One of the optional input for the creation of the classification models in OrfeoToolbox is XML image statistic file that is produced by Compute Image Second Order Statistics tool. If you opt to calculate this statistics - necessarily check the created XML file. If you will see "#INF" record in band statistics (i.e. "1.#INF") - replace "#INF" with something like "0e+32" ("1.#INF" -> "1.0e+32"), or (a better solution) - calculate the statistics for this problematic band independently (probably with another tool) and completely replace the value.
If you leave "#INF" record in XML file, models for classification that will be created based on it will have "#IND" records and when you will try to run classification based upon these models - the process will be terminated complaining about unrecognised "#IND"-values, because values must be numeric and not characters.
I don't know what causes the "#INF" records to appear in the first place, maybe not properly defined no-data values? In some cased it is impossible to provide correct no-data value due to limitations of the input field (I use OTB from within Processing module for QGIS).