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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