[SPARK-11961][DOC] Add docs of ChiSqSelector

https://issues.apache.org/jira/browse/SPARK-11961

Author: Xusen Yin <yinxusen@gmail.com>

Closes #9965 from yinxusen/SPARK-11961.

docs/ml-features.md

@@ -1949,3 +1949,53 @@ output.select("features", "label").show()
 {% endhighlight %}
 </div>
 </div>
+
+## ChiSqSelector
+
+`ChiSqSelector` stands for Chi-Squared feature selection. It operates on labeled data with
+categorical features. ChiSqSelector orders features based on a
+[Chi-Squared test of independence](https://en.wikipedia.org/wiki/Chi-squared_test)
+from the class, and then filters (selects) the top features which the class label depends on the
+most. This is akin to yielding the features with the most predictive power.
+
+**Examples**
+
+Assume that we have a DataFrame with the columns `id`, `features`, and `clicked`, which is used as
+our target to be predicted:
+
+~~~
+id | features              | clicked
+---|-----------------------|---------
+ 7 | [0.0, 0.0, 18.0, 1.0] | 1.0
+ 8 | [0.0, 1.0, 12.0, 0.0] | 0.0
+ 9 | [1.0, 0.0, 15.0, 0.1] | 0.0
+~~~
+
+If we use `ChiSqSelector` with a `numTopFeatures = 1`, then according to our label `clicked` the
+last column in our `features` chosen as the most useful feature:
+
+~~~
+id | features              | clicked | selectedFeatures
+---|-----------------------|---------|------------------
+ 7 | [0.0, 0.0, 18.0, 1.0] | 1.0     | [1.0]
+ 8 | [0.0, 1.0, 12.0, 0.0] | 0.0     | [0.0]
+ 9 | [1.0, 0.0, 15.0, 0.1] | 0.0     | [0.1]
+~~~
+
+<div class="codetabs">
+<div data-lang="scala" markdown="1">
+
+Refer to the [ChiSqSelector Scala docs](api/scala/index.html#org.apache.spark.ml.feature.ChiSqSelector)
+for more details on the API.
+
+{% include_example scala/org/apache/spark/examples/ml/ChiSqSelectorExample.scala %}
+</div>
+
+<div data-lang="java" markdown="1">
+
+Refer to the [ChiSqSelector Java docs](api/java/org/apache/spark/ml/feature/ChiSqSelector.html)
+for more details on the API.
+
+{% include_example java/org/apache/spark/examples/ml/JavaChiSqSelectorExample.java %}
+</div>
+</div>

examples/src/main/java/org/apache/spark/examples/ml/JavaChiSqSelectorExample.java

+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.spark.examples.ml;
+
+import org.apache.spark.SparkConf;
+import org.apache.spark.api.java.JavaRDD;
+import org.apache.spark.api.java.JavaSparkContext;
+import org.apache.spark.sql.SQLContext;
+
+// $example on$
+import java.util.Arrays;
+
+import org.apache.spark.ml.feature.ChiSqSelector;
+import org.apache.spark.mllib.linalg.VectorUDT;
+import org.apache.spark.mllib.linalg.Vectors;
+import org.apache.spark.sql.DataFrame;
+import org.apache.spark.sql.Row;
+import org.apache.spark.sql.RowFactory;
+import org.apache.spark.sql.types.DataTypes;
+import org.apache.spark.sql.types.Metadata;
+import org.apache.spark.sql.types.StructField;
+import org.apache.spark.sql.types.StructType;
+// $example off$
+
+public class JavaChiSqSelectorExample {
+  public static void main(String[] args) {
+    SparkConf conf = new SparkConf().setAppName("JavaChiSqSelectorExample");
+    JavaSparkContext jsc = new JavaSparkContext(conf);
+    SQLContext sqlContext = new SQLContext(jsc);
+
+    // $example on$
+    JavaRDD<Row> jrdd = jsc.parallelize(Arrays.asList(
+      RowFactory.create(7, Vectors.dense(0.0, 0.0, 18.0, 1.0), 1.0),
+      RowFactory.create(8, Vectors.dense(0.0, 1.0, 12.0, 0.0), 0.0),
+      RowFactory.create(9, Vectors.dense(1.0, 0.0, 15.0, 0.1), 0.0)
+    ));
+    StructType schema = new StructType(new StructField[]{
+      new StructField("id", DataTypes.IntegerType, false, Metadata.empty()),
+      new StructField("features", new VectorUDT(), false, Metadata.empty()),
+      new StructField("clicked", DataTypes.DoubleType, false, Metadata.empty())
+    });
+
+    DataFrame df = sqlContext.createDataFrame(jrdd, schema);
+
+    ChiSqSelector selector = new ChiSqSelector()
+      .setNumTopFeatures(1)
+      .setFeaturesCol("features")
+      .setLabelCol("clicked")
+      .setOutputCol("selectedFeatures");
+
+    DataFrame result = selector.fit(df).transform(df);
+    result.show();
+    // $example off$
+    jsc.stop();
+  }
+}

examples/src/main/scala/org/apache/spark/examples/ml/ChiSqSelectorExample.scala

+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+// scalastyle:off println
+package org.apache.spark.examples.ml
+
+// $example on$
+import org.apache.spark.ml.feature.ChiSqSelector
+import org.apache.spark.mllib.linalg.Vectors
+// $example off$
+import org.apache.spark.sql.SQLContext
+import org.apache.spark.{SparkConf, SparkContext}
+
+object ChiSqSelectorExample {
+  def main(args: Array[String]) {
+    val conf = new SparkConf().setAppName("ChiSqSelectorExample")
+    val sc = new SparkContext(conf)
+
+    val sqlContext = SQLContext.getOrCreate(sc)
+    import sqlContext.implicits._
+
+    // $example on$
+    val data = Seq(
+      (7, Vectors.dense(0.0, 0.0, 18.0, 1.0), 1.0),
+      (8, Vectors.dense(0.0, 1.0, 12.0, 0.0), 0.0),
+      (9, Vectors.dense(1.0, 0.0, 15.0, 0.1), 0.0)
+    )
+
+    val df = sc.parallelize(data).toDF("id", "features", "clicked")
+
+    val selector = new ChiSqSelector()
+      .setNumTopFeatures(1)
+      .setFeaturesCol("features")
+      .setLabelCol("clicked")
+      .setOutputCol("selectedFeatures")
+
+    val result = selector.fit(df).transform(df)
+    result.show()
+    // $example off$
+    sc.stop()
+  }
+}
+// scalastyle:on println