Github user debasish83 commented on the pull request:

    https://github.com/apache/spark/pull/2705#issuecomment-58450751
  
    @mengxr could you please take a first pass at it...I am focused at 
decreasing the iteration count of the proximal algorithm
    
    @rezzazadeh could you please see if the quadratic problem ideas mentioned 
in your paper (http://arxiv.org/pdf/1410.0342v1.pdf) are captured in this PR. 
We would like to integrate the convex loss at the earliest as some of our 
use-cases we would like to experiment with hinger/huber loss...



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