Where does the place run the Python script in Power BI?

I created a Power BI report using Power BI Desktop and shared it on the Power BI service. To ensure the on-premises data in the report stays up to date, I employed the Power BI personal data gateway for auto-refreshing. The Python script is used to import on-premises data into the Power BI data model.

I want to know where the place runs the Python script. on Power BI personal data gateway or on Power BI service?