From fa561b7676c45f57ba05f4d33abc6de30c746348 Mon Sep 17 00:00:00 2001 From: jgrusewski Date: Mon, 25 May 2026 10:36:47 +0200 Subject: [PATCH] =?UTF-8?q?fix(rl):=20FRD=20gate=20defaults=200.15=20?= =?UTF-8?q?=E2=86=92=200.05,=20floor=20=E2=86=92=200.0?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 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 --- crates/ml-alpha/src/trainer/integrated.rs | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/crates/ml-alpha/src/trainer/integrated.rs b/crates/ml-alpha/src/trainer/integrated.rs index ac52bddcf..bc1e3cfab 100644 --- a/crates/ml-alpha/src/trainer/integrated.rs +++ b/crates/ml-alpha/src/trainer/integrated.rs @@ -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),