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From avulanov <...@git.apache.org>
Subject [GitHub] spark pull request #14597: [SPARK-17017][MLLIB] add a chiSquare Selector bas...
Date Fri, 12 Aug 2016 10:19:33 GMT
Github user avulanov commented on a diff in the pull request:

    https://github.com/apache/spark/pull/14597#discussion_r74570077
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/feature/ChiSqSelector.scala ---
    @@ -197,3 +197,28 @@ class ChiSqSelector @Since("1.3.0") (
         new ChiSqSelectorModel(indices)
       }
     }
    +
    +/**
    + * Creates a ChiSquared feature selector by False Positive Rate (FPR) test.
    + * @param alpha the highest p-value for features to be kept
    + */
    +@Since("2.1.0")
    +class ChiSqSelectorByFpr @Since("2.1.0") (
    +  @Since("2.1.0") val alpha: Double) extends Serializable {
    +
    +  /**
    +   * Returns a ChiSquared feature selector by FPR.
    +   *
    +   * @param data an `RDD[LabeledPoint]` containing the labeled dataset with categorical
features.
    +   *             Real-valued features will be treated as categorical for each distinct
value.
    +   *             Apply feature discretizer before using this function.
    +   */
    +  @Since("2.1.0")
    +  def fit(data: RDD[LabeledPoint]): ChiSqSelectorModel = {
    +    val indices = Statistics.chiSqTest(data)
    +      .zipWithIndex.filter { case (res, _) => res.pValue < alpha }
    --- End diff --
    
    @srowen I've checked our thread with @mengxr on that feature https://github.com/apache/spark/pull/1484.

      - We preserve the order of indexes to make the selection of features with one loop (i.e.
linear time complexity). Here is the code: https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/feature/ChiSqSelector.scala#L74.
The logic of feature selector, which is selection of N top features, does not imply that it
will sort the features by their Chi-square value. A parameter must be introduced if it is
required for some use-case.
      - We were planning to include Chi-square values in the model later if needed https://github.com/apache/spark/pull/1484#discussion_r23876952
    
    @mpjlu It seems that FPR feature selection should not modify the code of existing `ChiSqSelector`,
because FPR feature selection works on top of a scoring function rather than on top of another
selector. Scoring function is a parameter, and it might be Chi-square. For example, please
refer to Sklearn's `FPR` implementation mentioned. It uses ANOVA as a default scoring function
http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectFpr.html#sklearn.feature_selection.SelectFpr.



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