Github user mpjlu commented on a diff in the pull request:
https://github.com/apache/spark/pull/14597#discussion_r74396249
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/feature/ChiSqSelector.scala ---
@@ -197,3 +197,28 @@ class ChiSqSelector @Since("1.3.0") (
new ChiSqSelectorModel(indices)
}
}
+
+/**
+ * Creates a ChiSquared feature selector by False Positive Rate (FPR) test.
--- End diff --
Hi @srowen ,
http://blog.datadive.net/selecting-good-features-part-i-univariate-selection/,
this is a link to introduce p-value for feature selection.
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