Github user jkbradley commented on the pull request:
https://github.com/apache/spark/pull/7099#issuecomment-119075081
@dbtsai Good point about the objective being in the scaled space. If
Breeze will give us separate loss and regularization values, couldn't we
compute the non-scaled objective by hand in LinearRegression efficiently? We
could rescale the loss f(x) using labelStd, and the regularization term should
already be OK (not really scaled). Does that sound feasible?
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