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https://issues.apache.org/jira/browse/FLINK-30734?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17685034#comment-17685034
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Fan Hong commented on FLINK-30734:
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Sklearn has a discussion about this feature: [1] 

SparkML already supports this feature in a similar algorithm named 
QuantileDiscretizer: [2]

 

[1][https://github.com/scikit-learn/scikit-learn/issues/9341]

[2]https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.feature.QuantileDiscretizer.html

> KBinsDiscretizer handles Double.NaN incorrectly
> -----------------------------------------------
>
>                 Key: FLINK-30734
>                 URL: https://issues.apache.org/jira/browse/FLINK-30734
>             Project: Flink
>          Issue Type: Bug
>          Components: Library / Machine Learning
>    Affects Versions: ml-2.1.0
>            Reporter: Fan Hong
>            Priority: Major
>
> When the training data contains Double.NaN values and the strategy is set to 
> "quantile", the generated model data has Double.NaN as the right edge of the 
> largest bin.
> My expected behavior is to ignore Double.NaN values when training, and to 
> support skip/error/keep strategy when transforming with generated 
> KBinsDiscretizerModel.



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