Weighted version of the KLL sketch?

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?

首先检查 KLL sketch 的设计和链接的 XGBoost issue #5746，然后阅读链接的 XGBoost 论文的 Appendix A，了解加权要求。确定加权 KLL sketch 是否可行，并在实现前定义预期行为；该 issue 未指定源文件或测试。

由索引模型根据 Issue 内容生成。