title: What's the meaning of p-values which produced by feature selection (i.e. chi2 method)?
body: <p>Recently, I have used sklearn(a python meachine learning library) to do a short-text classification task. I found that SelectKBest class can choose K best of features. However, the first argument of SelectKBest is a score function, which "taking two arrays X and y, and returning a pair of arrays (scores, pvalues)". I know that scores, but what is the meaning of pvalues? </p>