Support of Cyclic Boosting Machines in MLForecast

[chhigansharma]

Description

Can we see Cyclic Boosting Machines as a model in MLForecast anytime soon ?
https://github.com/Blue-Yonder-OSS/cyclic-boosting

Use case

No response

[jmoralez]

Seems like that follows the scikit-learn API, so you should be able to use it already.