microsoft / microsoft/FLAML

Quantile Regression

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Description

Hello!

I was wondering if there is any native way of doing quantile regression with Flaml or any quick way of going about setting it up so that it works with it. I was taking a look at the tutorials and it wasn't clear to me how to do so.

Alternatively, if there isn't one, happy to make a PR implementing it if people support this feature.

Thank you!

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