feat(alpha_train): configurable early-stop metric (default mean_auc)
cnjfl evidence: val_loss and mean_auc disagree.
val_loss best at e3 (0.5592)
mean_auc best at e4 (0.7670 — new h300 + h6000 peaks)
For downstream trading, ranking quality (AUC) matters more than
probability calibration (BCE loss). New default is mean_auc-based
early stopping, but val_loss/none remain selectable.
AUC is noisier than loss epoch-to-epoch (1-2pt bounces are common
even when long-horizon AUCs are still drifting up under
auto-horizon-weights), so patience defaults bump from 3 → 5.
CLI: --early-stop-metric {val_loss|mean_auc|none} default mean_auc
--early-stop-patience N default 5
Argo template parameters added with matching defaults.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
@@ -29,6 +29,8 @@ N_VAL_SEQS=1000
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SEED=16962
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BATCH_SIZE=1
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AUTO_HORIZON_WEIGHTS=false
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EARLY_STOP_METRIC=mean_auc
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EARLY_STOP_PATIENCE=5
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WATCH=false
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usage() {
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@@ -64,6 +66,8 @@ while [[ $# -gt 0 ]]; do
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--seed) SEED="$2"; shift 2 ;;
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--batch-size) BATCH_SIZE="$2"; shift 2 ;;
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--auto-horizon-weights) AUTO_HORIZON_WEIGHTS=true; shift ;;
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--early-stop-metric) EARLY_STOP_METRIC="$2"; shift 2 ;;
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--early-stop-patience) EARLY_STOP_PATIENCE="$2"; shift 2 ;;
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--watch) WATCH=true; shift ;;
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-h|--help) usage; exit 0 ;;
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*) echo "Unknown option: $1"; usage; exit 1 ;;
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@@ -129,4 +133,6 @@ argo submit -n foxhunt --from=wftmpl/alpha-perception \
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-p seed="$SEED" \
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-p batch-size="$BATCH_SIZE" \
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-p auto-horizon-weights="$AUTO_HORIZON_WEIGHTS" \
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-p early-stop-metric="$EARLY_STOP_METRIC" \
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-p early-stop-patience="$EARLY_STOP_PATIENCE" \
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$WATCH_FLAG
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