Github user dbtsai commented on the issue:

    https://github.com/apache/spark/pull/14834
  
    @sethah I remember that `compressed` method for `Matrix` is one of the todo 
in the followup tasks. For sparse binary logistic regression, if we store the 
models as `1 x numFeatures` compressed sparse row major matrices, I think the 
space will be the same as current sparse vector implementation. And this CSR 
format should be able to convert to sparse vector without changing the 
underline data structure. 
    
    Throwing an exception in the case of 2 classes with multinomial family 
should good to me.


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