Github user jkbradley commented on a diff in the pull request:

    https://github.com/apache/spark/pull/19020#discussion_r139807816
  
    --- Diff: 
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala 
---
    @@ -998,6 +1047,172 @@ class LinearRegressionSuite
           }
         }
       }
    +
    +  test("linear regression (huber loss) with intercept without 
regularization") {
    --- End diff --
    
    Do you know if these integration tests are in the L1 penalty regime or in 
the L2 regime?  It'd be nice to make sure we're testing both.


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