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https://issues.apache.org/jira/browse/SPARK-9835?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14935827#comment-14935827
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Apache Spark commented on SPARK-9835:
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User 'davies' has created a pull request for this issue:
https://github.com/apache/spark/pull/7721
> Iteratively reweighted least squares solver for GLMs
> ----------------------------------------------------
>
> Key: SPARK-9835
> URL: https://issues.apache.org/jira/browse/SPARK-9835
> Project: Spark
> Issue Type: New Feature
> Components: ML, MLlib
> Reporter: Xiangrui Meng
> Assignee: Xiangrui Meng
>
> After SPARK-9834, we can implement iteratively reweighted least squares
> (IRLS) solver for GLMs with other families and link functions. It could
> provide R-like summary statistics after training, but the number of features
> cannot be very large, e.g. more than 4096.
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