[SPARK-11820][ML][PYSPARK] PySpark LiR & LoR should support weightCol

[SPARK-7685](https://issues.apache.org/jira/browse/SPARK-7685) and [SPARK-9642](https://issues.apache.org/jira/browse/SPARK-9642) have already supported setting weight column for ```LogisticRegression``` and ```LinearRegression```. It's a very important feature, PySpark should also support. mengxr

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #9811 from yanboliang/spark-11820.

1 files changed, 9 insertions, 8 deletions

diff --git a/python/pyspark/ml/classification.py b/python/pyspark/ml/classification.py
index 603f2c7f79..4a2982e204 100644
--- a/python/pyspark/ml/classification.py
+++ b/python/pyspark/ml/classification.py
@@ -36,7 +36,8 @@ __all__ = ['LogisticRegression', 'LogisticRegressionModel', 'DecisionTreeClassif
 @inherit_doc
 class LogisticRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol, HasMaxIter,
                          HasRegParam, HasTol, HasProbabilityCol, HasRawPredictionCol,
-                         HasElasticNetParam, HasFitIntercept, HasStandardization, HasThresholds):
+                         HasElasticNetParam, HasFitIntercept, HasStandardization, HasThresholds,
+                         HasWeightCol):
     """
     Logistic regression.
     Currently, this class only supports binary classification.
@@ -44,9 +45,9 @@ class LogisticRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredicti
     >>> from pyspark.sql import Row
     >>> from pyspark.mllib.linalg import Vectors
     >>> df = sc.parallelize([
-    ...     Row(label=1.0, features=Vectors.dense(1.0)),
-    ...     Row(label=0.0, features=Vectors.sparse(1, [], []))]).toDF()
-    >>> lr = LogisticRegression(maxIter=5, regParam=0.01)
+    ...     Row(label=1.0, weight=2.0, features=Vectors.dense(1.0)),
+    ...     Row(label=0.0, weight=2.0, features=Vectors.sparse(1, [], []))]).toDF()
+    >>> lr = LogisticRegression(maxIter=5, regParam=0.01, weightCol="weight")
     >>> model = lr.fit(df)
     >>> model.weights
     DenseVector([5.5...])
@@ -80,12 +81,12 @@ class LogisticRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredicti
     def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
                  maxIter=100, regParam=0.1, elasticNetParam=0.0, tol=1e-6, fitIntercept=True,
                  threshold=0.5, thresholds=None, probabilityCol="probability",
-                 rawPredictionCol="rawPrediction", standardization=True):
+                 rawPredictionCol="rawPrediction", standardization=True, weightCol=None):
         """
         __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
                  maxIter=100, regParam=0.1, elasticNetParam=0.0, tol=1e-6, fitIntercept=True, \
                  threshold=0.5, thresholds=None, probabilityCol="probability", \
-                 rawPredictionCol="rawPrediction", standardization=True)
+                 rawPredictionCol="rawPrediction", standardization=True, weightCol=None)
         If the threshold and thresholds Params are both set, they must be equivalent.
         """
         super(LogisticRegression, self).__init__()
@@ -105,12 +106,12 @@ class LogisticRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredicti
     def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
                   maxIter=100, regParam=0.1, elasticNetParam=0.0, tol=1e-6, fitIntercept=True,
                   threshold=0.5, thresholds=None, probabilityCol="probability",
-                  rawPredictionCol="rawPrediction", standardization=True):
+                  rawPredictionCol="rawPrediction", standardization=True, weightCol=None):
         """
         setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
                   maxIter=100, regParam=0.1, elasticNetParam=0.0, tol=1e-6, fitIntercept=True, \
                   threshold=0.5, thresholds=None, probabilityCol="probability", \
-                  rawPredictionCol="rawPrediction", standardization=True)
+                  rawPredictionCol="rawPrediction", standardization=True, weightCol=None)
         Sets params for logistic regression.
         If the threshold and thresholds Params are both set, they must be equivalent.
         """