Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/3890#issuecomment-68982905
The LBFGS solver will just optimize it no matter what; however, when LBFGS
tried to approximate the hessian near zero, the whole problem is not well
defined. You probably want to check OWLQN in breeze.
http://www.scalanlp.org/api/breeze/index.html#breeze.optimize.OWLQN OWLQN is
modified version of LBFGS intended to address this issue. We've OWLQN
implementation in our lab, and it works really well.
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