Github user jkbradley commented on the issue:

    https://github.com/apache/spark/pull/19020
  
    > We have two candidate name: epsilon or m
    
    I see; that seems fine then, though I worry that we use "epsilon" in MLlib 
(tests) for "a very small positive number."  Can we document it more clearly, 
including the comment that it matches sklearn and is "M" from the paper?
    
    > provide the estimated scaling factor (sigma from the paper)
    
    I'd say:
    * Either we provide it as 1 for regular linear regression (since that is 
technically correct)
    * Or we take this as indication that @sethah 's comment about separating 
the classes is better.
    
    Re: @sethah 's comment about separating classes, I'll comment in the JIRA 
since that's a bigger discussion.


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