release: probabilistic head + ConfigEntsoe feature-flag parity#351
Merged
Conversation
Implements chapter-16 "adopt next" #3 (point → calibrated bands) as a thin, sf2-safe convenience layer over the EXISTING interval machinery — it does not duplicate predict_interval / predict_quantiles (residual bootstrapping + split-conformal already on ForecasterRecursive). Adds native quantile regression heads instead. - quantile_lgbm_forecaster_factory(config, quantiles=(0.1,0.5,0.9)) → one ForecasterRecursive per quantile with LGBMRegressor(objective="quantile", alpha=q), same lag/rolling config as the default factory. Deterministic, LightGBM-only. Refs hong16b, roma19a. - predict_quantile_band(forecasters, steps, enforce_monotonic=True) → assembles the per-quantile forecasts into q_<level> columns and applies the Chernozhukov rearrangement (row-wise sort) to remove quantile crossing. - Fail-safe quantile validation (open (0,1), unique, non-empty). For distribution-free coverage, compose with the existing ForecasterRecursive.predict_interval(method="conformal"). Tests: 14 new (factory params, validation, rearrangement, fit/predict integration). Suite 2413 passed; factories.py 100% coverage. Docs regenerated. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
…robabilistic-head feat(forecaster): quantile-LightGBM probabilistic head factory (#3)
## [19.3.0-rc.2](v19.3.0-rc.1...v19.3.0-rc.2) (2026-06-08) ### Features * **forecaster:** quantile-LightGBM probabilistic head factory ([d44093f](d44093f)), closes [#3](#3)
ConfigEntsoe is an independent dataclass (not a ConfigMulti subclass), so the
opt-in feature flags added to ConfigMulti in 19.2.0/19.3.0 were unreachable for
the ENTSO-E single-target pipeline (the one the team_4 lecture uses). Mirror
them so ConfigEntsoe(...) can enable them:
- use_population_weighted_weather, include_degree_hours,
include_apparent_temperature, degree_hours_base_{heating,cooling} (19.2.0)
- include_ephemeris_features, include_day_type_features (19.3.0)
All default off → byte-identical baseline. base.py already reads them via
getattr, so no wiring change is needed. Adds a parity test that fails if a
future ConfigMulti feature flag is not mirrored here.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
…onfigentsoe-feature-flag-parity feat(configurator): mirror new feature flags onto ConfigEntsoe (parity)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Promotes #349 (feat(forecaster): quantile-LightGBM probabilistic head) and #350 (feat(configurator): ConfigEntsoe feature-flag parity). Expected bump: minor → 19.4.0. All develop CI green. 🤖 Generated with Claude Code