Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/5779#discussion_r30535308
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
@@ -0,0 +1,141 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.spark.ml.feature
+
+import scala.collection.mutable
+
+import org.apache.spark.annotation.AlphaComponent
+import org.apache.spark.ml._
+import org.apache.spark.ml.attribute.NominalAttribute
+import org.apache.spark.ml.param.shared.{HasInputCol, HasOutputCol}
+import org.apache.spark.ml.param.{IntParam, _}
+import org.apache.spark.ml.util._
+import org.apache.spark.rdd.RDD
+import org.apache.spark.sql.types.{DoubleType, StructType}
+import org.apache.spark.sql.{DataFrame, Row}
+import org.apache.spark.util.random.XORShiftRandom
+
+/**
+ * Params for [[QuantileDiscretizer]].
+ */
+private[feature] trait QuantileDiscretizerBase extends Params with
HasInputCol with HasOutputCol {
+
+ /**
+ * Number of buckets to collect data points, which should be a positive
integer.
+ * @group param
+ */
+ val numBuckets = new IntParam(this, "numBuckets",
+ "Number of buckets to collect data points, which should be a positive
integer.",
+ ParamValidators.gtEq(2))
+ setDefault(numBuckets -> 2)
+
+ /** @group getParam */
+ def getNumBuckets: Int = getOrDefault(numBuckets)
+}
+
+/**
+ * :: AlphaComponent ::
+ * `QuantileDiscretizer` takes a column with continuous features and
outputs a column with binned
+ * categorical features.
--- End diff --
Please add doc:
```
The bin ranges are chosen by taking a sample of the data and dividing it
into roughly equal parts. The lower and upper bin bounds will be -Infinity and
+Infinity, covering all real values.
This attempts to find numBuckets partitions based on a sample of data, but
it may find fewer depending on the data sample values.
```
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