Github user MLnick commented on the issue:
https://github.com/apache/spark/pull/14449
As for other feature selection methods, feel free to create a JIRA to
discuss. Some work has been done outside of Spark in packages - e.g.
https://github.com/sramirez/spark-infotheoretic-feature-selection. Generally I
think this is a good place for that kind of work to start - I don't think it
necessarily must be in Spark itself. If usage and performance is high, it can
always be considered for inclusion later on.
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