Github user yinxusen commented on the pull request:
https://github.com/apache/spark/pull/458#issuecomment-41262172
I do the preprocess of your data, make it with zero-mean, unit norm. But
Lasso also performances poorly, with Infinity results or rising losses.
Since Lasso is a regression method, maybe we should use regression data to
test it. the current classification dataset is not suitable. @coderxiang Do you
have any regression dataset?
More complicated SGDs are worthy of consideration.
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