Github user dbtsai commented on the pull request:

    https://github.com/apache/spark/pull/1379#issuecomment-69125554
  
    @avulanov  I've thought about that. However, @mengxr  told me that they 
have a intern trying to do this type of experiment last year, and they don't 
see significant performance gain. I'm thinking to implement the whole gradient 
function using native code/SIMD by batching the input vectors as matrix. Since 
for MLOR, the computation of objective function is very expensive. 


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