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

    https://github.com/apache/spark/pull/14858#discussion_r77156190
  
    --- Diff: docs/ml-features.md ---
    @@ -1102,7 +1102,8 @@ for more details on the API.
     ## QuantileDiscretizer
     
     `QuantileDiscretizer` takes a column with continuous features and outputs 
a column with binned
    -categorical features. The number of bins is set by the `numBuckets` 
parameter.
    +categorical features. The number of bins is set by the `numBuckets` 
parameter, but it is
    --- End diff --
    
    I would suggest:
    
    The number of bins is set by the `numBuckets` parameter. It's possible that 
the number of buckets used will be less than this value, for example, if there 
are too few distinct values of the input to create enough distinct quantiles. 
Note also that NaN values are handled specially and placed into their own 
bucket. For example, if 4 buckets are used, then non-NaN data will be put into 
buckets 0-3, but NaNs will be counted in a special bucket 4.


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