[ML] Linear regression with SGD

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[ML] Linear regression with SGD

sandy
Hi,

I would like to compare different implementations of linear regression (and
possibly generalised linear regression) in Spark. I was wondering why the
functions for linear regression (and GLM) with stochastic gradient descent
have been deprecated?

I have found some old posts of people having problems with
LinearRegressionSGD and saying that it it slower than L-BFGS but I am not
sure what they mean. Shouldn’t SGD be better? Is there any plan to make
those functions available again in the new DataFrame-based API?

Thank you,
Sandy



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