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

    https://github.com/apache/spark/pull/10085#discussion_r50160361
  
    --- Diff: python/pyspark/ml/feature.py ---
    @@ -992,6 +993,88 @@ def getDegree(self):
     
     
     @inherit_doc
    +class QuantileDiscretizer(JavaEstimator, HasInputCol, HasOutputCol):
    +    """
    +    .. note:: Experimental
    +
    +    `QuantileDiscretizer` takes a column with continuous features and 
outputs a column with binned
    +    categorical features. The bin ranges are chosen by taking a sample of 
the data and dividing it
    +    into roughly equal parts. The lower and upper bin bounds will be 
-Infinity and +Infinity,
    +    covering all real values. This attempts to find numBuckets partitions 
based on a sample of data,
    +    but it may find fewer depending on the data sample values.
    +
    +    >>> df = sqlContext.createDataFrame([(0.1,), (0.4,), (1.2,), (1.5,)], 
["values"])
    +    >>> qds = QuantileDiscretizer(numBuckets=2,
    +    ...     inputCol="values", outputCol="buckets")
    +    >>> bucketizer = qds.fit(df)
    +    >>> splits = bucketizer.getSplits()
    +    >>> splits[0]
    +    -inf
    +    >>> int(splits[1]*10)
    --- End diff --
    
    Its a float, so to make the test not flaky and still human readable for 
doctests I truncated the split.


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