thvasilo opened a new issue #157:
URL: https://github.com/apache/incubator-datasketches-cpp/issues/157


   Hello,
   
   There's a consideration at 
[XGBoost](https://github.com/dmlc/xgboost/issues/5746) 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](https://arxiv.org/abs/1603.02754)).
   
   I remember discussing in the past the possibility of using data weights with 
KLL, is that still an option?
   
   


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