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

    https://github.com/apache/spark/pull/3923#discussion_r22755113
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/stat/distribution/MultivariateGaussian.scala
 ---
    @@ -30,33 +32,68 @@ import org.apache.spark.mllib.util.MLUtils
      * @param mu The mean vector of the distribution
      * @param sigma The covariance matrix of the distribution
      */
    -private[mllib] class MultivariateGaussian(
    -    val mu: DBV[Double], 
    -    val sigma: DBM[Double]) extends Serializable {
    +@DeveloperApi
    +class MultivariateGaussian private[mllib] (
    +    private[mllib] val mu: DBV[Double], 
    --- End diff --
    
    Instead of having `mu`/`sigma` private and add getters, could we make them 
MLlib vector/matrix types and add private members of breeze types? Then we can 
make this constructor public and remove getters. The overhead is little because 
we don't copy the data arrays.


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