@Abdelkrim Hadjidj That code snippet is broken and does not work. LinearRegressionWithSGD is unable to set those parameters in ParamGridBuilder. Do you have any suggestions for cross validating when working with Linear Regression SGD models? The way you showed in the snippet and the spark documentation online does not work AttributeError: 'LinearRegressionWithSGD' object has no attribute 'stepSize' <console>:21: error: not found: type ParamGridBuilder val paramGrid = new ParamGridBuilder() .addGrid(lr.stepSize, Array(0.1, 0.01)) .build() ... View more