does the weighted quantile sketch in xgboost need Hession always positive (negative) , e.t. loss is convex/concave?

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旧巷少年郎
旧巷少年郎 2021-02-06 07:02

In the weighted quantile sketch, the rank function r is computed as the percentile of weight sums (which is the sum of hession values). If the sum of hessions is not monotone, i

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