Github user hqzizania commented on the issue:

    https://github.com/apache/spark/pull/14640
  
    This work may be similar with 
[SPARK-8971](https://github.com/apache/spark/pull/14321) which is another 
variation of KFold, and very significant in some cases.  I suppose it is okay 
to add to .mllib like the latter PR, but we could add its use to CrossValidator 
in .ml. @sethah @MLnick @yanboliang 
    BTW, fortunately, it seems to be easier to implement than the 
kFoldStratified, as it does not need to change underlying codes, such as in 
rdd/PairRDDFunctions. 


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