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In theory, you could download both files and run a model on your own computer. But the weights file alone is enormous. A typical model is tens or hundreds of gigabytes, and running one requires a huge amount of memory and processing power, far more than most personal computers have.
So instead, we connect to it.
The file lives on servers (powerful computers somewhere else) owned by the company that built the model. When you type a message to an AI assistant, you are not running anything on your own machine. Your message travels over the internet to their computers. The model processes it there. The answer travels back to you.
The model never leaves their computer. You just get the response.
But that raises an obvious question. Those weights, hundreds of gigabytes of numbers sitting in a file, how did they end up knowing anything at all?