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https://issues.apache.org/jira/browse/SPARK-9834?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14727568#comment-14727568
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Meihua Wu commented on SPARK-9834:
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I would like to work on this.
> Normal equation solver and summary statistics for ordinary least squares
> ------------------------------------------------------------------------
>
> Key: SPARK-9834
> URL: https://issues.apache.org/jira/browse/SPARK-9834
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Reporter: Xiangrui Meng
> Assignee: Xiangrui Meng
>
> Add normal equation solver for ordinary least squares with not many features.
> The approach requires one pass to collect AtA and Atb, then solve the problem
> on driver. It works well when the problem is not very ill-conditioned and not
> having many columns. It also provides R-like summary statistics.
> We can hide this implementation under LinearRegression. It is triggered when
> there are no more than, e.g., 4096 features.
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