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https://issues.apache.org/jira/browse/SPARK-6125?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Joanne Shin updated SPARK-6125:
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    Description: Currently, there are only a small selection of loss functions 
available for the SGD solver in MLlib. Is there anyway to implement an L1 AND 
L2 regularizer or a way to use a custom loss function?  (was: Currently, there 
are only a finite number of loss functions available for the SGD solver in 
MLlib. Is there anyway to implement an L1 AND L2 regularizer or a way to use a 
custom loss function?)

> Custom Loss function
> --------------------
>
>                 Key: SPARK-6125
>                 URL: https://issues.apache.org/jira/browse/SPARK-6125
>             Project: Spark
>          Issue Type: Question
>          Components: MLlib
>    Affects Versions: 1.2.1
>            Reporter: Joanne Shin
>              Labels: features, newbie
>
> Currently, there are only a small selection of loss functions available for 
> the SGD solver in MLlib. Is there anyway to implement an L1 AND L2 
> regularizer or a way to use a custom loss function?



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