LGBM support

[arsine1996]

Thanks for the great package. Can you please add a support for lgbm package as well?

[andreArtelt]

Hi Arsine,

I guess you mean this one - https://github.com/microsoft/LightGBM - right? I will add it to the toolbox in one of the next releases - but to keep expectations in line, it might take several months until I have time for this :/

Please also note that computing counterfactuals of ensembles is notoriously difficult - usually you get local optima only and not necessarily any formal guarantees.

Best, André