Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/7972#discussion_r36363088
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Vectors.scala 
---
    @@ -766,6 +767,28 @@ class SparseVector(
           maxIdx
         }
       }
    +
    +  /**
    +   * Create a slice of this vector based on the given indices.
    +   * @param selectedIndices Sorted list of indices into the vector. This 
does NOT do bound checking.
    +   * @return  New SparseVector with values in the order specified by the 
given indices.
    +   *
    +   * NOTE: The API needs to be discussed before making this public.
    +   */
    +  private[spark] def slice(selectedIndices: Array[Int]): SparseVector = {
    +    var currentIdx = 0
    +    val (sliceInds, sliceVals) = selectedIndices.flatMap { origIdx =>
    --- End diff --
    
    Also leave a TODO to optimize the implementation. If we assume input 
indices are ordered (or sort it), then this should be a merge intersection.


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