Custom metric object function involving prediction, upper prediction interval and lower prediction interval

[jasonchanhku]

Hi there,

I have a use case that takes the prediction and width of the intervals into account to compute a score. I am aware that we can provide a custom metric object function involving the prediction as mentioned in #213 . However, I would like the function to be able to have the upper and lower prediction interval. Has anyone done something similar before?

Thanks.