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WIP KBinsDiscretizer supports NaN as input values #19928

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WIP KBinsDiscretizer supports NaN as input values #19928

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MaxwellLZH
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Reference Issues/PRs

This is a fix to issue #19920 . Include the following changes:

  • Add force_all_finite=False in self._validate_data
  • Propagate NaN values in transform and inverse_transform method

@MaxwellLZH MaxwellLZH changed the title FET KBinsDiscretizer supports NaN as input values WIP KBinsDiscretizer supports NaN as input values Apr 20, 2021
@adrinjalali
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Reading through #19920, it doesn't seem this is what we've agreed upon (there doesn't seem to be an agreement there).

This also seems very similar to the discussion related to #28043 (cc @StefanieSenger )

I think we should be adding a constructor argument allowing the user to set what the behavior should be.

cc @ogrisel @lorentzenchr

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@MaxwellLZH @adrinjalali