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https://issues.apache.org/jira/browse/SPARK-10668?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14900807#comment-14900807
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Xiangrui Meng commented on SPARK-10668:
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[~lewuathe] This JIRA blocks several others. Could you try to submit a PR in 2
days?
> Use WeightedLeastSquares in LinearRegression with L2 regularization if the
> number of features is small
> ------------------------------------------------------------------------------------------------------
>
> Key: SPARK-10668
> URL: https://issues.apache.org/jira/browse/SPARK-10668
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Reporter: Xiangrui Meng
> Priority: Critical
>
> If the number of features is small (<=4096) and the regularization is L2, we
> should use WeightedLeastSquares to solve the problem rather than L-BFGS. The
> former requires only one pass to the data.
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