zhengruifeng opened a new pull request #25926: [SPARK-9612][ML] Add instance weight support for GBTs URL: https://github.com/apache/spark/pull/25926 ### What changes were proposed in this pull request? add weight support for GBTs by sampling data before passing it to trees and then passing weights to trees in summary: 1, add setters of `minWeightFractionPerNode` & `weightCol` 2, update input types in private methods `DecisionTreeRegressor.train`, `GradientBoostedTrees.run`, `GradientBoostedTrees.runWithValidation`, `GradientBoostedTrees.computeInitialPredictionAndError`, `GradientBoostedTrees.computeError`, `GradientBoostedTrees.evaluateEachIteration`, `GradientBoostedTrees.boost`, `GradientBoostedTrees.updatePredictionError`: from `RDD[LabeledPoint]` -> `RDD[Instance]` 3, add new private method `GradientBoostedTrees.computeError(data, predError)` to compute average error, since original `predError.values.mean()` do not take weights into account. 4, add new tests ### Why are the changes needed? GBTs should support sample weights like other algs ### Does this PR introduce any user-facing change? yes, new setters are added ### How was this patch tested? existing & added testsuites
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