Github user srowen commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3833#discussion_r22932026
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala
 ---
    @@ -61,20 +67,70 @@ class LogisticRegressionModel (
     
       override protected def predictPoint(dataMatrix: Vector, weightMatrix: 
Vector,
           intercept: Double) = {
    -    val margin = weightMatrix.toBreeze.dot(dataMatrix.toBreeze) + intercept
    -    val score = 1.0 / (1.0 + math.exp(-margin))
    -    threshold match {
    -      case Some(t) => if (score > t) 1.0 else 0.0
    -      case None => score
    +    // If dataMatrix and weightMatrix have the same dimension, it's binary 
logistic regression.
    +    if (dataMatrix.size == weightMatrix.size) {
    +      val margin = dot(weights, dataMatrix) + intercept
    +      val score = 1.0 / (1.0 + math.exp(-margin))
    +      threshold match {
    +        case Some(t) => if (score > t) 1.0 else 0.0
    +        case None => score
    +      }
    +    } else {
    +      val dataWithBiasSize = weightMatrix.size / (nClasses - 1)
    +      val dataWithBias = if(dataWithBiasSize == dataMatrix.size) {
    +        dataMatrix
    +      }  else {
    +        assert(dataMatrix.size + 1 == dataWithBiasSize)
    +        MLUtils.appendBias(dataMatrix)
    +      }
    +
    +      val margins = Array.ofDim[Double](nClasses)
    +
    +      val weightsArray = weights match {
    +      case dv: DenseVector => dv.values
    +      case _ =>
    +        throw new IllegalArgumentException(
    +          s"weights only supports dense vector but got type 
${weights.getClass}.")
    +      }
    +
    +      var i = 0
    +      while (i < nClasses - 1) {
    --- End diff --
    
    This may be minor but I feel like this could be more compact by creating 
`margins` by `map`ping `0 until nClasses` rather than unrolling it. The outer 
loop is not a tight loop here.


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