Github user mengxr commented on the pull request:

    https://github.com/apache/spark/pull/7884#issuecomment-137251694
  
    1. `weight` vs. `sampleWeight`. I don't think `sampleWeight` solves the 
problem. I would rather change `weights` in linear models to `coefficients` 
instead.
    2. Using `RDD[(Double, Double, Vector)]` without weights definitely 
introduces storage overhead, especially when the number of nonzeros per 
instance is small and the number of instances is very large. This happens in 
https://issues.apache.org/jira/browse/SPARK-10354. However, I would prefer 
merging the current version and test more. If we have billions of instances, 
the number of features are usually not that small.


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