Github user avulanov commented on the pull request:

    https://github.com/apache/spark/pull/3677#issuecomment-69367747
  
    I think this is a great work-around the current MLlib interfaces! What 
bothers me is that batches will be created at every step of an algorithm, i.e. 
iterator of vectors in partition is passed to Gradient and Gradient most 
probably will stack vectors into matrix (every step!). I wonder if there is a 
way to pass a matrix to Gradient instead of vector.


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