Github user BigCrunsh commented on the pull request:

    https://github.com/apache/spark/pull/2137#issuecomment-55261445
  
    I have to admit that this PR may try to address too many issues at once. It 
think the major ones are: Ideally, 
    - the model should be immutable and stateless;
    - the output type of ``predict`` should neither depend on whether 
``threshold`` is set or not nor on the kind of model;
    - the model should provide access to all variables of interest (scores, 
classes, probabilities);
    - we need a distinction between multi-class and binary classification model 
that inherent from GLMs.
    
    My suggestions for models that inherit from GLMs are:
    - introduce more specific  ``predict`` functions that distinguish between 
(inner products) scores, probabilities (no matter of the naming), and the 
classes (might be nice to have some traits for that too);
    - extend the hierarchy of models; it seems to be necessary to have a 
distinction between multi- and binary class.
    - remove ``clearThreshold``.
    
    I think it make sense to address these issues first, before we start 
implementing new algorithms. If we can agree on some of these points, I would 
be happy to help and break down this PR (and also  implementing further 
algorithms as isotonic or multiclass logistic regression).



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