DummyRegressor could easily support `sample_weight`. The main challenge is to implement a weighted quantile median function. For reference, - [we already have a implementation of weighted median](https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/ensemble/weight_boosting.py#L1037) that is hidden in the weight boosting module. - this package implements [weighted quantile](https://github.com/nudomarinero/wquantiles/blob/master/weighted.py) and is mit licensed.
DummyRegressor could easily support
sample_weight.The main challenge is to implement a weighted quantile median function. For reference,