Feature request: Probability Calibration

[chomchomtron]

Is it possible to have probability calibration for classifiers as in sklearn?

https://scikit-learn.org/stable/modules/generated/sklearn.calibration.CalibratedClassifierCV.html#sklearn.calibration.CalibratedClassifierCV

In my use cases, I mostly care about the probability of being in a class rather than just a prediction of the class, so this tool is very essential.