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

    https://github.com/apache/spark/pull/14858#discussion_r76572124
  
    --- 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 --
    
    Yeah, that seems like an error. NaN has no ordering so it doesn't make 
sense to consider or return them as part of quantiles. I think these other 
classes have to handle this case too and they can be rejected here. It's not 
something this class can handle for them because it doesn't know what the 
quantiles would have been without NaN.


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