Conversation so far:
What major event happened in that time period?
In 2003, Gray released her third studio album.
How was the album taken by the public?
the album was not as well received by fans.
How did this affect Macy?
Nevertheless, it became Gray's third top twenty album in the UK.
A greatest hits collection and a live album were subsequently released.
How did the live album do?
CANNOTANSWER.
What was the title of her album?
Live in Las Vegas.
What songs were on the album?
CANNOTANSWER.
Did anything else happen during that time frame?
Gray was featured on Marcus Miller's 2005 album.

Question: What did she do on the album?
Self-contained rewrite: What did Macy Gray do on Marcus Miller's 2005 album?