zhengruifeng commented on a change in pull request #25926: [SPARK-9612][ML] Add 
instance weight support for GBTs
URL: https://github.com/apache/spark/pull/25926#discussion_r328916510
 
 

 ##########
 File path: 
mllib/src/test/scala/org/apache/spark/ml/regression/GBTRegressorSuite.scala
 ##########
 @@ -296,6 +304,35 @@ class GBTRegressorSuite extends MLTest with 
DefaultReadWriteTest {
     }
   }
 
+  test("training with sample weights") {
+    val df = linearRegressionData
+    val numClasses = 0
+    // (maxIter, maxDepth)
+    val testParams = Seq(
+      (5, 5),
+      (5, 10)
+    )
+
+    for ((maxIter, maxDepth) <- testParams) {
+      val estimator = new GBTRegressor()
+        .setMaxIter(maxIter)
+        .setMaxDepth(maxDepth)
+        .setSeed(seed)
+        .setMinWeightFractionPerNode(0.1)
+
+      MLTestingUtils.testArbitrarilyScaledWeights[GBTRegressionModel,
+        GBTRegressor](df.as[LabeledPoint], estimator,
+        MLTestingUtils.modelPredictionEquals(df, _ ~= _ relTol 0.1, 0.95))
 
 Review comment:
   Compared to `DecisionTreeRegressorSuite`, I need to limit the number of 
trees and loose the tolerance eps(0.99 -> 0.95) to pass the cases.
   I wonder if it is due to accumulated errors among trees.

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