jgrusewski ad4e22e87d fix(hyperopt): PSO premature convergence — tune inertia/cognitive/social ...

Argmin defaults: inertia=0.72, cognitive=1.19, social=1.19
Problem: social >> inertia causes particles to collapse toward the
global best immediately. With only 1 LHS trial as the initial best,
the entire swarm clusters around that point and can't explore.
Every PSO trial was worse than the random LHS trial.

Fix: inertia=0.9 (high momentum, maintains exploration),
cognitive=1.5 (strong personal best memory),
social=0.8 (weak global pull, prevents premature convergence).

Applied to both sequential and parallel optimizer paths.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-29 19:05:16 +02:00

..

backtesting

…

common

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

config

…

ctrader-openapi

…

data

…

database

…

market-data

…

ml

fix(metrics): replace hardcoded √252 annualization with √N

2026-03-29 18:42:43 +02:00

ml-asset-selection

…

ml-backtesting

…

ml-checkpoint

…

ml-core

fix(cuda): remove --use_fast_math, eliminate cross-stream NaN race, f32 rewards/dones

2026-03-29 16:18:37 +02:00

ml-data

…

ml-data-validation

…

ml-dqn

fix(metrics): replace hardcoded √252 annualization with √N

2026-03-29 18:42:43 +02:00

ml-ensemble

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-explainability

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-features

…

ml-hyperopt

fix(hyperopt): PSO premature convergence — tune inertia/cognitive/social

2026-03-29 19:05:16 +02:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

…

ml-paper-trading

…

ml-ppo

fix(cuda): remove --use_fast_math, eliminate cross-stream NaN race, f32 rewards/dones

2026-03-29 16:18:37 +02:00

ml-regime

…

ml-regime-detection

…

ml-risk

…

ml-security

…

ml-stress-testing

…

ml-supervised

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-universe

…

ml-validation

…

model_loader

…

risk

…

risk-data

…

storage

…

trading_engine

…

trading-data

…

training_uploader

…