Questions about the use of MLJ

I want to use MLJ to realize a multivariate probabilistic prediction algorithm, and the input and output of the model are multi-dimensional matrix.
For example, IF I want to combine LSTM and quantile regression algorithm to achieve this prediction task, how should I choose the model in MLJ?
(I have carefully studied the module of MLJ model selection, but the examples given in it are not clear about the algorithm), could you please help me, thank you!