[docs] add doc on min_data_in_leaf approximation (fixes #3634) (#3690)

* [docs] add doc on min_data_in_leaf approximation (fixes #3634) * Fix capital letter Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
microsoft · Dec 29, 2020 · 68a40c7 · 68a40c7
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diff --git a/docs/Parameters.rst b/docs/Parameters.rst
@@ -284,6 +284,8 @@ Learning Control Parameters
 
    -  minimal number of data in one leaf. Can be used to deal with over-fitting
 
+   -  **Note**: this is an approximation based on the Hessian, so occasionally you may observe splits which produce leaf nodes that have less than this many observations
+
 -  ``min_sum_hessian_in_leaf`` :raw-html:`<a id="min_sum_hessian_in_leaf" title="Permalink to this parameter" href="#min_sum_hessian_in_leaf">&#x1F517;&#xFE0E;</a>`, default = ``1e-3``, type = double, aliases: ``min_sum_hessian_per_leaf``, ``min_sum_hessian``, ``min_hessian``, ``min_child_weight``, constraints: ``min_sum_hessian_in_leaf >= 0.0``
 
    -  minimal sum hessian in one leaf. Like ``min_data_in_leaf``, it can be used to deal with over-fitting

diff --git a/include/LightGBM/config.h b/include/LightGBM/config.h
@@ -274,6 +274,7 @@ struct Config {
   // alias = min_data_per_leaf, min_data, min_child_samples
   // check = >=0
   // desc = minimal number of data in one leaf. Can be used to deal with over-fitting
+  // desc = **Note**: this is an approximation based on the Hessian, so occasionally you may observe splits which produce leaf nodes that have less than this many observations
   int min_data_in_leaf = 20;
 
   // alias = min_sum_hessian_per_leaf, min_sum_hessian, min_hessian, min_child_weight