Bihui Jin created SPARK-26111:
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             Summary: Support ANOVA F-value between label/feature for the 
continuous distribution feature selection
                 Key: SPARK-26111
                 URL: https://issues.apache.org/jira/browse/SPARK-26111
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 2.4.0
            Reporter: Bihui Jin


Current only support the selection of categorical features, while there are 
many requirements to the selection of continuous distribution features.

ANOVA F-value is one way to select features from the continuous distribution 
and it's important to support it in spark.



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