Github user sethah commented on the issue:

    https://github.com/apache/spark/pull/16740
  
    Since we already compute the number of features in the train method, why 
don't we just check if `numFeatures == 0` and then just compute the intercept 
as the link of the weighted average of the labels and return it. Then we don't 
have to run IRLS which doesn't seem to converge in a single iteration anyway. 
We have typically logged a warning in cases like these, here we might say that 
the model will be equivalent to the null model. 


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