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foxhunt/crates
jgrusewski 1950ba009d fix(ml): disable early stopping for short hyperopt trials
Early stopping with 8-epoch trials returns penalty metrics (no backtest),
causing ALL trials to hit FALLBACK OBJECTIVE = 44.6 regardless of actual
model quality. The Sharpe was 1.36-1.61 but natural fluctuation triggered
"Sharpe worsening" at epoch 5, killing the backtest evaluation.

Fix: disable early stopping when epochs ≤ 12. With ~90s per trial, running
all 8 epochs is cheap. Long training runs (50 epochs) still use it.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-06 18:49:01 +01:00
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