Github user mpjlu commented on the issue: https://github.com/apache/spark/pull/14449 Hi @srowen , I also plan to submit some PR about feature selection methods based on univariate statistical test, like the methods in scikit-learn: SelectFpr (using false positive rate), SelectFdr ( using false discovery rate), and SelectFwe (family wise error ). http://scikit-learn.org/dev/modules/feature_selection.html Now, the ChiSqSelector in Spark only can select the topNumFeatures. Do you think Spark should support other feature selection methods?
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