Files
foxhunt/crates
jgrusewski 26d91a816c feat(alpha_train): configurable early-stop metric (default mean_auc)
cnjfl evidence: val_loss and mean_auc disagree.
  val_loss best at e3 (0.5592)
  mean_auc best at e4 (0.7670 — new h300 + h6000 peaks)

For downstream trading, ranking quality (AUC) matters more than
probability calibration (BCE loss). New default is mean_auc-based
early stopping, but val_loss/none remain selectable.

AUC is noisier than loss epoch-to-epoch (1-2pt bounces are common
even when long-horizon AUCs are still drifting up under
auto-horizon-weights), so patience defaults bump from 3 → 5.

CLI:  --early-stop-metric {val_loss|mean_auc|none}   default mean_auc
      --early-stop-patience N                         default 5

Argo template parameters added with matching defaults.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-17 11:48:21 +02:00
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