Comments (2)
First off, thanks for the well-formatted issue. I understand the frustration around NaNs; R handles them implicitly (albeit in an almost black-box fashion) while most python libraries make you, the programmer, address them first.
The reason for the error is due to the call to scikit-learn's check_array
which does not tolerate NaNs. Best strategy for now is to impute them yourself, and if scikit makes the move towards handling NaNs it might make sense for us to as well.
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Closing since this is currently a "wontfix." But will leave the backlog tag in case scikit decides to support this behavior later.
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