Github user MLnick commented on the issue:

    https://github.com/apache/spark/pull/12896
  
    Another option is to make `predictionCol` nullable and return `null` 
predictions. The `drop` strategy can still apply (though it will need to be a 
custom `filter` rather than `df.na.drop`), but it makes it totally clear when a 
prediction is "missing" vs `NaN`. 
    
    However, is it even possible to get a bunch of `NaN`s, e.g. if the model 
somehow diverged (I don't think that's even possible with ALS?). So, this may 
just add needless complexity.


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