Github user WeichenXu123 commented on a diff in the pull request:

    https://github.com/apache/spark/pull/18313#discussion_r128684617
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/tuning/CrossValidator.scala ---
    @@ -113,15 +122,28 @@ class CrossValidator @Since("1.2.0") (@Since("1.4.0") 
override val uid: String)
           // multi-model training
           logDebug(s"Train split $splitIndex with multiple sets of 
parameters.")
           val models = est.fit(trainingDataset, 
epm).asInstanceOf[Seq[Model[_]]]
    -      trainingDataset.unpersist()
    +
           var i = 0
           while (i < numModels) {
             // TODO: duplicate evaluator to take extra params from input
             val metric = eval.evaluate(models(i).transform(validationDataset, 
epm(i)))
             logDebug(s"Got metric $metric for model trained with ${epm(i)}.")
    +        if (isDefined(modelPreservePath)) {
    +          models(i) match {
    +            case w: MLWritable =>
    +              // e.g. maxIter-5-regParam-0.001-split0-0.859
    +              val fileName = epm(i).toSeq.map(p => p.param.name + "-" + 
p.value).sorted
    +                .mkString("-") + s"-split$splitIndex-${math.rint(metric * 
1000) / 1000}"
    +              w.save(new Path($(modelPreservePath), fileName).toString)
    +            case _ =>
    +              // for third-party algorithms
    +              logWarning(models(i).uid + " did not implement MLWritable. 
Serialization omitted.")
    +          }
    +        }
             metrics(i) += metric
    --- End diff --
    
    ping @hhbyyh @jkbradley 
    I am sorry but I want to say that this code is incorrect. Inside `fit` 
method save the list of fitted models help nothing.
    What we need is to let CrossValidatorModel/TrainValidationSplitModel 
preserve the full list of fitted models, when save 
CrossValidatorModel/TrainValidationSplitModel we can save the list of models, 
also we can choose not to save, controlled by a parameter.


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