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

    https://github.com/apache/spark/pull/14858#discussion_r76569942
  
    --- Diff: mllib/src/main/scala/org/apache/spark/ml/feature/Bucketizer.scala 
---
    @@ -63,7 +63,7 @@ final class Bucketizer @Since("1.4.0") (@Since("1.4.0") 
override val uid: String
     
       /** @group setParam */
       @Since("1.4.0")
    -  def setSplits(value: Array[Double]): this.type = set(splits, value)
    +  def setSplits(value: Array[Double]): this.type = set(splits, 
value.filter(!_.isNaN))
    --- End diff --
    
    we only accept non-Nan splits


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