[Feature Request] Loss make_value_estimator takes a ValueEstimatorBase class as argument

[louisfaury]

Motivation

The LossBase class make_value_estimator method takes an Enum type ValueEstimators to construct the value estimator. Also, its docstring indicates that:

If the non-default value function is wanted, it must be built using this method.

This means that using a custom value estimator needs to directly access the loss's private _value_estimator.

Solution

One way forward is to make each objective class make_value_estimator method accept a ValueEstimatorBase class as an argument to build the custom value_estimator.

Checklist

• I have checked that there is no similar issue in the repo (required)