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

    https://github.com/apache/spark/pull/16971#discussion_r102589719
  
    --- Diff: 
sql/core/src/main/scala/org/apache/spark/sql/DataFrameStatFunctions.scala ---
    @@ -89,18 +89,17 @@ final class DataFrameStatFunctions private[sql](df: 
DataFrame) {
        *   Note that values greater than 1 are accepted but give the same 
result as 1.
        * @return the approximate quantiles at the given probabilities of each 
column
        *
    -   * @note Rows containing any null or NaN values will be removed before 
calculation. If
    -   *   the dataframe is empty or all rows contain null or NaN, null is 
returned.
    +   * @note null and NaN values will be removed from the numerical column 
before calculation. If
    +   *   the dataframe is empty, or all rows in some column contain null or 
NaN, null is returned.
        *
        * @since 2.2.0
        */
       def approxQuantile(
           cols: Array[String],
           probabilities: Array[Double],
           relativeError: Double): Array[Array[Double]] = {
    -    // TODO: Update NaN/null handling to keep consistent with the 
single-column version
         try {
    -      StatFunctions.multipleApproxQuantiles(df.select(cols.map(col): 
_*).na.drop(), cols,
    +      StatFunctions.multipleApproxQuantiles(df.select(cols.map(col): _*), 
cols,
             probabilities, relativeError).map(_.toArray).toArray
         } catch {
           case e: NoSuchElementException => null
    --- End diff --
    
    +1. I tend to think that the result should be `NaN` (following the IEEE 
convention) or `null` (following scala Option convention). But pending a 
resolution, I am fine with throwing an exception because it is the most 
conservative behavior (stopping computations).


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