I want to create a simple pipeline with neuraxle (I know I can use other libraries but I want to use neuraxle) where I want to clean data, split it, train 2 models and compare them. 
I want my pipeline to do something like this:
p = Pipeline([
    PreprocessData(),
    SplitData(),
    (some magic to start the training of both models with the split of the previous step)
    ("model1", model1(params))
    ("model2", model2(params))
    (evaluate)
])
I don't know if it's even possible because I couldn't find anything in the documentation.
Also I tried using other models than those from sklearn (e.g. catboost, xgboost ...) and I get the error
AttributeError: 'CatBoostRegressor' object has no attribute 'setup'
I thought about creating a class for the models but I won't use the hyperparam search of neuraxle
 
    