Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/15621#discussion_r84869328
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala ---
@@ -280,7 +289,7 @@ private[ml] class WeightedLeastSquares(
solution.objectiveHistory.getOrElse(Array(0D)))
}
- /** Construct A^T^ A from summary statistics. */
+ /** Construct A^T^ A (append bias if necessary). */
--- End diff --
Summary statistics are in original space, here we construct A^T^ A from
standardized space.
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