Github user actuaryzhang commented on the issue:
https://github.com/apache/spark/pull/16740
@sethah Yes, we can directly compute the intercept easily. But I'm
concerned that such special handling may not integrate well with other features
or future changes. For example, we will need to compute the standard error
analytically as well, which is not difficult. But the point is that every time
there is new feature, one would have to modify the intercept calculation part
to handle it. This does not seem efficient. Thoughts?
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