lindong28 commented on code in PR #187:
URL: https://github.com/apache/flink-ml/pull/187#discussion_r1044092761


##########
flink-ml-lib/src/main/java/org/apache/flink/ml/feature/univariatefeatureselector/UnivariateFeatureSelector.java:
##########
@@ -0,0 +1,305 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements.  See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership.  The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License.  You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.feature.univariatefeatureselector;
+
+import org.apache.flink.api.common.state.ListState;
+import org.apache.flink.api.common.state.ListStateDescriptor;
+import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.common.typeinfo.Types;
+import org.apache.flink.api.java.tuple.Tuple2;
+import org.apache.flink.ml.api.Estimator;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.stats.anovatest.ANOVATest;
+import org.apache.flink.ml.stats.chisqtest.ChiSqTest;
+import org.apache.flink.ml.stats.fvaluetest.FValueTest;
+import org.apache.flink.ml.util.ParamUtils;
+import org.apache.flink.ml.util.ReadWriteUtils;
+import org.apache.flink.runtime.state.StateInitializationContext;
+import org.apache.flink.runtime.state.StateSnapshotContext;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.operators.AbstractStreamOperator;
+import org.apache.flink.streaming.api.operators.BoundedOneInput;
+import org.apache.flink.streaming.api.operators.OneInputStreamOperator;
+import org.apache.flink.streaming.runtime.streamrecord.StreamRecord;
+import org.apache.flink.table.api.Table;
+import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
+import org.apache.flink.table.api.internal.TableImpl;
+import org.apache.flink.types.Row;
+import org.apache.flink.util.Preconditions;
+
+import org.apache.commons.collections.IteratorUtils;
+
+import java.io.IOException;
+import java.util.ArrayList;
+import java.util.Comparator;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+import java.util.stream.IntStream;
+
+/**
+ * An Estimator which selects features based on univariate statistical tests 
against labels.
+ *
+ * <p>Currently, Flink supports three Univariate Feature Selectors: 
chi-squared, ANOVA F-test and
+ * F-value. User can choose Univariate Feature Selector by setting 
`featureType` and `labelType`,
+ * and Flink will pick the score function based on the specified `featureType` 
and `labelType`.
+ *
+ * <p>The following combination of `featureType` and `labelType` are supported:
+ *
+ * <ul>
+ *   <li>`featureType` `categorical` and `labelType` `categorical`: Flink uses 
chi-squared, i.e.
+ *       chi2 in sklearn.
+ *   <li>`featureType` `continuous` and `labelType` `categorical`: Flink uses 
ANOVA F-test,
+ *       f_classif in sklearn.

Review Comment:
   nits: add `i.e.` for consistency.



