ChiSqSelector

ChiSqSelector stands for Chi-Squared feature selection. It operates on labeled data with categorical features. ChiSqSelector uses the Chi-Squared test of independence to decide which features to choose. It supports five selection methods: numTopFeatures, percentile, fpr, fdr, fwe:
numTopFeatures chooses a fixed number of top features according to a chi-squared test. This is akin to yielding the features with the most predictive power. percentile is similar to numTopFeatures but chooses a fraction of all features instead of a fixed number. fpr chooses all features whose p-values are below a threshold, thus controlling the false positive rate of selection. fdr uses the Benjamini-Hochberg procedure to choose all features whose false discovery rate is below a threshold. fwe chooses all features whose p-values are below a threshold. The threshold is scaled by 1/numFeatures, thus controlling the family-wise error rate of selection. By default, the selection method is numTopFeatures, with the default number of top features set to 50. The user can choose a selection method using setSelectorType. 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 numTopFeatures = 1, then according to our label clicked the last column in our features is 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]
import org.apache.spark.ml.feature.ChiSqSelector
import org.apache.spark.ml.linalg.Vectors
​
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 = spark.createDataset(data).toDF("id", "features", "clicked")
​
val selector = new ChiSqSelector()
.setNumTopFeatures(1)
.setFeaturesCol("features")
.setLabelCol("clicked")
.setOutputCol("selectedFeatures")
​
val result = selector.fit(df).transform(df)
​
println(s"ChiSqSelector output with top ${selector.getNumTopFeatures} features selected")
result.show()
​
/*
Output:
ChiSqSelector output with top 1 features selected
+---+------------------+-------+----------------+
| id| features|clicked|selectedFeatures|
+---+------------------+-------+----------------+
| 7|[0.0,0.0,18.0,1.0]| 1.0| [18.0]|
| 8|[0.0,1.0,12.0,0.0]| 0.0| [12.0]|
| 9|[1.0,0.0,15.0,0.1]| 0.0| [15.0]|
+---+------------------+-------+----------------+
​
*/
​