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feat: wire two-phase hyperopt into Argo training workflows

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Phase 1 writes ${MODEL}_phase1_results.json to PVC, Phase 2 reads it
via --hyperopt-params. Phase 2 uses half the trials but double epochs.
train-best downstream reads final ${MODEL}_hyperopt_results.json unchanged.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-03-22 10:39:36 +01:00
parent 286839b499
commit ca94c0e851
2 changed files with 57 additions and 2 deletions
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29
infra/k8s/argo/compile-and-train-template.yaml
View File

@@ -398,8 +398,10 @@ spec:
echo "=== Running hyperopt: $MODEL (${BINARY}) ==="
echo " Trials: {{workflow.parameters.hyperopt-trials}}, Epochs: {{workflow.parameters.hyperopt-epochs}}"
# Phase 1 (fast): fix architecture, search learning dynamics
${BINARY} \
--model "$MODEL" \
--phase fast \
--trials {{workflow.parameters.hyperopt-trials}} \
--epochs {{workflow.parameters.hyperopt-epochs}} \
--symbol {{workflow.parameters.symbol}} \
@@ -411,9 +413,34 @@ spec:
--mbp10-data-dir {{workflow.parameters.mbp10-data-dir}} \
--trades-data-dir {{workflow.parameters.trades-data-dir}} \
--base-dir /workspace/output/hyperopt \
--output /workspace/output/${MODEL}_phase1_results.json
echo "=== Phase 1 complete ==="
cat /workspace/output/${MODEL}_phase1_results.json 2>/dev/null || echo "No Phase 1 results"
# Phase 2 (full): fix dynamics from Phase 1, search architecture
PHASE2_TRIALS=$(({{workflow.parameters.hyperopt-trials}} / 2))
[ "$PHASE2_TRIALS" -lt 5 ] && PHASE2_TRIALS=5
PHASE2_EPOCHS=$(({{workflow.parameters.hyperopt-epochs}} * 2))
${BINARY} \
--model "$MODEL" \
--phase full \
--hyperopt-params /workspace/output/${MODEL}_phase1_results.json \
--trials $PHASE2_TRIALS \
--epochs $PHASE2_EPOCHS \
--symbol {{workflow.parameters.symbol}} \
--tx-cost-bps {{workflow.parameters.tx-cost-bps}} \
--tick-size {{workflow.parameters.tick-size}} \
--spread-ticks {{workflow.parameters.spread-ticks}} \
--initial-capital {{workflow.parameters.initial-capital}} \
--data-dir {{workflow.parameters.data-dir}} \
--mbp10-data-dir {{workflow.parameters.mbp10-data-dir}} \
--trades-data-dir {{workflow.parameters.trades-data-dir}} \
--base-dir /workspace/output/hyperopt \
--output /workspace/output/${MODEL}_hyperopt_results.json
echo "=== Hyperopt complete ==="
echo "=== Two-phase hyperopt complete ==="
cat /workspace/output/${MODEL}_hyperopt_results.json 2>/dev/null || echo "No results file"
resources:
requests:

30
infra/k8s/argo/training-workflow-template.yaml
View File

@@ -221,8 +221,10 @@ spec:
fi
echo "Running $BINARY --model $MODEL ($TRIALS trials, $N_INITIAL initial x {{workflow.parameters.hyperopt-epochs}} epochs)"
# Phase 1 (fast): fix architecture, search learning dynamics
$BINARY \
--model "$MODEL" \
--phase fast \
--trials "$TRIALS" \
--n-initial "$N_INITIAL" \
--epochs {{workflow.parameters.hyperopt-epochs}} \
@@ -236,9 +238,35 @@ spec:
--mbp10-data-dir {{workflow.parameters.mbp10-data-dir}} \
--trades-data-dir {{workflow.parameters.trades-data-dir}} \
--base-dir /workspace/output/hyperopt \
--output /workspace/output/${MODEL}_phase1_results.json
echo "=== Phase 1 complete ==="
cat /workspace/output/${MODEL}_phase1_results.json 2>/dev/null || echo "No Phase 1 results"
# Phase 2 (full): fix dynamics from Phase 1, search architecture
PHASE2_TRIALS=$((TRIALS / 2))
[ "$PHASE2_TRIALS" -lt 5 ] && PHASE2_TRIALS=5
PHASE2_EPOCHS=$(({{workflow.parameters.hyperopt-epochs}} * 2))
$BINARY \
--model "$MODEL" \
--phase full \
--hyperopt-params /workspace/output/${MODEL}_phase1_results.json \
--trials $PHASE2_TRIALS \
--epochs $PHASE2_EPOCHS \
--parallel 0 \
--symbol {{workflow.parameters.symbol}} \
--tx-cost-bps {{workflow.parameters.tx-cost-bps}} \
--tick-size {{workflow.parameters.tick-size}} \
--spread-ticks {{workflow.parameters.spread-ticks}} \
--initial-capital {{workflow.parameters.initial-capital}} \
--data-dir {{workflow.parameters.data-dir}} \
--mbp10-data-dir {{workflow.parameters.mbp10-data-dir}} \
--trades-data-dir {{workflow.parameters.trades-data-dir}} \
--base-dir /workspace/output/hyperopt \
--output /workspace/output/${MODEL}_hyperopt_results.json
echo "=== Hyperopt results ==="
echo "=== Two-phase hyperopt complete ==="
cat /workspace/output/${MODEL}_hyperopt_results.json 2>/dev/null || echo "No results file"
env:
- name: RUST_LOG