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

    https://github.com/apache/spark/pull/14858#discussion_r76572693
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
    @@ -116,8 +116,7 @@ final class QuantileDiscretizer @Since("1.6.0") 
(@Since("1.6.0") override val ui
     
         val distinctSplits = splits.distinct
         if (splits.length != distinctSplits.length) {
    -      log.warn(s"Some quantiles were identical. Bucketing to 
${distinctSplits.length - 1}" +
    -        s" buckets as a result.")
    +      log.warn(s"Some quantiles were identical. Will return fewer buckets 
than requested!")
    --- End diff --
    
    Yes, another reason to reject NaN splits.


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