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This PR bounds the size of sketch data structures when the number of rows is small. Previously, training on even a single row requires allocating >4096 cut samples per feature. Benchmark performance results below, training on 10 rows

Cut computation time vs  num columns

@RAMitchell RAMitchell merged commit 7e32af5 into dmlc:master Feb 15, 2020
@hcho3 hcho3 mentioned this pull request Feb 21, 2020
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