All three of mine sleep with me. My Yorkie is 10 lbs, and my two Biewers are 6.13 lbs and 3.11 lbs. The Biewers are pee pad trained and the Yorkie is not. My Biewers will jump off the bed onto a padded bench at the bottom of my bed and then either down their stairs or right to the floor and use the pee pad. But usually they sleep through the night. The jumping off the bed only happens in the early morning hours of the weekend when we sleep in a bit longer and they can't hold it anymore.
My Yorkie will still occasionally get up during the night to go outside.