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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