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[MLLIB] Add fit intercept api to ml logisticregression
I have the fit intercept enabled by default for logistic regression, I wonder what others think here. I understand that it enables allocation by default which is undesirable, but one needs to have a very strong reason for not having an intercept term enabled so it is the safer default from a statistical sense. Explicitly modeling the intercept by adding a column of all 1s does not work. I believe the reason is that since the API for LogisticRegressionWithLBFGS forces column normalization, and a column of all 1s has 0 variance so dividing by 0 kills it.
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Omede Firouz
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Mar 31, 2015
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