My max target value is seen quite frequently since the data source has a threshold on what they can measure. Should I remove these data? I'm working on a regression problem involving nutrient concentrations. The lab I'm getting my data from can measure up to 9000ppm of a particular nutrient. Beyond that, everything is reported as 9000pm. Would including these data points skew the regression, therefore I should remove them?
The model is CatBoost, which is decision-tree based.
Thanks!

No, removing those values would skew the regression, since you would be removing all the high values, so your results will be biased downwards. The correct way is to use models that allow for censoring.
