diff --git a/crates/ml-dqn/src/dqn.rs b/crates/ml-dqn/src/dqn.rs index 317de060a..371a0f3b7 100644 --- a/crates/ml-dqn/src/dqn.rs +++ b/crates/ml-dqn/src/dqn.rs @@ -187,13 +187,6 @@ pub struct DQNConfig { pub num_urgency_levels: usize, /// Regime-conditional importance sampling for the branching loss path. - /// When true, per-sample losses are scaled by regime-specific factors - /// (Trending=1.2, Ranging=0.8, Volatile=0.6) derived from ADX/CUSUM - /// features at state indices 40-41. - /// Requires `state_dim` >= 42 to have effect; silently no-ops on smaller vectors. - /// Default: true. - pub use_regime_conditioning: bool, - /// Feature index for ADX(14) in the market feature vector. /// Default: 40 (position in the 42-dim feature layout). /// Must match the feature extraction pipeline. @@ -304,8 +297,6 @@ impl Default for DQNConfig { num_order_types: 3, num_urgency_levels: 3, - // Regime conditioning: Enabled by default (applies per-regime IS weights to loss) - use_regime_conditioning: true, regime_adx_idx: 40, regime_cusum_idx: 41, regime_adx_threshold: 0.25, @@ -756,7 +747,6 @@ impl DQNConfig { branch_hidden_dim: 128, num_order_types: 3, num_urgency_levels: 3, - use_regime_conditioning: true, regime_adx_idx: 40, regime_cusum_idx: 41, regime_adx_threshold: 0.25, diff --git a/crates/ml/src/trainers/dqn/trainer/constructor.rs b/crates/ml/src/trainers/dqn/trainer/constructor.rs index 96840169a..6a11c5769 100644 --- a/crates/ml/src/trainers/dqn/trainer/constructor.rs +++ b/crates/ml/src/trainers/dqn/trainer/constructor.rs @@ -290,7 +290,6 @@ impl DQNTrainer { iqn_embedding_dim: 64, // Fixed (not in search space) iqn_lambda: hyperparams.iqn_lambda as f32, // IQN dual-head loss weight (f64->f32) branch_hidden_dim: hyperparams.branch_hidden_dim, - use_regime_conditioning: true, // Always enable per-regime IS weights for branching loss cvar_alpha: hyperparams.cvar_alpha, #[allow(clippy::cast_possible_truncation)]