Github user sethah commented on the issue: https://github.com/apache/spark/pull/14834 @dbtsai Good point. This patch in its current state would change the behavior of binomial LOR to always have dense coefficients. I think we need to find a solution to this. I wonder why there isn't a `compressed` method for `Matrix`? If we store the coefficients as `SparseMatrix` in some L1 cases, then before prediction we have to convert it to a `SparseVector`. This amounts to an extra `4 * nnz` bytes being stored (we have to create the sparse vector indices since we cannot reuse them from the matrix case). We could implement a `compressed` method for matrices if we are ok with the extra storage overhead. Otherwise I guess we'd have to store the binomial case as a vector and then do some conversion to matrix iff `coefficientMatrix` is called. Finally, I don't think it's necessary to pivot the coefficients in the case of 2 classes with multinomial family. Currently, we throw an exception.
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