Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/11258#issuecomment-186994891
The default value in R's GLMNET is `1E-7`, and the default value in
original LBFGS implementation is `1E-8`. In order to provide better and
consistent result, let's change it to `1E-6` in a separate PR.
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