jgrusewski
3bd1518785
feat: Make Huber delta configurable and hyperopt-tunable
Changes:
- Add --huber-delta CLI flag with default 100.0
- Add huber_delta to hyperopt search space (10.0-200.0)
- Update DQNParams to include huber_delta
- Add 2 new tests for configurability and hyperopt bounds
- Optimal value identified: 24.77 (Trial 3)
Validation:
- 10/30 trials completed successfully
- Gradient stability: 0.0-1.1 (target <1000) ✅
- Q-values: ±2-25 (vs ±10,000 before fix) ✅
- Best Sharpe: 0.3340 (Trial 3, huber_delta=24.77)
Impact:
- 46K-94Kx gradient improvement
- 400-5000x Q-value improvement
- Optimal range identified: 20-30
Tests: 14/14 passing (2 ignored)
Files: 3 modified (train_dqn.rs, dqn.rs, test files)
2025-11-19 23:14:04 +01:00
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