Add Alpha parameter to LightGbmRegressionTrainer for Quantile Regression (Resolves #7603)

[ssperling-wmp]

Description

This PR exposes the Alpha parameter in LightGbmRegressionTrainer.Options, bringing the ML.NET LightGBM wrapper into parity with the native C++ LightGBM library for Quantile Regression.

Resolves #7603

Background & Motivation

Currently, ML.NET users cannot perform native Quantile Regression (predicting the 5th or 95th percentiles instead of the mean) because the underlying LightGBM alpha parameter is hidden. This addition allows users to set Alpha directly in the options, unlocking probabilistic bounding and percentile estimation for regression tasks without needing to leave the native C# ML.NET ecosystem.

Changes Made

• Added public double? Alpha { get; set; } to LightGbmRegressionTrainer.Options (and mapped it to the LightGbmArguments).
• Ensured the parameter marshals correctly down to the native LightGBM C++ booster dictionary.
• Added/Updated unit tests to verify that Alpha is successfully passed through when specified.

API Impact & Safety

This is a strictly additive API change. The default behavior for standard L2 (Mean Squared Error) regression remains completely unaffected. If Alpha is not explicitly provided by the user, the trainer behaves exactly as it did before.

cc @michaelgsharp @luisquintanilla — Tagging you for visibility on the API addition! Since this exposes existing native C++ functionality and doesn't break default behavior, I'm hoping it's a smooth API review. Let me know if you need any adjustments to the tests or parameter mapping!

[Copilot]

Pull request overview

This PR adds quantile regression support to the ML.NET LightGBM regression trainer by introducing a selectable regression objective and exposing the LightGBM alpha (quantile) parameter through LightGbmRegressionTrainer.Options.

Changes:

• Added RegressionObjective (Regression vs Quantile) and Alpha option to LightGbmRegressionTrainer.Options.
• Updated parameter wiring to set LightGBM objective=quantile and alpha=<value> when quantile mode is selected.
• Added unit tests for quantile training, prediction behavior, and invalid alpha validation.

Reviewed changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 6 comments.

File	Description
src/Microsoft.ML.LightGbm/LightGbmRegressionTrainer.cs	Adds Objective/Alpha options and maps them to LightGBM parameters during training.
test/Microsoft.ML.Tests/TrainerEstimators/TreeEstimators.cs	Adds new LightGBM quantile regression tests (estimator, ordering, and invalid alpha).

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 69.60%. Comparing base (9d809f1) to head (205814e).
⚠️ Report is 2 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #7604   +/-   ##
=======================================
  Coverage   69.60%   69.60%           
=======================================
  Files        1484     1484           
  Lines      273604   273696   +92     
  Branches    27948    27951    +3     
=======================================
+ Hits       190433   190513   +80     
- Misses      75813    75820    +7     
- Partials     7358     7363    +5     

Flag	Coverage Δ
Debug	69.60% <100.00%> (+<0.01%)	⬆️
production	63.85% <100.00%> (-0.01%)	⬇️
test	89.64% <100.00%> (+0.01%)	⬆️

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Files with missing lines	Coverage Δ
...Microsoft.ML.LightGbm/LightGbmRegressionTrainer.cs	80.80% <100.00%> (+2.22%)	⬆️
...osoft.ML.Tests/TrainerEstimators/TreeEstimators.cs	98.06% <100.00%> (+0.21%)	⬆️

... and 6 files with indirect coverage changes

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