Github user felixcheung commented on the issue:

    https://github.com/apache/spark/pull/14818
  
    If we are closely matching the capability of glmnet then we could name it 
`glmnet` or `spark.glmnet`, if this fits in the existing `spark.glm` 
implementation (which is different from the SparkR `glm` function) then we 
should add it there, otherwise our convention would be to add a new function 
that is named for what it does, such as "spark.multiclassLogisticRegression"
    
    From what you have described perhaps it makes sense to add to `spark.glm`?


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