Github user miccagiann commented on a diff in the pull request:

    https://github.com/apache/spark/pull/1624#discussion_r15723595
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala ---
    @@ -247,16 +248,24 @@ class PythonMLLibAPI extends Serializable {
           dataBytesJRDD: JavaRDD[Array[Byte]],
           numIterations: Int,
           stepSize: Double,
    +      regParam: Double,
    +      regType: String,
    +      intercept: Boolean,
           miniBatchFraction: Double,
           initialWeightsBA: Array[Byte]): java.util.List[java.lang.Object] = {
    +    val lrAlg = new LinearRegressionWithSGD()
    +    lrAlg.setIntercept(intercept)
    +    lrAlg.optimizer
    +      .setNumIterations(numIterations)
    +      .setRegParam(regParam)
    +      .setStepSize(stepSize)
    +    if (regType == "l2")
    +      lrAlg.optimizer.setUpdater(new SquaredL2Updater)
    +    else if (regType == "l1")
    +      lrAlg.optimizer.setUpdater(new L1Updater)
    --- End diff --
    
    By adding the exception to the scala code, I am going to remove the 
`ValueError` exception used in the python code.


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