Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/4709#discussion_r25136229
--- Diff: docs/mllib-feature-extraction.md ---
@@ -375,3 +375,52 @@ data2 = labels.zip(normalizer2.transform(features))
{% endhighlight %}
</div>
</div>
+
+## Feature selection
+(Feature selection)[http://en.wikipedia.org/wiki/Feature_selection] allows
selecting the most relevant features for use in model construction. The number
of features to select can be determined using the validation set. Feature
selection is usually applied on sparse data, for example in text
classification. Feature selection reduces the size of the vector space and, in
turn, the complexity of any subsequent operation with vectors.
--- End diff --
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