yuhao yang created SPARK-18704:
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             Summary: CrossValidator should preserve more tuning statistics
                 Key: SPARK-18704
                 URL: https://issues.apache.org/jira/browse/SPARK-18704
             Project: Spark
          Issue Type: Improvement
          Components: ML
            Reporter: yuhao yang
            Priority: Minor


Currently CrossValidator will train (k-fold * paramMaps) different models 
during the training process, yet it only passes the average metrics to 
CrossValidatorModel. From which some important information like variances for 
the same paramMap cannot be retrieved, and users cannot be sure if the k number 
is proper. Since the CrossValidator is relatively expensive, we probably want 
to get the most from the tuning process.

Just want to see if this sounds good. In my opinion, this can be done either by 
passing a metrics matrix to the CrossValidatorModel, or we can introduce a 
CrossValidatorSummary. I would vote for introducing the TunningSummary class, 
which can also be used by TrainValidationSplit. In the summary we can present a 
better statistics for the tuning process. Something like a DataFrame:
+---------------+------------+--------+-----------------+
|elasticNetParam|fitIntercept|regParam|metrics          |
+---------------+------------+--------+-----------------+
|0.0            |true        |0.1     |9.747795248932505|
|0.0            |true        |0.01    |9.751942357398603|
|0.0            |false       |0.1     |9.71727627087487 |
|0.0            |false       |0.01    |9.721149803723822|
|0.5            |true        |0.1     |9.719358515436005|
|0.5            |true        |0.01    |9.748121645368501|
|0.5            |false       |0.1     |9.687771328829479|
|0.5            |false       |0.01    |9.717304811419261|
|1.0            |true        |0.1     |9.696769467196487|
|1.0            |true        |0.01    |9.744325276259957|
|1.0            |false       |0.1     |9.665822167122172|
|1.0            |false       |0.01    |9.713484065511892|
+---------------+------------+--------+-----------------+

Using the dataFrame, users can better understand the effect of different 
parameters.






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