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trivialfis avatar trivialfis commented on June 2, 2024

Yes, it's multiplied into gradients. It's also used in some other places like sketching.

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geogreko avatar geogreko commented on June 2, 2024

Great, thanks for the response!

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trivialfis avatar trivialfis commented on June 2, 2024

Feel free to reopen if there are further questions.

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geogreko avatar geogreko commented on June 2, 2024

One more question.
In the case of sample_weights, do we also multiply the gradients (gi,hi) to the sample_weights when calculating the Gain function? Like g_i * case_weight_i, h_i * case_weight_i, for all gradients in the gain function below?
image

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