Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/15212#discussion_r93875438
--- Diff: python/pyspark/mllib/feature.py ---
@@ -274,11 +274,17 @@ def transform(self, vector):
class ChiSqSelector(object):
"""
Creates a ChiSquared feature selector.
- The selector supports different selection methods: `numTopFeatures`,
`percentile`, `fpr`.
+ 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 --
Ditto.
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