Peng Meng created SPARK-17870:

             Summary: ML/MLLIB: Statistics.chiSqTest(RDD) is wrong 
                 Key: SPARK-17870
             Project: Spark
          Issue Type: Bug
          Components: ML, MLlib
            Reporter: Peng Meng
            Priority: Critical

The method to count ChiSqureTestResult in mllib/feature/ChiSqSelector.scala  
(line 233) is wrong.

For feature selection method ChiSquareSelector, it is based on the 
ChiSquareTestResult.statistic (ChiSqure value) to select the features. It 
select the features with the largest ChiSqure value. But the Degree of Freedom 
(df) of ChiSqure value is different in Statistics.chiSqTest(RDD), and for 
different df, you cannot base on ChiSqure value to select features.

Because of the wrong method to count ChiSquare value, the feature selection 
results are strange.
Take the test suite in ml/feature/ChiSqSelectorSuite.scala as an example:
If use selectKBest to select: the feature 3 will be selected.
If use selectFpr to select: feature 1 and 2 will be selected. 
This is strange. 

I use scikit learn to test the same data with the same parameters. 
When use selectKBest to select: feature 1 will be selected. 
When use selectFpr to select: feature 1 and 2 will be selected. 
This result is make sense. because the df of each feature in scikit learn is 
the same.

I plan to submit a PR for this problem.


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