Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/16139#discussion_r91046684
--- Diff: docs/ml-advanced.md ---
@@ -59,17 +59,22 @@ Given $n$ weighted observations $(w_i, a_i, b_i)$:
The number of features for each observation is $m$. We use the following
weighted least squares formulation:
`\[
-minimize_{x}\frac{1}{2} \sum_{i=1}^n \frac{w_i(a_i^T x
-b_i)^2}{\sum_{k=1}^n w_k} +
\frac{1}{2}\frac{\lambda}{\delta}\sum_{j=1}^m(\sigma_{j} x_{j})^2
+\min_{\mathbf{x}}\frac{1}{2} \sum_{i=1}^n \frac{w_i(\mathbf{a}_i^T
\mathbf{x} -b_i)^2}{\sum_{k=1}^n w_k} +
\frac{1}{2}\frac{\lambda}{\delta}\sum_{j=1}^m(\sigma_{j} x_{j})^2
--- End diff --
This formulation is out of date, we should update it to include
L1/elasticNet regularization.
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