Github user noel-smith commented on a diff in the pull request:
https://github.com/apache/spark/pull/8684#discussion_r39558359
--- Diff: python/pyspark/mllib/regression.py ---
@@ -445,8 +497,19 @@ def load(cls, sc, path):
class RidgeRegressionWithSGD(object):
+ """
+ Train a regression model with L2-regularization using Stochastic
Gradient Descent.
+ This solves the l2-regularized least squares regression formulation
+ f(weights) = 1/2n ||A weights-y||^2^ + regParam/2
||weights||^2^
+ Here the data matrix has n rows, and the input RDD holds the set of
rows of A, each with
+ its corresponding right hand side label y.
+ See also the documentation for the precise formulation.
+
+ .. addedversion:: 0.9.0
--- End diff --
Switch to `.. versionadded`
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