Github user MLnick commented on the issue:

    https://github.com/apache/spark/pull/18896
  
    The model is always trained in the scaled space regardless of the 
`standardization` param.
    
    e.g. in the test case doing:
    ```scala
        val model = mlr.fit(multinomialDatasetWithZeroVar)
    
        println(model.interceptVector)
        println(model.coefficientMatrix)
    
        val model2 = 
mlr.setStandardization(false).fit(multinomialDatasetWithZeroVar)
    
        println(model2.interceptVector)
        println(model2.coefficientMatrix)
    ```
    
    Gives you
    ```
    [0.2659042827402973,0.5361544814545004,-0.8020587641947977]
    0.18818263258382864    0.0  
    -0.024143986869901088  0.0  
    -0.16403864571392754   0.0  
    [0.2659042827402915,0.5361544814544981,-0.8020587641947895]
    0.18818263258382964    0.0  
    -0.024143986869900692  0.0  
    -0.16403864571392893   0.0  
    ```


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