title: Cross-validation predictions for lightGBM
body: <p>Is there a simple way to recover cross-validation predictions from the model built using <code>lgb.cv</code> from <code>lightGBM</code>?</p>
  
  <p>I am doing a grid search combined with cross validation. Ultimately I would like to obtain the predictions for each of the defined hold-out folds so I can also stack a few models.</p>