Github user sethah commented on a diff in the pull request:
https://github.com/apache/spark/pull/15779#discussion_r86670363
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -166,6 +166,9 @@ class LinearRegression @Since("1.3.0") (@Since("1.3.0")
override val uid: String
* The default value is "auto" which means that the solver algorithm is
* selected automatically.
*
+ * The Normal Equation solver is limited to a few thousand features;
when needed,
--- End diff --
Is this a bit misleading? If I set `solver = "normal"` and my dataset
contains >4096 features, an exception is thrown instead of automatically
falling back to iterative methods.
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