Github user yanboliang commented on a diff in the pull request:
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala ---
    @@ -45,34 +47,48 @@ private[ml] class WeightedLeastSquaresModel(
      * formulation:
      * min,,x,z,, 1/2 sum,,i,, w,,i,, (a,,i,,^T^ x + z - b,,i,,)^2^ / sum,,i,, 
    --- End diff --
    off-topic: ```w_i``` should be a typo, since we use the ScalaDoc syntax at 
here. I'm prefer to change the formula to latex format like what we did at 
 The ```WeightedLeastSquares``` is a private class and will not generate public 
doc to users. So it's better to use latex format and it's more easy to be 
understand by developers.

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