The Eight Times Rule
LightGBM's Gradient-based One-Side Sampling is training on 100,000 rows with and . Each iteration keeps the 20,000 rows with the largest , then randomly draws 10,000 more from the remaining 80,000. When the variance gain of a candidate split is computed, the gradients of the sampled small-gradient rows are multiplied by a constant.
What is that constant, and what breaks without it?
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