Is there abetter chance to get into Columbia by selecting undecided or its it better to choose a specific major
Columbia does not admit by major, so there is no advantage either way.
Your best chance is answering the question honestly and not try to “game it”. Holistic admissions means they look at your application as a whole, including academic and EC history, your essays and your LoR’s. If in fact you are truly undecided, and you have a variety of interests and that is supported by your EC’s, LoR’s and essays, then that is what you should put. If your interests clearly scream pre-med, but you are afraid of the comparative pool and put down art history or undecided, I don’t think you do yourself any favors.
IMO, all things being equal, if there is a direction/interest that you have, it is better to indicate majors/concentrations that are consistent with that vs undecided. It may indicate better discipline and focus. Whether you choose to list major(s) or undecided will not be the reason why you get accepted or rejected.