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

    https://github.com/apache/spark/pull/20257#discussion_r161473460
  
    --- Diff: docs/ml-features.md ---
    @@ -807,6 +809,36 @@ for more details on the API.
     </div>
     </div>
     
    +## OneHotEncoderEstimator
    +
    +[One-hot encoding](http://en.wikipedia.org/wiki/One-hot) maps a column of 
label indices to a column of binary vectors, with at most a single one-value. 
This encoding allows algorithms which expect continuous features, such as 
Logistic Regression, to use categorical features.
    --- End diff --
    
    We should add a note that it can handle multiple columns (and returns a 
one-hot-encoded output vector column for _each_ input column, rather than 
merging into one output vector).
    
    Also, what about describing the missing / invalid value handling in more 
detail?


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