3-fold A/B CV (5d42ab0e9 vs eb51c0f9c, same data splits) showed
ISV winning the aggregate (+0.9pt mean_auc, +1.8pt h6000 across
folds) but FOLD-2 regressed -1.3pt on h6000 while folds 0 and 1
both gained (+2.0pt and +4.6pt respectively).
Per-fold per-horizon breakdown showed exactly the failure mode:
Fold 0 (val 2025-Q1): h6000 no-ISV 0.714 → ISV 0.734 (+2.0pt)
Fold 1 (val 2025-Q2): h6000 no-ISV 0.682 → ISV 0.728 (+4.6pt)
Fold 2 (val 2025-Q3): h6000 no-ISV 0.698 → ISV 0.685 (-1.3pt)
In folds 0 and 1, h6000 was the hardest horizon — ISV correctly
boosted it (lambda > 1). In fold 2 the regime made h6000 relatively
easy at no-ISV (0.698 vs the worst horizon at ~0.70). ISV's
SYMMETRIC clamp [0.5, 2.0] then computed ratio = ema_h6000 /
mean_ema < 1 and DEMOTED h6000's trunk-gradient pull below uniform,
starving further learning on the horizon we actually deploy.
Per `pearl_audit_unboundedness_for_implicit_asymmetry.md`: when a
control signal serves an asymmetric goal (here: we never want to
de-prioritize h6000, only ever boost it OR leave it alone), encode
that asymmetry in the clamp. LAMBDA_FLOOR 0.5 → 1.0 makes the
controller boost-only: under-trained horizons get more pull, but
no horizon is ever demoted below its uniform contribution.
Expected effect with asymmetric clamp:
- Fold 0 and 1: lambda for the hardest horizon stays at 2.0
(ceiling-clamped), trunk-gradient lift unchanged. The gains
+2.0pt and +4.6pt should hold.
- Fold 2: h6000's lambda was being demoted to ~0.74; now floored
at 1.0 — the -1.3pt h6000 regression should disappear. h6000
trains at uniform weight, recovering toward 0.698.
- Cross-fold mean projected: ~0.724 (+1.3pt vs no-ISV).
Test update: `horizon_ema_and_lambda_track_after_training` now
asserts lambda ∈ [1.0, 2.0] (the asymmetric envelope) and
lambda mean ∈ [1.0, 2.0] (boost-only guarantee). Observed values
on the test data: lambda = [1.13, 1.00, 1.08, 1.08, 1.00] — the
two easier horizons correctly floor at 1.00 instead of demoting.
Validation: 7 perception_overfit tests pass, synthetic overfit
trajectory unchanged (0.36 → 0.0006), 26 ml-alpha lib + 23
integration tests green.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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