Run gh-ost on master, replica, or neither?

Hello!

I am new to gh-ost, but familiar with pt-online-schema-change. Normally, I would run pt-osc on a master server, so I assumed that gh-ost would be the same. But in looking at gh-ost's doc, it appears that I should run it _not_ on the master _or_ the replica, but on my client machine that is able to connect to both my master and replica. Is this correct?

Apologies for what I'm sure is a dumb question, but I wanted to confirm.

Thanks!