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

    https://github.com/apache/spark/pull/15428#discussion_r83911464
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/feature/QuantileDiscretizer.scala ---
    @@ -66,11 +67,13 @@ private[feature] trait QuantileDiscretizerBase extends 
Params
     /**
      * `QuantileDiscretizer` takes a column with continuous features and 
outputs a column with binned
      * categorical features. The number of bins can be set using the 
`numBuckets` parameter. It is
    - * possible that the number of buckets used will be less than this value, 
for example, if there
    - * are too few distinct values of the input to create enough distinct 
quantiles. Note also that
    - * NaN values are handled specially and placed into their own bucket. For 
example, if 4 buckets
    - * are used, then non-NaN data will be put into buckets(0-3), but NaNs 
will be counted in a special
    - * bucket(4).
    + * possible that the number of buckets used will be less than this value, 
for example, if there are
    + * too few distinct values of the input to create enough distinct 
quantiles. Note also that
    + * QuantileDiscretizer will raise an error when it finds NaN value in the 
dataset, but user can
    + * also choose to either keep or remove NaN values within the dataset by 
calling setHandleInvalid.
    + * If user chooses to keep NaN values, they will be handled specially and 
placed into their own
    --- End diff --
    
    This documentation should go in the handleInvalid Param doc string.


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