Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/8836#discussion_r40124054
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/AFTSurvivalRegression.scala 
---
    @@ -90,6 +108,12 @@ private[regression] trait AFTSurvivalRegressionParams 
extends Params
           SchemaUtils.checkColumnType(schema, $(censorCol), DoubleType)
           SchemaUtils.checkColumnType(schema, $(labelCol), DoubleType)
         }
    +    if (hasQuantileProbabilities && hasQuantilesCol) {
    +      SchemaUtils.appendColumn(schema, $(quantilesCol), new VectorUDT)
    +    } else if (hasQuantileProbabilities || hasQuantilesCol) {
    +      logWarning("The output will not include quantiles column. " +
    +        "If you want to include, please set both quantileProbabilities and 
quantilesCol.")
    +    }
    --- End diff --
    
    I think if users set `quantilesCol` but not `quantileProbabilities`, we 
should throw an exception rather than an warning message because users should 
expect `quantilesCol` in the output. Actually, I think it is more convenient to 
set the default value of `quantileProbabilities` to `[0.25, 0.5, 0.75]`, and 
then require a non-empty array for this param.


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