apache/spark — pull request #1379 by dbtsai (2014-07-12 00:01:17+00:00)
Title: [SPARK-2309][MLlib] Generalize the binary logistic regression into multinomial logistic regression

Currently, there is no multi-class classifier in mllib. Logistic regression can be extended to multinomial classifier straightforwardly.
The following formula will be implemented.
http://www.slideshare.net/dbtsai/2014-0620-mlor-36132297/25

Note: When multi-classes mode, there will be multiple intercepts, so we don't use the single intercept in `GeneralizedLinearModel`, and have all the intercepts into weights. It makes some inconsistency. For example, in the binary mode, the intercept can not be specified by users, but since in the multinomial mode, the intercepts are combined into weights, users can specify them.

@mengxr Should we just deprecate the intercept, and have everything in weights? It makes sense in term of optimization point of view, and also make the interface cleaner. Thanks.