Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/1897#discussion_r16099253
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/GeneralizedLinearAlgorithm.scala
---
@@ -137,11 +154,45 @@ abstract class GeneralizedLinearAlgorithm[M <:
GeneralizedLinearModel]
throw new SparkException("Input validation failed.")
}
+ /**
+ * Scaling to minimize the condition number:
--- End diff --
`minimize the condition number` is not accurate. We can say `scaling
columns to unit variance as a heuristic to reduce the condition number`.
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