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

    https://github.com/apache/spark/pull/15428#discussion_r84563374
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
    @@ -100,6 +102,24 @@ final class QuantileDiscretizer @Since("1.6.0") 
(@Since("1.6.0") override val ui
       @Since("1.6.0")
       def setOutputCol(value: String): this.type = set(outputCol, value)
     
    +  /**
    +   * Param for how to handle NaN entries. Options are skip (which will 
filter out rows with
    +   * NaN values), or error (which will throw an error), or keep (which 
will make the NaN
    +   * values an extra bucket). More options may be added later.
    +   *
    +   * @group param
    +   */
    +  @Since("2.1.0")
    +  val handleNaN: Param[String] = new Param[String](this, "handleNaNs", 
"how to handle NaN" +
    --- End diff --
    
    Add getHandleNaN


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