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

    https://github.com/apache/spark/pull/18118#discussion_r149760874
  
    --- Diff: 
mllib/src/test/scala/org/apache/spark/ml/regression/GBTRegressorSuite.scala ---
    @@ -166,6 +166,40 @@ class GBTRegressorSuite extends SparkFunSuite with 
MLlibTestSparkContext
       }
     
       
/////////////////////////////////////////////////////////////////////////////
    +  // Tests of feature subset strategy
    +  
/////////////////////////////////////////////////////////////////////////////
    +  test("Tests of feature subset strategy") {
    +    val numClasses = 2
    +    val gbt = new GBTRegressor()
    +      .setMaxDepth(3)
    +      .setMaxIter(5)
    +      .setSubsamplingRate(1.0)
    +      .setStepSize(0.5)
    +      .setSeed(123)
    +      .setFeatureSubsetStrategy("all")
    +
    +    // In this data, feature 1 is very important.
    +    val data: RDD[LabeledPoint] = TreeTests.featureImportanceData(sc)
    +    val categoricalFeatures = Map.empty[Int, Int]
    +    val df: DataFrame = TreeTests.setMetadata(data, categoricalFeatures, 
numClasses)
    +
    +    val importances = gbt.fit(df).featureImportances
    +    val mostImportantFeature = importances.argmax
    +    assert(mostImportantFeature === 1)
    +    assert(importances.toArray.sum === 1.0)
    --- End diff --
    
    You've kept the other assertions in this test (that were removed from the 
classifier test as per 
https://github.com/apache/spark/pull/18118#discussion_r148095940). If they're 
not necessary we should also remove them here.


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