Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/10702#issuecomment-178441655
For the case (3), I agree with your agreement completely. Can you try your
normal equation solution with L2 without any standardization (nonzero ystd
data) and see if the result match GLMNET? If I remember correctly, this will
not match since GLMNET internally will standardize labels even one has
`standardization = false`. If this is true, when ystd = 0, it doesn't make
sense to have different rule, and after all, GLMNET will just return error in
this case.
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