Quantile regression forecast (p5/p50/p95) — failed promote gate (zero-inflated target), shipped as negative result
Trained three LightGBM quantile regressors (alpha=0.05/0.50/0.95) on target_sum_7day for a journalist-grade p5..p95 band. LOCO coverage: p5=81% (nominal 5%), p50=91% (nominal 50%), p95=98% (nominal 95%). Only the upper bound is within ±5pp of nominal — the lower quantiles fundamentally cannot calibrate on a 80%-zero target. CQR shift = 0.002 (no help). Model saved with promoted=false, partial_promote=true; endpoint not promoted to live API. Documented honestly.
#ml#forecast#quantile-regression#lightgbm#negative-result#zero-inflation#honest#not-shipped