##########
flink-ml-lib/src/main/java/org/apache/flink/ml/feature/univariatefeatureselector/UnivariateFeatureSelectorModel.java:
##########
@@ -0,0 +1,201 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements.  See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership.  The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License.  You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.feature.univariatefeatureselector;
+
+import org.apache.flink.api.common.functions.RichMapFunction;
+import org.apache.flink.api.java.typeutils.RowTypeInfo;
+import org.apache.flink.ml.api.Model;
+import org.apache.flink.ml.common.broadcast.BroadcastUtils;
+import org.apache.flink.ml.common.datastream.TableUtils;
+import org.apache.flink.ml.linalg.DenseVector;
+import org.apache.flink.ml.linalg.SparseVector;
+import org.apache.flink.ml.linalg.Vector;
+import org.apache.flink.ml.linalg.Vectors;
+import org.apache.flink.ml.linalg.typeinfo.VectorTypeInfo;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.util.ParamUtils;
+import org.apache.flink.ml.util.ReadWriteUtils;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.table.api.Table;
+import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
+import org.apache.flink.table.api.internal.TableImpl;
+import org.apache.flink.types.Row;
+import org.apache.flink.util.Preconditions;
+
+import org.apache.commons.lang3.ArrayUtils;
+
+import java.io.IOException;
+import java.util.ArrayList;
+import java.util.Arrays;
+import java.util.Collections;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+
+/**
+ * A Model which transforms data using the model data computed by {@link 
UnivariateFeatureSelector}.
+ */
+public class UnivariateFeatureSelectorModel
+        implements Model<UnivariateFeatureSelectorModel>,
+                
UnivariateFeatureSelectorModelParams<UnivariateFeatureSelectorModel> {
+
+    private final Map<Param<?>, Object> paramMap = new HashMap<>();
+    private Table modelDataTable;
+
+    public UnivariateFeatureSelectorModel() {
+        ParamUtils.initializeMapWithDefaultValues(paramMap, this);
+    }
+
+    @Override
+    public UnivariateFeatureSelectorModel setModelData(Table... inputs) {
+        Preconditions.checkArgument(inputs.length == 1);
+        modelDataTable = inputs[0];
+        return this;
+    }
+
+    @Override
+    public Table[] getModelData() {
+        return new Table[] {modelDataTable};
+    }
+
+    @SuppressWarnings({"unchecked", "rawtypes"})
+    @Override
+    public Table[] transform(Table... inputs) {
+        Preconditions.checkArgument(inputs.length == 1);
+
+        StreamTableEnvironment tEnv =
+                (StreamTableEnvironment) ((TableImpl) 
inputs[0]).getTableEnvironment();
+        DataStream<Row> data = tEnv.toDataStream(inputs[0]);
+        DataStream<UnivariateFeatureSelectorModelData> modelData =
+                
UnivariateFeatureSelectorModelData.getModelDataStream(modelDataTable);
+
+        final String broadcastModelKey = "broadcastModelKey";
+        RowTypeInfo inputTypeInfo = 
TableUtils.getRowTypeInfo(inputs[0].getResolvedSchema());
+        RowTypeInfo outputTypeInfo =
+                new RowTypeInfo(
+                        ArrayUtils.addAll(inputTypeInfo.getFieldTypes(), 
VectorTypeInfo.INSTANCE),
+                        ArrayUtils.addAll(inputTypeInfo.getFieldNames(), 
getOutputCol()));
+
+        DataStream<Row> outputStream =
+                BroadcastUtils.withBroadcastStream(
+                        Collections.singletonList(data),
+                        Collections.singletonMap(broadcastModelKey, modelData),
+                        inputList -> {
+                            DataStream input = inputList.get(0);
+                            return input.map(
+                                    new 
PredictOutputFunction(getFeaturesCol(), broadcastModelKey),
+                                    outputTypeInfo);
+                        });
+
+        return new Table[] {tEnv.fromDataStream(outputStream)};
+    }
+
+    /** This operator loads model data and predicts result. */
+    private static class PredictOutputFunction extends RichMapFunction<Row, 
Row> {
+
+        private final String inputCol;
+        private final String broadcastKey;
+        private int[] indices;
+
+        public PredictOutputFunction(String inputCol, String broadcastKey) {
+            this.inputCol = inputCol;
+            this.broadcastKey = broadcastKey;
+        }
+
+        @Override
+        public Row map(Row row) {
+            if (indices == null) {
+                UnivariateFeatureSelectorModelData modelData =
+                        (UnivariateFeatureSelectorModelData)
+                                
getRuntimeContext().getBroadcastVariable(broadcastKey).get(0);
+                indices = Arrays.stream(modelData.indices).sorted().toArray();
+            }
+
+            if (indices.length == 0) {
+                return Row.join(row, Row.of(Vectors.dense()));
+            } else {
+                Vector inputVec = ((Vector) row.getField(inputCol));
+                Preconditions.checkArgument(
+                        inputVec.size() > indices[indices.length - 1],
+                        "Input %s features, but UnivariateFeatureSelector is "
+                                + "expecting at least %s features as input.",
+                        inputVec.size(),
+                        indices[indices.length - 1] + 1);
+                Vector outputVec = selectByIndices(inputVec, indices);
+                return Row.join(row, Row.of(outputVec));
+            }
+        }
+
+        /**
+         * Selects a subset of the vector base on the indices. Note that the 
input indices must be
+         * sorted in ascending order if the input vector is sparse.
+         */
+        private Vector selectByIndices(Vector vector, int[] selectedIndices) {

Review Comment:
   Since this method looks pretty generic and it is re-used by 
`VarianceThresholdSelectorModel.java`, how about we move this method to 
`org.apache.flink.ml.common.util.VectorUtils` and make it static?



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