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fix(rl): FRD gate defaults 0.15 → 0.05, floor → 0.0

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Confidence gate LCB fix worked (0 fires post-warmup) but FRD gate
blocked 5212 entries in 5k steps — the FRD head learned "forward
returns are negative" during warmup (losing trades), so favorable
tail mass dropped below 0.15 for all actions.

Lower default to 0.05 and floor to 0.0 so the adaptive controller
can fully disable when trades dry up.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-05-25 10:36:47 +02:00
parent d456ad3962
commit fa561b7676
1 changed files with 3 additions and 3 deletions
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6
crates/ml-alpha/src/trainer/integrated.rs
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@@ -1611,15 +1611,15 @@ impl IntegratedTrainer {
(crate::rl::isv_slots::RL_CONF_GATE_THRESHOLD_INDEX, 0.01),
(crate::rl::isv_slots::RL_CONF_GATE_LAMBDA_INDEX, 1.0),
(crate::rl::isv_slots::RL_CONF_GATE_SIGMA_NORM_INDEX, 1.0),
(crate::rl::isv_slots::RL_FRD_GATE_THR_LONG_INDEX, 0.15),
(crate::rl::isv_slots::RL_FRD_GATE_THR_SHORT_INDEX, 0.15),
(crate::rl::isv_slots::RL_FRD_GATE_THR_LONG_INDEX, 0.05),
(crate::rl::isv_slots::RL_FRD_GATE_THR_SHORT_INDEX, 0.05),
(crate::rl::isv_slots::RL_PI_SAMPLE_P_MIN_INDEX, 0.015),
(crate::rl::isv_slots::RL_OUTCOME_ALPHA_INDEX, 0.1),
(crate::rl::isv_slots::RL_GATE_WARMUP_STEPS_INDEX, 10000.0),
(crate::rl::isv_slots::RL_GATE_DONES_TARGET_INDEX, 0.02),
(crate::rl::isv_slots::RL_GATE_CONF_MIN_INDEX, 0.0),
(crate::rl::isv_slots::RL_GATE_CONF_MAX_INDEX, 0.50),
(crate::rl::isv_slots::RL_GATE_FRD_MIN_INDEX, 0.05),
(crate::rl::isv_slots::RL_GATE_FRD_MIN_INDEX, 0.0),
(crate::rl::isv_slots::RL_GATE_FRD_MAX_INDEX, 0.50),
(crate::rl::isv_slots::RL_GATE_ADJUST_RATE_INDEX, 0.95),
(crate::rl::isv_slots::RL_MULTIRES_HORIZON_1_INDEX, 1.0),