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

    https://github.com/apache/spark/pull/13139#discussion_r64086417
  
    --- Diff: docs/ml-classification-regression.md ---
    @@ -374,6 +374,197 @@ regression model and extracting model summary 
statistics.
     
     </div>
     
    +## Generalized linear regression
    +
    +When working with data that has a relatively small number of features (< 
4096), Spark's GeneralizedLinearRegression interface
    +allows for flexible specification of [generalized linear 
models](https://en.wikipedia.org/wiki/Generalized_linear_model) (GLMs) which 
can be used for various types of
    +prediction problems including linear regression, Poisson regression, 
logistic regression, and others.
    --- End diff --
    
    See comment below. Also, it would be more clear to say that the current 
implementation can only deal with up to 4096 features, and that trying to use 
more features will lead to an error.


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