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

    https://github.com/apache/spark/pull/20058#discussion_r159004318
  
    --- Diff: python/pyspark/ml/base.py ---
    @@ -18,13 +18,40 @@
     from abc import ABCMeta, abstractmethod
     
     import copy
    +import threading
     
     from pyspark import since
    -from pyspark.ml.param import Params
     from pyspark.ml.param.shared import *
     from pyspark.ml.common import inherit_doc
     from pyspark.sql.functions import udf
    -from pyspark.sql.types import StructField, StructType, DoubleType
    +from pyspark.sql.types import StructField, StructType
    +
    +
    +class FitMutlipleIterator(object):
    --- End diff --
    
    I'm open to this, but I didn't initially do it this way because I've been 
bit by nested classes in python before. There are subtle issues with nested 
classes in python. The one that comes to mind is serialization (which isn't an 
issue here) but that's not the only one.


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