[Research] Use parameter `quantile` in `HistGradientBoostingRegressor`

[eddiebergman]

ensemble.HistGradientBoostingRegressor for modelling quantiles. The quantile level can be specified with the new parameter quantile. scikit-learn/scikit-learn#21800 and scikit-learn/scikit-learn#20567 by Christian Lorentzen.

Mentioned in #1611

This could be investigated as an addition to the search space.