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

    https://github.com/apache/spark/pull/40#discussion_r10181447
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala 
---
    @@ -149,7 +149,13 @@ object GradientDescent extends Logging {
     
         // Initialize weights as a column vector
         var weights = new DoubleMatrix(initialWeights.length, 1, 
initialWeights:_*)
    -    var regVal = 0.0
    +
    +    /**
    +     * For the first iteration, the regVal will be initialized as sum of 
sqrt of
    +     * weights if it's L2 update; for L1 update; the same logic is 
followed.
    +     */
    +    var regVal = updater.compute(weights,
    +      new DoubleMatrix(initialWeights.length, 1), 0, 1, regParam)._2
    --- End diff --
    
    I saw code in spark codebase written in this way. 
    
        var regVal = updater.compute(
          weights,
          new DoubleMatrix(initialWeights.length, 1), 0, 1, regParam)._2
    
    What do you think?


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