Xiangrui Meng created SPARK-1359:
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Summary: SGD implementation is not efficient
Key: SPARK-1359
URL: https://issues.apache.org/jira/browse/SPARK-1359
Project: Spark
Issue Type: Improvement
Components: MLlib
Affects Versions: 0.9.0
Reporter: Xiangrui Meng
The SGD implementation samples a mini-batch to compute the stochastic gradient.
This is not efficient because examples are provided via an iterator interface.
We have to scan all of them to obtain a sample.
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