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[BUG] Fix `predict_residuals` internal data type conversion #11212

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Run time

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Job	Run time
code-quality	21s
code-quality	21s
test-nosoftdeps	3m 29s
test-nosoftdeps	3m 29s
test-nodevdeps	30s
test-nodevdeps	30s
run-notebook-examples	53m 2s
run-notebook-examples	53m 2s
test-cython-estimators	3m 35s
test-cython-estimators	3m 35s
test-mlflow	3m 31s
test-mlflow	3m 31s
test-windows (3.8)	1h 55m 15s
test-windows (3.8)	1h 55m 15s
test-windows (3.9)	1h 7m 27s
test-windows (3.9)	1h 16m 10s
test-windows (3.10)	1h 42m 34s
test-windows (3.10)	1h 42m 34s
test-windows (3.11)	1h 48m 24s
test-windows (3.11)	1h 48m 24s
test-nosoftdeps-full	22m 36s
test-nosoftdeps-full	22m 36s
test-unix (3.8, ubuntu-20.04)	1h 1m 29s
test-unix (3.8, ubuntu-20.04)	1h 1m 29s
test-unix (3.8, macOS-11)	1h 5m 56s
test-unix (3.8, macOS-11)	1h 5m 56s
test-unix (3.9, ubuntu-20.04)	54m 45s
test-unix (3.9, ubuntu-20.04)	54m 45s
test-unix (3.9, macOS-11)	1h 36m 9s
test-unix (3.9, macOS-11)	1h 36m 9s
test-unix (3.10, ubuntu-20.04)	1h 37m 36s
test-unix (3.10, ubuntu-20.04)	1h 37m 36s
test-unix (3.10, macOS-11)	1h 21m 2s
test-unix (3.10, macOS-11)	1h 21m 2s
test-unix (3.11, ubuntu-20.04)	1h 5m 23s
test-unix (3.11, ubuntu-20.04)	1h 5m 23s
test-unix (3.11, macOS-11)	58m 1s
test-unix (3.11, macOS-11)	58m 1s
test-unix-pandas1 (3.8)	1h 2m 35s
test-unix-pandas1 (3.8)	1h 2m 35s
test-unix-pandas1 (3.9)	57m 26s
test-unix-pandas1 (3.9)	57m 26s
test-unix-pandas1 (3.10)	2h 20m 33s
test-unix-pandas1 (3.10)	2h 20m 33s
test-unix-pandas1 (3.11)	1h 16m 22s
test-unix-pandas1 (3.11)	1h 16m 22s
	1d 22h 44m 45s