[SPARK-25289][ML] Avoid exception in ChiSqSelector with FDR when no feature is selected

## What changes were proposed in this pull request?

Currently, when FDR is used for `ChiSqSelector` and no feature is selected an exception is thrown because the max operation fails.

The PR fixes the problem by handling this case and returning an empty array in that case, as sklearn (which was the reference for the initial implementation of FDR) does.

## How was this patch tested?

added UT

Closes apache#22303 from mgaido91/SPARK-25289.

Authored-by: Marco Gaido <[email protected]>
Signed-off-by: Sean Owen <[email protected]>

Author: mgaido91

mllib/src/main/scala/org/apache/spark/mllib/feature/ChiSqSelector.scala

@@ -28,6 +28,7 @@ import org.apache.spark.annotation.Since
 import org.apache.spark.mllib.linalg.{DenseVector, SparseVector, Vector, Vectors}
 import org.apache.spark.mllib.regression.LabeledPoint
 import org.apache.spark.mllib.stat.Statistics
+import org.apache.spark.mllib.stat.test.ChiSqTestResult
 import org.apache.spark.mllib.util.{Loader, Saveable}
 import org.apache.spark.rdd.RDD
 import org.apache.spark.sql.{Row, SparkSession}
@@ -272,13 +273,16 @@ class ChiSqSelector @Since("2.1.0") () extends Serializable {
         // https://en.wikipedia.org/wiki/False_discovery_rate#Benjamini.E2.80.93Hochberg_procedure
         val tempRes = chiSqTestResult
           .sortBy { case (res, _) => res.pValue }
-        val maxIndex = tempRes
+        val selected = tempRes
           .zipWithIndex
           .filter { case ((res, _), index) =>
             res.pValue <= fdr * (index + 1) / chiSqTestResult.length }
-          .map { case (_, index) => index }
-          .max
-        tempRes.take(maxIndex + 1)
+        if (selected.isEmpty) {
+          Array.empty[(ChiSqTestResult, Int)]
+        } else {
+          val maxIndex = selected.map(_._2).max
+          tempRes.take(maxIndex + 1)
+        }
       case ChiSqSelector.FWE =>
         chiSqTestResult
           .filter { case (res, _) => res.pValue < fwe / chiSqTestResult.length }

mllib/src/test/scala/org/apache/spark/ml/feature/ChiSqSelectorSuite.scala

@@ -163,6 +163,17 @@ class ChiSqSelectorSuite extends MLTest with DefaultReadWriteTest {
       }
   }
 
+  test("SPARK-25289: ChiSqSelector should not fail when selecting no features with FDR") {
+    val labeledPoints = (0 to 1).map { n =>
+        val v = Vectors.dense((1 to 3).map(_ => n * 1.0).toArray)
+        (n.toDouble, v)
+      }
+    val inputDF = spark.createDataFrame(labeledPoints).toDF("label", "features")
+    val selector = new ChiSqSelector().setSelectorType("fdr").setFdr(0.05)
+    val model = selector.fit(inputDF)
+    assert(model.selectedFeatures.isEmpty)
+  }
+
   private def testSelector(selector: ChiSqSelector, data: Dataset[_]): ChiSqSelectorModel = {
     val selectorModel = selector.fit(data)
     testTransformer[(Double, Vector, Vector)](data.toDF(), selectorModel,