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

    https://github.com/apache/spark/pull/16009#discussion_r90330019
  
    --- Diff: docs/ml-features.md ---
    @@ -1188,7 +1188,9 @@ categorical features. The number of bins is set by 
the `numBuckets` parameter. I
     that the number of buckets used will be smaller than this value, for 
example, if there are too few
     distinct values of the input to create enough distinct quantiles.
     
    -NaN values: Note also that QuantileDiscretizer
    +NaN values:
    +NaN values will be removed from the column during `QuantileDiscretizer` 
fitting. This will produce
    +a `Bucketizer` model for making predictions. During the transformation, 
`Bucketizer`
    --- End diff --
    
    QuantileDiscretizer always drops NaNs during fitting, so it will not throw 
an error for a dataset with NaNs even if handleInvalid = "error"


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