diff --git a/jvm-packages/xgboost4j-spark-gpu/src/main/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPlugin.scala b/jvm-packages/xgboost4j-spark-gpu/src/main/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPlugin.scala
index cb973ce0217a..275263a34ef5 100644
--- a/jvm-packages/xgboost4j-spark-gpu/src/main/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPlugin.scala
+++ b/jvm-packages/xgboost4j-spark-gpu/src/main/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPlugin.scala
@@ -113,7 +113,7 @@ class GpuXGBoostPlugin extends XGBoostPlugin {
    */
   override def buildRddWatches[T <: XGBoostEstimator[T, M], M <: XGBoostModel[M]](
       estimator: XGBoostEstimator[T, M],
-      dataset: Dataset[_]): RDD[() => Watches] = {
+      dataset: Dataset[_]): RDD[Watches] = {
 
     validate(estimator, dataset)
 
@@ -148,19 +148,25 @@ class GpuXGBoostPlugin extends XGBoostPlugin {
       val evalProcessed = preprocess(estimator, evalDs)
       ColumnarRdd(train.toDF()).zipPartitions(ColumnarRdd(evalProcessed.toDF())) {
         (trainIter, evalIter) =>
-          Iterator.single(() => {
-            val trainDM = buildQuantileDMatrix(trainIter)
-            val evalDM = buildQuantileDMatrix(evalIter, Some(trainDM))
-            new Watches(Array(trainDM, evalDM),
-              Array(Utils.TRAIN_NAME, Utils.VALIDATION_NAME), None)
-          })
+          new Iterator[Watches] {
+            override def hasNext: Boolean = trainIter.hasNext
+            override def next(): Watches = {
+              val trainDM = buildQuantileDMatrix(trainIter)
+              val evalDM = buildQuantileDMatrix(evalIter, Some(trainDM))
+              new Watches(Array(trainDM, evalDM),
+                Array(Utils.TRAIN_NAME, Utils.VALIDATION_NAME), None)
+            }
+          }
       }
     }.getOrElse(
       ColumnarRdd(train.toDF()).mapPartitions { iter =>
-        Iterator.single(() => {
-          val dm = buildQuantileDMatrix(iter)
-          new Watches(Array(dm), Array(Utils.TRAIN_NAME), None)
-        })
+        new Iterator[Watches] {
+          override def hasNext: Boolean = iter.hasNext
+          override def next(): Watches = {
+            val dm = buildQuantileDMatrix(iter)
+            new Watches(Array(dm), Array(Utils.TRAIN_NAME), None)
+          }
+        }
       }
     )
   }
diff --git a/jvm-packages/xgboost4j-spark-gpu/src/test/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPluginSuite.scala b/jvm-packages/xgboost4j-spark-gpu/src/test/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPluginSuite.scala
index 068ffd54186c..97f54b601eb3 100644
--- a/jvm-packages/xgboost4j-spark-gpu/src/test/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPluginSuite.scala
+++ b/jvm-packages/xgboost4j-spark-gpu/src/test/scala/ml/dmlc/xgboost4j/scala/spark/GpuXGBoostPluginSuite.scala
@@ -205,7 +205,7 @@ class GpuXGBoostPluginSuite extends GpuTestSuite {
 
           val rdd = classifier.getPlugin.get.buildRddWatches(classifier, df)
           val result = rdd.mapPartitions { iter =>
-            val watches = iter.next()()
+            val watches = iter.next()
             val size = watches.size
             val labels = watches.datasets(0).getLabel
             val weight = watches.datasets(0).getWeight
@@ -269,7 +269,7 @@ class GpuXGBoostPluginSuite extends GpuTestSuite {
 
           val rdd = classifier.getPlugin.get.buildRddWatches(classifier, train)
           val result = rdd.mapPartitions { iter =>
-            val watches = iter.next()()
+            val watches = iter.next()
             val size = watches.size
             val labels = watches.datasets(1).getLabel
             val weight = watches.datasets(1).getWeight
diff --git a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala
index 56ac9c5429f2..b4ef1509ca00 100644
--- a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala
+++ b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala
@@ -226,7 +226,7 @@ private[spark] object XGBoost extends StageLevelScheduling {
    * @param xgboostParams the xgboost parameters to pass to xgboost library
    * @return the booster and the metrics
    */
-  def train(input: RDD[() => Watches],
+  def train(input: RDD[Watches],
             runtimeParams: RuntimeParams,
             xgboostParams: Map[String, Any]): (Booster, Map[String, Array[Float]]) = {
 
