Github user srowen commented on a diff in the pull request:
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
    @@ -109,7 +114,7 @@ final class QuantileDiscretizer @Since("1.6.0") 
(@Since("1.6.0") override val ui
       override def fit(dataset: Dataset[_]): Bucketizer = {
         transformSchema(dataset.schema, logging = true)
    -    val splits = dataset.stat.approxQuantile($(inputCol),
    +    val splits =$(inputCol)).na.drop().stat.approxQuantile($(inputCol),
    --- End diff --
    @VinceShieh if you're interested in proceeding with the change you 
describe, go ahead. The new behavior should be documented explicitly, because I 
think it's the behavior one would already expect.

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