Yury Babak created IGNITE-5219:
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             Summary: Generalization of cost function for Linear Regression.
                 Key: IGNITE-5219
                 URL: https://issues.apache.org/jira/browse/IGNITE-5219
             Project: Ignite
          Issue Type: Improvement
          Components: ml
            Reporter: Yury Babak


We want to add support of custom cost functions for Linear Regression.



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