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

    https://github.com/apache/spark/pull/3636#discussion_r21480867
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala 
---
    @@ -39,6 +41,7 @@ class GradientDescent private[mllib] (private var 
gradient: Gradient, private va
       private var numIterations: Int = 100
       private var regParam: Double = 0.0
       private var miniBatchFraction: Double = 1.0
    +  private var convergenceTolerance: Double = 0.0
    --- End diff --
    
    I feel like the default should be > 0.0.  Something small like 0.001 (a 
value pulled from libsvm 
[https://github.com/cjlin1/libsvm/blob/master/python/svm.py]) might be 
reasonable.  Basically, I think that convergence tolerance is generally a 
better stopping criterion than numIterations, and having it > 0.0 will give it 
a chance of taking effect before numIterations.


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