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jgrusewski 41292303dc refactor(ml-alpha): remove per-horizon Q_h path (C21-C25 falsified) [V1]

3-fold A/B sweep 2026-05-18 at commit 83546b5c3 falsified the simple
per-horizon Q_h attention pool:
  mean_auc 0.7559 ± 0.0068  vs baseline 0.7749 ± 0.024  (Δ = -0.019)
  h6000    0.7588 ± 0.0049  vs baseline 0.7591 ± 0.018  (Δ = -0.0003)

best_epoch on val_loss = 1 in 2/3 folds → calibration drift as α opens;
no horizon-distribution shift toward h6000. The per-horizon path
spends capacity on directions that hurt log-likelihood without lifting
ranking quality.

V1 of the v2 redesign deletes the falsified path entirely (per
feedback_no_partial_refactor; v2 spec/plan committed earlier today
captures the migration). Files removed:
  cuda/per_horizon_attention_pool.cu
  cuda/per_horizon_residual_head.cu
  cuda/per_horizon_prob_blend.cu
  src/per_horizon_attention_pool.rs
  src/per_horizon_residual_head.rs
  src/trainer/per_horizon_state.rs
  tests/per_horizon_attention_pool_numgrad.rs
  tests/per_horizon_residual_head_numgrad.rs
  tests/per_horizon_full_pipeline_smoke.rs

perception.rs:
  - struct field `per_horizon` removed
  - new() initialization removed
  - step_batched section 4.5 (forward_with_blend) → reserved comment
  - step_batched section 5a (backward_through_blend) → reserved comment
  - step_batched section 9 (adamw_step) → reserved comment
  - existing 17 optimizer groups + BCE/attention-pool path untouched
  - reduce_axis0 kernel kept (still used by existing param-grad reducers)

build.rs KERNELS: dropped the 3 per_horizon entries.
lib.rs + trainer/mod.rs: dropped per_horizon module declarations.

Workspace compiles clean (cargo check -p ml-alpha). Next: V2 builds
the horizon_token_attention_pool kernel as the v2 replacement.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-18 13:26:45 +02:00

backtesting

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common

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config

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ctrader-openapi

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data

fix(alpha): MBP-10 parser full-levels copy + fit_poisson L2 regularization

2026-05-15 17:20:52 +02:00