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https://issues.apache.org/jira/browse/SPARK-8651?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14608849#comment-14608849
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Joseph K. Bradley commented on SPARK-8651:
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Also, you might want to try the Pipelines API LinearRegression with L1
regularization (set using the elasticNetParam). It uses a better optimization
algorithm underneath.
> Lasso with SGD not Converging properly
> --------------------------------------
>
> Key: SPARK-8651
> URL: https://issues.apache.org/jira/browse/SPARK-8651
> Project: Spark
> Issue Type: Bug
> Components: MLlib
> Affects Versions: 1.4.0
> Reporter: Albert Azout
>
> We are having issues getting Lasso with SGD to converge properly. The weights
> outputted are extremely large values. We have tried multiple miniBatchRatios
> and still see same issue.
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