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

    https://github.com/apache/spark/pull/14858#discussion_r77133636
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
    @@ -114,10 +115,10 @@ final class QuantileDiscretizer @Since("1.6.0") 
(@Since("1.6.0") override val ui
         splits(0) = Double.NegativeInfinity
         splits(splits.length - 1) = Double.PositiveInfinity
     
    -    val distinctSplits = splits.distinct
    +    val distinctSplits = splits.filter(!_.isNaN).distinct
    --- End diff --
    
    Ah, I think this is a little bit at odds with the intent. We need to filter 
NaN before the data goes to approxQuantile. They should have no input on the 
quantiles. Then there's no need to filter out NaN from splits.
    
    The message below can then remain unchanged from what it was before. This 
message is not related to the behavior of NaN.


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