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

    https://github.com/apache/spark/pull/9667#discussion_r48920506
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala 
---
    @@ -178,7 +178,7 @@ object GradientDescent extends Logging {
           regParam: Double,
           miniBatchFraction: Double,
           initialWeights: Vector,
    -      convergenceTol: Double): (Vector, Array[Double]) = {
    +      convergenceTol: Double): (Vector, Array[Double], Integer) = {
    --- End diff --
    
    Do you have to change the API here?  The loss history should have length = 
num iterations, right?


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