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Add optional lower-bound clipping for ResidualDouble quantiles - #1036

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kallal79:fix/issue-422-nonnegative-quantiles
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Add optional lower-bound clipping for ResidualDouble quantiles #1036
kallal79 wants to merge 1 commit into
sktime:mainfrom
kallal79:fix/issue-422-nonnegative-quantiles

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@kallal79 kallal79 commented Apr 13, 2026

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Adding opt-in response_lb clipping in ResidualDouble so quantile/interval outputs respect non-negative support (for example response_lb=0.0), with regression tests added and passing.

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@fkiraly fkiraly left a comment

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Good feature!

But: This clips only the quantile predictions, but not the probability predictions.

It would be better if you modify the output of _predict_proba appropriately - to a truncated distribution.

@fkiraly fkiraly added enhancement module:regression probabilistic regression module labels May 5, 2026
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