Github user dbtsai commented on the pull request:

    https://github.com/apache/spark/pull/3890#issuecomment-98175466
  
    @debasish83, after doing some research, we think subLBFGS 
https://users.soe.ucsc.edu/~niejiazhong/slides/vishy-lec4.pdf looks like the 
way to go. @devesh created a feature request in breeze 
https://github.com/scalanlp/breeze/issues/403 , and @dlwh commented that it 
looks simple enough to implement. Maybe we should try this approach.


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