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https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16013998#comment-16013998
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Nick Pentreath commented on SPARK-1359:
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Do we care much about this now, since {{mllib}}'s SGD is in maintenance mode
and currently {{ml}} supports only L-BFGS (or IRLS)? Shall we close this off?
> 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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