Weighted version of the KLL sketch?
Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 25/100
Research direction
Start by reviewing the KLL sketch design and the linked XGBoost issue #5746, then read Appendix A of the linked XGBoost paper for the weighting requirements. Determine whether a weighted KLL sketch is feasible and define the expected behavior before implementation; the issue does not name source files or tests.
Written by the indexing model from the issue text.
Description
Hello,
There's a consideration at XGBoost about potentially using the KLL sketch to represent feature value histograms.
One potential blocker is the need for a weighted version of the sketch, this would allow us to use data points that are weighted, and adjust their feature contributions accordingly (See Appendix A of XGBoost paper).
I remember discussing in the past the possibility of using data weights with KLL, is that still an option?
- Dominant language
- C++
- Stars
- 273
- Forks
- 88
- Avg merge
- 1d 19h
- Merged PRs (30d)
- 9
Contributor guide
First steps
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- Open a pull request that references the issue number.
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