jgrusewski
c318ffa30a
fix(ml): 3 hyperopt objective bugs — sliding windows, tanh normalization, adaptive tau
...
1. Walk-forward windows: replaced 3 non-overlapping with sliding (50% overlap, ~5 windows).
Aggregation changed from mean-0.5*std to median-0.5*IQR for outlier robustness.
2. Composite score: tanh normalization prevents Calmar ratio scale dominance
(0.02% drawdowns → values in thousands drowning out Sharpe/Sortino).
3. Q-value overestimation: new Prometheus gauge foxhunt_training_q_overestimation_ratio,
warning log when ratio>10 or q_mean>5, adaptive tau doubles when Q-mean growth>0.5/epoch
(capped at 0.01), decays back when stable.
2742 tests pass, 0 failures.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-03-07 02:14:31 +01:00
..
2026-02-26 11:39:05 +01:00
2026-02-26 11:42:54 +01:00
2026-02-26 09:04:58 +01:00
2026-02-26 09:04:58 +01:00
2026-02-27 08:14:17 +01:00
2026-02-27 08:20:56 +01:00
2026-02-27 00:27:23 +01:00
2026-02-27 00:30:06 +01:00
2026-02-27 16:15:07 +01:00
2026-02-27 16:16:55 +01:00
2026-02-27 22:08:26 +01:00
2026-02-27 22:13:29 +01:00
2026-02-28 02:29:04 +01:00
2026-02-28 11:51:43 +01:00
2026-02-28 11:58:30 +01:00
2026-02-28 13:07:20 +01:00
2026-02-28 21:18:51 +01:00
2026-02-28 21:24:51 +01:00
2026-02-28 02:32:46 +01:00
2026-02-28 02:37:53 +01:00
2026-02-28 12:59:45 +01:00
2026-02-28 17:46:13 +01:00
2026-02-28 17:50:37 +01:00
2026-03-01 19:22:22 +01:00
2026-03-01 19:25:01 +01:00
2026-03-01 21:17:30 +01:00
2026-03-01 21:21:53 +01:00
2026-03-01 17:54:25 +01:00
2026-03-01 21:25:36 +01:00
2026-03-01 21:25:36 +01:00
2026-03-01 18:37:03 +01:00
2026-03-01 23:13:13 +01:00
2026-03-01 23:16:44 +01:00
2026-03-01 21:39:50 +01:00
2026-03-01 21:42:38 +01:00
2026-03-01 17:16:08 +01:00
2026-03-01 17:23:07 +01:00
2026-03-01 01:51:24 +01:00
2026-03-01 02:00:08 +01:00
2026-03-01 15:23:41 +01:00
2026-03-01 22:25:11 +01:00
2026-03-01 22:31:54 +01:00
2026-03-01 22:32:54 +01:00
2026-03-01 22:32:54 +01:00
2026-03-02 23:44:45 +01:00
2026-03-02 23:48:18 +01:00
2026-03-02 10:58:33 +01:00
2026-03-02 11:20:03 +01:00
2026-03-02 13:26:17 +01:00
2026-03-02 13:28:51 +01:00
2026-03-02 23:40:57 +01:00
2026-03-02 23:45:27 +01:00
2026-03-02 21:05:48 +01:00
2026-03-04 22:58:40 +01:00
2026-03-02 09:49:46 +01:00
2026-03-02 09:59:21 +01:00
2026-03-03 15:56:14 +01:00
2026-03-04 18:36:28 +01:00
2026-03-03 00:59:20 +01:00
2026-03-03 20:40:46 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 22:58:40 +01:00
2026-03-03 01:14:02 +01:00
2026-03-03 01:20:27 +01:00
2026-03-03 20:11:21 +01:00
2026-03-03 20:11:21 +01:00
2026-03-03 18:17:23 +01:00
2026-03-03 18:17:23 +01:00
2026-03-03 20:12:00 +01:00
2026-03-03 02:23:38 +01:00
2026-03-03 02:30:00 +01:00
2026-03-04 22:30:12 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 23:13:35 +01:00
2026-03-04 23:18:10 +01:00
2026-03-04 16:46:57 +01:00
2026-03-04 16:46:57 +01:00
2026-03-04 22:58:40 +01:00
2026-03-04 21:56:09 +01:00
2026-03-04 13:24:52 +01:00
2026-03-04 13:17:41 +01:00
2026-03-04 01:54:33 +01:00
2026-03-04 02:04:08 +01:00
2026-03-05 17:06:53 +01:00
2026-03-05 17:06:53 +01:00
2026-03-06 11:44:02 +01:00
2026-03-06 14:32:37 +01:00
2026-03-07 02:14:31 +01:00