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https://issues.apache.org/jira/browse/SPARK-17201?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15436318#comment-15436318
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DB Tsai commented on SPARK-17201:
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This makes sense. Let's keep an eye on this, and figure out the interface
first. Patching this with pivoting is relative easy, and can be done in a way
that the model format is not changed by unpivoting the coefficients and center
them again. Thanks.
> Investigate numerical instability for MLOR without regularization
> -----------------------------------------------------------------
>
> Key: SPARK-17201
> URL: https://issues.apache.org/jira/browse/SPARK-17201
> Project: Spark
> Issue Type: Sub-task
> Components: ML, MLlib
> Reporter: Seth Hendrickson
>
> As mentioned
> [here|http://ufldl.stanford.edu/wiki/index.php/Softmax_Regression], when no
> regularization is applied in Softmax regression, second order Newton solvers
> may run into numerical instability problems. We should investigate this in
> practice and find a solution, possibly by implementing pivoting when no
> regularization is applied.
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