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https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15981794#comment-15981794
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yu peng commented on SPARK-1359:
--------------------------------

i think by randomly shuffle partitions and do gradient Descent by 
toLocalIterator is better and without compromising accuracy 

> 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, 1.0.0
>            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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