Hi, I was trying to make some estimation of the uncertainty associated with the learnt regression BST model. I would like to know the “spread” of training label values at each leaf of each base learner (instead of just the mean/median labels at the leaves)

Is there a direct way to do that? Or do I have to traverse the generated base trees after training and group data points based on which leaf they end up with, and manually deriving the spread using a script?

Also, I am certainly aware of the quantile loss which some people have used to produce some sort of predictive interval in boosting. However, I would like to view the uncertainty centred around the leaves at each tree produced.