I ran into this problem too - it's because WeightedLeastSquares (added in
1.6.0 SPARK-10668) is being used on an ill-conditioned problem
(SPARK-11918). I guess because of the one hot encoding. To get around it you
need to ensure WeightedLeastSquares isn't used. Set parameters to make the
following false:
$(solver) == "auto" && $(elasticNetParam) == 0.0 &&
numFeatures <= WeightedLeastSquares.MAX_NUM_FEATURES) || $(solver) ==
"normal"
Hope this helps
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