Github user hhbyyh commented on the issue:
https://github.com/apache/spark/pull/15211
Thanks @jkbradley.
I reviewed the gradient and loss function. The corresponding regularization
lambda should satisfy lambda * c * N (data size) = 2.
c equals to 10 by default in R and sklearn. thus we should set reg =
0.00002 (2 / 10000 / 10).
I corrected the unit test against R 1071 and added another unit test
against sklearn.
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