mlr3pipelines
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Quantiles PipeOp
Implement a PipeOp quantile prediction for learners that can only predict one quantile like gbm https://github.com/mlr-org/mlr3extralearners/blob/0297a064dda0424305a21f4b02cc27b47438f354/R/learner_gbm_regr_gbm.R#L105-L107. The pipop should train model for each requested quantile in $train() and then combine the quantiles to one prediction in $predict().