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TPS84259 What's the purpose of capacitor between VIN and VOUT?

From the EVM board, I found that there is a capacitor between VIN and VOUT. Would you please explain the purpose of this capacitor?

In my design, the incoming voltage is 12V and out put is -4.5V @ 0.8A. Should I place a capacitor between VIN and VOUT?

Thank you!

Wujun Li.