[FEATURE REQUEST] Canot pass train_config param for LSTM in ensemble training

[z1368]

Is your feature request related to a problem? Please describe.

I am not being able to pass the per_model_train_configs value in ensemble.train() function

Describe the solution you'd like

Is there an example for the same that I can refer

[aadyotb]

Please provide a full code example of what you tried, so I can help you debug.