Github user yanboliang commented on a diff in the pull request:

    https://github.com/apache/spark/pull/15212#discussion_r93726048
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/ChiSqSelector.scala ---
    @@ -111,11 +139,14 @@ private[feature] trait ChiSqSelectorParams extends 
Params
     /**
      * Chi-Squared feature selection, which selects categorical features to 
use for predicting a
      * categorical label.
    - * 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` chooses all features whose false discovery rate meets some 
threshold.
    + *  - `fwe` chooses all features whose family-wise error rate meets some 
threshold.
    --- End diff --
    
    Update according the above suggestion.


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