It's a corset to lose water weight. Think wrestlers who run while wearing trash bags and shit on their bodies before weigh in. Basically, she was just trying to lose water weight and no actual weight, it seems.  I work out in one of those corsets before vacation when I have to wear a bikini and just want to appear extra thin and hawttt... But like I'm just saying it's a legit thing to work out in. All the kardashian sisters wear them and shit before photo shoots too, they like even post pics of them working out in them before their next shoot. K thx just wanted to inform the world about workout corsets.