
  
    Following this PR, how about file a JIRA to implement weight for 
`LinearRegression` as well? I am thinking to use same weighting API, which will 
enable us to develop a general boosting algorithm with the Pipeline API. What 
do you think?


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