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

    https://github.com/apache/spark/pull/16774#discussion_r100932890
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/tuning/CrossValidator.scala ---
    @@ -100,31 +104,44 @@ class CrossValidator @Since("1.2.0") (@Since("1.4.0") 
override val uid: String)
         val eval = $(evaluator)
         val epm = $(estimatorParamMaps)
         val numModels = epm.length
    -    val metrics = new Array[Double](epm.length)
    +    val numPar = $(numParallelEval)
     
         val instr = Instrumentation.create(this, dataset)
         instr.logParams(numFolds, seed)
         logTuningParams(instr)
     
    +    // Compute metrics for each model over each fold
    +    logDebug(s"Running cross-validation with level of parallelism: 
$numPar.")
         val splits = MLUtils.kFold(dataset.toDF.rdd, $(numFolds), $(seed))
    -    splits.zipWithIndex.foreach { case ((training, validation), 
splitIndex) =>
    +    val metrics = splits.zipWithIndex.map { case ((training, validation), 
splitIndex) =>
           val trainingDataset = sparkSession.createDataFrame(training, 
schema).cache()
           val validationDataset = sparkSession.createDataFrame(validation, 
schema).cache()
           // multi-model training
           logDebug(s"Train split $splitIndex with multiple sets of 
parameters.")
    -      val models = est.fit(trainingDataset, 
epm).asInstanceOf[Seq[Model[_]]]
    +
    +      // Fit models concurrently, limited by using a sliding window over 
models
    +      val models = epm.grouped(numPar).map { win =>
    +        win.par.map(est.fit(trainingDataset, _))
    --- End diff --
    
    I'd prefer to be a bit more verbose here and use a closure variable like 
`paramMap` (or `epm` to follow existing impl) instead of `_` just be clear & 
more readable.


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