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[SPARK-50933][ML][PYTHON][CONNECT] Support Feature Selectors on Connect
### What changes were proposed in this pull request? Support Feature Selectors on Connect: - ChiSqSelector - UnivariateFeatureSelector - VarianceThresholdSelector ### Why are the changes needed? feature parity ### Does this PR introduce _any_ user-facing change? yes, new algorithms supported on connect ### How was this patch tested? added tests ### Was this patch authored or co-authored using generative AI tooling? no Closes #49641 from zhengruifeng/ml_connect_selector. Authored-by: Ruifeng Zheng <[email protected]> Signed-off-by: Ruifeng Zheng <[email protected]>
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