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foxhunt/crates
jgrusewski 894188d34f feat(alpha_train): track best-by-mean-AUC alongside best-by-val_loss
cnjfl run showed val_loss and mean-AUC peak at different epochs:
  epoch 3: val_loss=0.5592 (best)  mean_auc=0.7608
  epoch 4: val_loss=0.5609 (worse) mean_auc=0.7670 (best — new h300 + h6000 peaks)

val_loss tracks probability calibration; AUC tracks ranking quality.
For downstream trading the ranking profile matters more — so we now
publish both bests in alpha_train_summary.json and log a "new best
mean_auc" line whenever a new mean-AUC peak lands.

Early stopping still gates on val_loss (the two policies stay
decoupled — mean-AUC is reported-only).

New summary fields:
  best_mean_auc_epoch
  best_mean_auc
  best_mean_auc_per_horizon

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-17 11:46:06 +02:00
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