Github user jkbradley commented on the pull request:

    https://github.com/apache/spark/pull/4259#issuecomment-85686517
  
    @dbtsai Thanks for the update!  I'll make a more detailed pass soon.
    
    One bigger question: What is the plan for extensions?  Based on this PR, it 
sounds like we expect "LinearRegression" to only support no regularization, L1, 
L2, or elastic net.  I assume that, in the future, users who want other 
regularization can write their own extensions of GeneralizedLinearAlgorithm 
(once that is in spark.ml).  But would we ever want to add more built-in 
regularizers?  Or are we deciding now that we never will?


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