Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/15212#discussion_r93875339
--- Diff: python/pyspark/ml/feature.py ---
@@ -2629,8 +2629,21 @@ class ChiSqSelector(JavaEstimator, HasFeaturesCol,
HasOutputCol, HasLabelCol, Ja
"""
.. note:: Experimental
- Chi-Squared feature selection, which selects categorical features to
use for predicting a
- categorical label.
+ Creates a ChiSquared feature selector.
+ The selector supports different selection methods: `numTopFeatures`,
`percentile`, `fpr`,
+ `fdr`, `fwe`.
+ `numTopFeatures` chooses a fixed number of top features according to a
chi-squared test.
+ `percentile` is similar but chooses a fraction of all features instead
of a fixed number.
+ `fpr` chooses all features whose p-value is below a threshold, thus
controlling the false
+ positive rate of selection.
+ `fdr` uses the [Benjamini-Hochberg procedure]
--- End diff --
```
`Benjamini-Hochberg procedure
<https://en.wikipedia.org/wiki/False_discovery_rate#Benjamini.E2.80.93Hochberg_procedure>`_
```
This is the Python style of using doc links. You can refer
https://github.com/apache/spark/blob/master/python/pyspark/ml/regression.py#L1308
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