Github user yanboliang commented on the issue:
https://github.com/apache/spark/pull/19020
@jkbradley Thanks for your comments, I have addressed all your inline
comments. Please see replies to your other questions below:
> Echoing @WeichenXu123 's comment: Why use "epsilon" as the Param name?
We have two candidate name: _epsilon_ or _m_ , both of them are not very
descriptive. I referred sklearn
[HuberRegressor](http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.HuberRegressor.html),
and keep consistent with it.
> I'd like us to provide the estimated scaling factor (sigma from the
paper) in the Model. That seems useful for model interpretation and debugging.
I'm hesitating to add it to ```LinearRegression``` in case to confuse users
who just try with different losses, but I'm OK to add it. Which should be
output for _sigma_ if users fit with _squaredError_? A default value or
throwing exception? Thanks.
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