[ensemble.HistGradientBoostingRegressor](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.HistGradientBoostingRegressor.html#sklearn.ensemble.HistGradientBoostingRegressor) for modelling quantiles. The quantile level can be specified with the new parameter quantile. https://github.com/scikit-learn/scikit-learn/pull/21800 and https://github.com/scikit-learn/scikit-learn/pull/20567 by [Christian Lorentzen](https://github.com/lorentzenchr). Mentioned in #1611 This could be investigated as an addition to the search space.