Github user dbtsai commented on the issue:

    https://github.com/apache/spark/pull/14834
  
    @sethah For sparse MLOR problems with L1, the models will be sparse in row. 
As a result, in the sparse, we need to store the models in CSR format, and CSR 
models can be used for model prediction with potential speedup (although we 
need to do benchmark and see how much speed up we get). Let's have a separate 
PR to implement `compressed` option in matrix. This will be a little bit 
complicated.  By default, `compressed` has to determine `CSR` or `CSC` will be 
used depending on the compression rate. Users need to have a option to choose 
the format as well. 


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