tgravescs commented on issue #25983: [SPARK-29327][MLLIB]Support specifying 
features via multiple columns
URL: https://github.com/apache/spark/pull/25983#issuecomment-545514423
 
 
   What do you mean by can take n columns instead of 1?  The api currently 
allows for one parameter.
   
   yes its being used in practice in XGBoost on GPU.   Any of the algorithms 
could either do the vector assembly internally (thus making it less complex for 
the user), or if the algorithm knows what to do with the feature columns it can 
skip the creation of the vector altogether.   We had some CPU code for XGboost 
that did this as well.  @firestarman can you provide an example.

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