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Grepping around, @dshemetov and I were unable to see min_train_window or quantile_by_key actually used by arx_forecaster, arx_classifier, flatline_forecaster, or any other forecaster I missed. We did find:
There might be a PR for the min_train_window part; see comment here.
quantile_by_key docs reference layer_residual_quantiles()' by_key parameter, but I can't see it actually being forwarded along.