We are excited to review your PR.

So we can do the best job, please check:

• There's a descriptive title that will make sense to other developers some time from now.
• There's associated issues. All PR's should have issue(s) associated - unless a trivial self-evident change such as fixing a typo. You can use the format Fixes #nnnn in your description to cause GitHub to automatically close the issue(s) when your PR is merged.
• Your change description explains what the change does, why you chose your approach, and anything else that reviewers should know.
• You have included any necessary tests in the same PR.

Referring to this Feature Request: microsoft/SynapseML#1632
Raising this PR to add the support.