[Feature]: Add another regression algorithm

[aiakide]

✏️ Problem Description

For regression problems, only an MLP is currently available as a model. It would be nice if other algorithms were also available.

💡 Feature Request

Adding another algorithm to solve regression problems. A good first attempt could be the implementation of a gradient boosting method.

🌍 Context

This provides further opportunities to solve regression problems with less training time.

🔍 Additional Information

No response

👍 Code of Conduct

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