Decision path and Leaf index prediction for LightGBM

[akhiliyengar]

Hi Team,
I''d like some support on getting leaf indices and decisions paths exported for LightGBM predictions. Currently it seems that only classes and probability is supported as an output. I see that this feature is available for Random forests and Decision trees. I am happy to chip in to try and add this capability.

Would the approach or implementation linked below be the best way to get this feature for LightGBM.

#563

Please advice.

[xadupre]

That's what I would recommend. The converter for lightgbm is implemented in onnxmltools.

[ajryan]

Created issue in onnxmltools for this onnx/onnxmltools#710