# Hyperparameter Tuning Configuration for Foxhunt ML Models - Agent 49 Optimized # Defines focused search spaces based on Agent 49 specifications # Global tuning settings global: optimization_direction: maximize # maximize sharpe_ratio pruning_enabled: true median_pruner: n_startup_trials: 5 # No pruning for first 5 trials (establish baseline) n_warmup_steps: 10 # Wait 10 epochs before starting to prune interval_steps: 5 # Check for pruning every 5 epochs sampler: TPE # Tree-structured Parzen Estimator (supports Bayesian optimization) # Model-specific search spaces (Agent 49 Specifications) models: # DQN: Deep Q-Network for Reinforcement Learning DQN: # Agent 49 specified parameters learning_rate: type: categorical choices: [0.00001, 0.0001, 0.001] # [1e-5, 1e-4, 1e-3] batch_size: type: categorical choices: [64, 128, 256] gamma: type: categorical choices: [0.95, 0.99, 0.999] # Additional DQN-specific parameters (for completeness) epochs: type: int low: 100 high: 300 step: 50 replay_buffer_size: type: categorical choices: [50000, 100000] epsilon_start: type: float low: 0.95 high: 1.0 step: 0.05 epsilon_end: type: float low: 0.01 high: 0.05 step: 0.01 epsilon_decay_steps: type: int low: 5000 high: 10000 step: 1000 target_update_frequency: type: categorical choices: [500, 1000] use_prioritized_replay: type: categorical choices: [true, false] # PPO: Proximal Policy Optimization PPO: # Agent 49 specified parameters learning_rate: type: categorical choices: [0.00003, 0.0001, 0.0003] # [3e-5, 1e-4, 3e-4] entropy_coef: type: categorical choices: [0.01, 0.05, 0.1] clip_ratio: type: categorical choices: [0.1, 0.2, 0.3] # Additional PPO-specific parameters (for completeness) epochs: type: int low: 100 high: 300 step: 50 batch_size: type: categorical choices: [128, 256, 512] value_loss_coef: type: categorical choices: [0.5, 1.0] rollout_steps: type: categorical choices: [512, 1024, 2048] minibatch_size: type: categorical choices: [64, 128, 256] gae_lambda: type: categorical choices: [0.95, 0.97, 0.99] # MAMBA-2: State Space Model MAMBA_2: # Agent 49 specified parameters learning_rate: type: categorical choices: [0.00001, 0.0001, 0.001] # [1e-5, 1e-4, 1e-3] state_dim: type: categorical choices: [16, 32, 64] # State size in Agent 49 spec num_layers: type: categorical choices: [4, 6, 8] # Layers in Agent 49 spec # Additional MAMBA-2 parameters (for completeness) epochs: type: int low: 50 high: 150 step: 25 batch_size: type: categorical choices: [64, 128, 256] hidden_dim: type: categorical choices: [128, 256, 512] dt_min: type: float low: 0.0001 high: 0.001 log: true dt_max: type: float low: 0.01 high: 0.1 log: true use_cuda_kernels: type: categorical choices: [true, false] # TFT: Temporal Fusion Transformer TFT: # Agent 49 specified parameters learning_rate: type: categorical choices: [0.00001, 0.0001, 0.001] # [1e-5, 1e-4, 1e-3] num_heads: type: categorical choices: [4, 8, 16] # Attention heads in Agent 49 spec hidden_dim: type: categorical choices: [128, 256, 512] # Hidden dim in Agent 49 spec # Additional TFT parameters (for completeness) epochs: type: int low: 50 high: 150 step: 25 batch_size: type: categorical choices: [64, 128, 256] num_layers: type: categorical choices: [3, 4, 6] lookback_window: type: categorical choices: [30, 50, 100] forecast_horizon: type: categorical choices: [5, 10, 20] dropout_rate: type: categorical choices: [0.1, 0.2, 0.3] # Search space sizes (for reporting): # DQN: 3 (lr) * 3 (batch) * 3 (gamma) = 27 combinations (grid) + continuous params # PPO: 3 (lr) * 3 (entropy) * 3 (clip) = 27 combinations (grid) + continuous params # MAMBA-2: 3 (lr) * 3 (state) * 3 (layers) = 27 combinations (grid) + continuous params # TFT: 3 (lr) * 3 (heads) * 3 (hidden) = 27 combinations (grid) + continuous params # # Total grid combinations per model: 27 # Recommended trials per model: 50-100 (TPE sampler explores beyond grid)