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

    https://github.com/apache/spark/pull/14858#discussion_r77141804
  
    --- Diff: docs/ml-features.md ---
    @@ -1102,7 +1102,8 @@ for more details on the API.
     ## QuantileDiscretizer
     
     `QuantileDiscretizer` takes a column with continuous features and outputs 
a column with binned
    -categorical features. The number of bins is set by the `numBuckets` 
parameter.
    +categorical features. The number of bins is set by the `numBuckets` 
parameter, but it is
    --- End diff --
    
    It's always possible to have less data than buckets. The problem here is 
that you might have enough non-NaN data, even, to properly determine distinct 
buckets, but fail to do so because of NaNs making some splits NaN. You'd end up 
with fewer splits than intended when you could have created all meaningful 
splits.


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