Feat/probabilistic-lgbm-linreg

[gnwhr]

First step towards #616.

Summary

Implements quantile and poisson regression for the LightGBMModel and LinearRegressionModel.

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 97.18310% with 4 lines in your changes missing coverage. Please review.

Project coverage is 91.37%. Comparing base (9cb3fd7) to head (2fe0fe1).
Report is 528 commits behind head on master.

Files with missing lines	Patch %	Lines
...arts/models/forecasting/linear_regression_model.py	94.73%	3 Missing ⚠️
darts/models/forecasting/regression_model.py	97.29%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #831      +/-   ##
==========================================
+ Coverage   91.27%   91.37%   +0.09%     
==========================================
  Files          70       70              
  Lines        6978     7105     +127     
==========================================
+ Hits         6369     6492     +123     
- Misses        609      613       +4     

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[hrzn]

Looks good! Just got a few comments

[hrzn]

This code is already present in utils.likelihood_models.py. Could we extract this somewhere (e.g. in utils/utils.py)?

[gnwhr]

i moved it to utils/utils.py

[hrzn]

This will also be called one last time when likelihood=quantile. is this intended?

[gnwhr]

does the return self statement in line 171 not exit the method?

[hrzn]

Oh right, maybe you could add an else clause, just for clarity here?

[hrzn]

LGTM, thanks!
Got a tiny suggestion to add in else clause around line 170 of linear_regression.py, then all good.