Github user srowen commented on a diff in the pull request:
https://github.com/apache/spark/pull/14858#discussion_r77489786
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
@@ -114,10 +115,10 @@ final class QuantileDiscretizer @Since("1.6.0")
(@Since("1.6.0") override val ui
splits(0) = Double.NegativeInfinity
splits(splits.length - 1) = Double.PositiveInfinity
- val distinctSplits = splits.distinct
+ val distinctSplits = splits.filter(!_.isNaN).distinct
--- End diff --
What would you do with NaN in approxQuantile except ignore it? it can't
affect a quantile. The question of what the bucketizer should do with NaN is
separate. I'd still favor one behavior there, but keeping that separate, let's
figure out what approxQuantile should do.
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