Github user tanyinyan commented on the pull request:

    https://github.com/apache/spark/pull/5055#issuecomment-87147135
  
    Hi @jkbradley , @srowen , I'm considering "option 2" these days, and look 
up what libsvm and liblinear does . And find that, both in libsvm and liblinear 
, scaling changes the performance.
    
    In libsvm guide:http://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf ," 
We recommend linearly
    scaling each attribute to the range [−1, +1] or [0, 1]", in the appendix 
A,there are some examples that scaling improve the accuracy.
    
    The same as in 
liblinear:http://cran.r-project.org/web/packages/LiblineaR/LiblineaR.pdf , 
"Classification models usually perform better if each dimension of the data is 
first centered and scaled."
    
    So, I suggest "setFeatureScaling(true)"  (don't expose it as an option)  as 
what is done in class LogisticRegressionWithLBFGS


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