Peng, Meng
authored
## What changes were proposed in this pull request? Univariate feature selection works by selecting the best features based on univariate statistical tests. False Positive Rate (FPR) is a popular univariate statistical test for feature selection. We add a chiSquare Selector based on False Positive Rate (FPR) test in this PR, like it is implemented in scikit-learn. http://scikit-learn.org/stable/modules/feature_selection.html#univariate-feature-selection ## How was this patch tested? Add Scala ut Author: Peng, Meng <peng.meng@intel.com> Closes #14597 from mpjlu/fprChiSquare.
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