博客详细介绍了XGBoost中用于寻找候选分割点的加权分位数略图算法，该算法解决了在处理权重数据时的难题，并提供了一种有理论保证的分布式解决方案。
3.3 Weighted Quantile Sketch（加权分位数略图）
One important step in the approximate algorithm is to propose candidate split points. Usually percentiles of a feature are used to make candidates distribute evenly on the data. Formally, let multi-set 
represent the k-th feature values and second order gradient statistics of each training instances. We can define a rank functions 
as
which represents the proportion of instances whose feature value k is smaller than z. The goal is to find candidate split points
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