@@ -249,7 +249,7 @@ private[spark] object XGBoost extends StageLevelScheduling {
         try {
           Communicator.init(rabitEnv)
           require(iter.hasNext, "Failed to create DMatrix")
-          val watches = iter.next()()
+          val watches = iter.next()
           try {
             val (booster, metrics) = trainBooster(watches, runtimeParams, xgboostParams)
             if (partitionId == 0) {
diff --git a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimator.scala b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimator.scala
index 6a520e1220cb..27e8cb0b4aa4 100644
--- a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimator.scala
+++ b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimator.scala
@@ -234,10 +234,10 @@ private[spark] trait XGBoostEstimator[
    *
    * @param dataset
    * @param columnsOrder the order of columns including weight/group/base margin ...
-   * @return RDD
+   * @return RDD[Watches]
    */
   private[spark] def toRdd(dataset: Dataset[_],
-                           columnIndices: ColumnIndices): RDD[() => Watches] = {
+                           columnIndices: ColumnIndices): RDD[Watches] = {
     val trainRDD = toXGBLabeledPoint(dataset, columnIndices)
 
     val featureNames = if (getFeatureNames.isEmpty) None else Some(getFeatureNames)
@@ -309,20 +309,25 @@ private[spark] trait XGBoostEstimator[
       val (evalDf, _) = preprocess(eval)
       val evalRDD = toXGBLabeledPoint(evalDf, columnIndices)
       trainRDD.zipPartitions(evalRDD) { (left, right) =>
-        Iterator.single(() => {
-        val trainDMatrix = buildDMatrix(left)
-        val evalDMatrix = buildDMatrix(right)
-        new Watches(Array(trainDMatrix, evalDMatrix),
-          Array(Utils.TRAIN_NAME, Utils.VALIDATION_NAME), None)
-        })
+        new Iterator[Watches] {
+          override def hasNext: Boolean = left.hasNext
+          override def next(): Watches = {
+            val trainDMatrix = buildDMatrix(left)
+            val evalDMatrix = buildDMatrix(right)
+            new Watches(Array(trainDMatrix, evalDMatrix),
+              Array(Utils.TRAIN_NAME, Utils.VALIDATION_NAME), None)
+          }
+        }
       }
     }.getOrElse(
       trainRDD.mapPartitions { iter =>
-
-        Iterator.single(() => {
-          val dm = buildDMatrix(iter)
-          new Watches(Array(dm), Array(Utils.TRAIN_NAME), None)
-        })
+        new Iterator[Watches] {
+          override def hasNext: Boolean = iter.hasNext
+          override def next(): Watches = {
+            val dm = buildDMatrix(iter)
+            new Watches(Array(dm), Array(Utils.TRAIN_NAME), None)
+          }
+        }
       }
     )
   }
diff --git a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostPlugin.scala b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostPlugin.scala
index 93587ab647e5..dda82f97968b 100644
--- a/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostPlugin.scala
+++ b/jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostPlugin.scala
@@ -39,7 +39,7 @@ trait XGBoostPlugin extends Serializable {
    */
   def buildRddWatches[T <: XGBoostEstimator[T, M], M <: XGBoostModel[M]](
       estimator: XGBoostEstimator[T, M],
-      dataset: Dataset[_]): RDD[() => Watches]
+      dataset: Dataset[_]): RDD[Watches]
 
   /**
    * Transform the dataset
diff --git a/jvm-packages/xgboost4j-spark/src/test/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimatorSuite.scala b/jvm-packages/xgboost4j-spark/src/test/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimatorSuite.scala
index 43550f974678..8895789bac0d 100644
--- a/jvm-packages/xgboost4j-spark/src/test/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimatorSuite.scala
+++ b/jvm-packages/xgboost4j-spark/src/test/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostEstimatorSuite.scala
@@ -334,7 +334,7 @@ class XGBoostEstimatorSuite extends AnyFunSuite with PerTest with TmpFolderPerSu
         val rdd = classifier.toRdd(df, indices)
         val result = rdd.mapPartitions { iter =>
           if (iter.hasNext) {
-            val watches = iter.next()()
+            val watches = iter.next()
             val size = watches.size
             val trainDM = watches.toMap(TRAIN_NAME)
             val rowNum = trainDM.rowNum
@@ -410,7 +410,7 @@ class XGBoostEstimatorSuite extends AnyFunSuite with PerTest with TmpFolderPerSu
     val rdd = classifier.toRdd(df, indices)
     val result = rdd.mapPartitions { iter =>
       if (iter.hasNext) {
-        val watches = iter.next()()
+        val watches = iter.next()
         val size = watches.size
         val evalDM = watches.toMap(Utils.VALIDATION_NAME)
         val rowNum = evalDM.rowNum