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[tabular] Implement quantile regression for LGBModel #3168
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LGTM! Added a few small comments
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LGTM!
Description of changes:
problem_type=QUANTILE
forLGBModel
. The current implementation trains a separate LGBMBooster
for each quantile level and concatenates their outputs at prediction time.By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.