Tiago Melo

Uncertainty and Prediction Intervals in LightGBM

15

## Summary I have been looking into possible approaches to have a Prediction Interval for a LIghtGBM model. This model is already trained, and it is not a quantile regressor...

Add random state to `MapieQuantileRegressor` constructor

3

# Description Allow users to pass `random_state` in `MapieQuantileRegressor` constructor. When calling `fit()`, the following logic is applied: * If a `random_state` was set for this instance, and no random_state...