QuantileResidual¶

class QuantileResidual(BaseConformityScorer):
    """Quantile residual scorer for interval forecasts.

    Abstract base class for quantile-based conformity scoring.
    Subclasses must implement the ``score`` method to compute
    residuals between observed values and predicted interval bounds.

    Notes
    -----
    Unlike ``Residual`` and ``GammaResidual``, this scorer operates on
    interval predictions (lower/upper bounds) rather than point predictions.
    The ``prediction_type`` tag is set to ``"interval"``.

    See Also
    --------
    - [`AbsoluteQuantileResidual`][yohou.metrics.conformity.AbsoluteQuantileResidual] : Absolute variant of quantile residuals.
    - [`Residual`][yohou.metrics.conformity.Residual] : Point-prediction conformity scorer.

    """

    def __sklearn_tags__(self):
        """Get the tags for this estimator."""
        tags = super().__sklearn_tags__()
        assert tags.scorer_tags is not None
        tags.scorer_tags.prediction_type = "interval"
        return tags

    @abc.abstractmethod
    def score(self, y_truth: pl.DataFrame, y_pred: pl.DataFrame, /, **score_params) -> pl.DataFrame:
        """Compute quantile residual scores."""