Native quantile regression for xgb 2.0.0 and above

[dennisbader]

Fixes #1669

Summary

• Leverage built-in Quantile Regression for XGBoost versions >= 2.0.0 to improve accuracy

Other Information

• XGBoost supports multi quantile regression which we do not levarage yet. Instead, we train a separate model per quantile to use the same logic as with LightGBM. We can change this in the future

Comparison Quantile Regression with XGBoost < 2.0.0 (top) and XGBoost >= 2.0.0 (bottom)

[codecov-commenter]

Codecov Report

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Files	Coverage Δ
darts/models/forecasting/xgboost.py	87.69% <85.71%> (-12.31%)	⬇️

... and 6 files with indirect coverage changes

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