Joanne Shin created SPARK-6125:
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             Summary: Custom Loss function
                 Key: SPARK-6125
                 URL: https://issues.apache.org/jira/browse/SPARK-6125
             Project: Spark
          Issue Type: Question
          Components: MLlib
    Affects Versions: 1.2.1
            Reporter: Joanne Shin


Currently, there are only a finite number of loss functions available for the 
SGD solver in MLlib. Is there anyway to implement an L1 AND L2 regularizer or a 
way to use a custom loss function?



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