VALUESET contains multiple NaN values.

Categorical Arrays

Arrays of qualitative data with values from a finite set of discrete, nonnumeric data

categorical is a data type to store data with values from a finite set of discrete categories. For example, the syntax C = categorical({'R','G','B','B','G','B'}) creates a categorical array with six elements that belong to the categories R, G, or B.

A categorical array provides efficient storage and convenient manipulation of nonnumeric data, while also maintaining meaningful names for the data values. The categories can have a natural order, but it is not required.

If your categorical array contains NaN values, you will see this error.

You can use isnan command to find them and change them to another value such as zero, etc.