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https://issues.apache.org/jira/browse/SPARK-10785?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14990930#comment-14990930
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Joseph K. Bradley commented on SPARK-10785:
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Yes, we should sample still.

Extensions to multiple input columns is a different issue, and we can do that 
later if needed.

Other than that, this should be analogous to the tree work.

> Scale QuantileDiscretizer using distributed binning
> ---------------------------------------------------
>
>                 Key: SPARK-10785
>                 URL: https://issues.apache.org/jira/browse/SPARK-10785
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>            Reporter: Joseph K. Bradley
>
> [SPARK-10064] improves binning in decision trees by distributing the 
> computation.  QuantileDiscretizer should do the same.



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