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foxhunt/docs
jgrusewski 878cc9ba72 feat(sp22-vnext): F-3c follow-up — K=3 CE EMA in stdout HEALTH_DIAG aux line
The F-3c commit (cdd3dc6ed) pushed `aux_trade_outcome_ce_ema` into
the regression-detection metrics vec but never wired a `tracing::
info!` console emit. Smoke `train-q5k5k` ran clean past the
rollout + post-rollout phases — but `argo logs train-q5k5k | grep
aux_trade_outcome` returned zero hits, so the operator had no way
to read the K=3 head's CE EMA trajectory.

Fix: extend the existing K=2 aux HEALTH_DIAG print

  HEALTH_DIAG[N]: aux [next_bar_mse=… regime_ce=… w=…]

to include `trade_outcome_ce=…`:

  HEALTH_DIAG[N]: aux [next_bar_mse=… regime_ce=…
                       trade_outcome_ce=… w=…]

Reads ISV[538] via the same `trainer.read_isv_signal_at(...)`
accessor the regression-detection vec uses — single source of
truth, no duplicated mirroring.

Expected operator-visible trajectory across smoke epochs:
  Epoch 0 (cold-start, Pearl A sentinel):     0.000
  Epoch 1+ (first non-zero bootstrap):       ~1.099 (= ln(3))
  Healthy learning:                           0.5 - 0.7
  Pinned at ln(3) for many epochs:            head can't learn

cargo check -p ml clean. Audit doc updated.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-14 15:47:01 +02:00
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