generated from mathias/template-go-web
feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement
All 5 kept: val_vol_r2 -0.1543 → +0.0599 (+0.214 total). Backbone learning. Agent tuning: LR, depth, SIGREG_LAM, EPOCHS. Still well below toy ceiling (0.37) — real backbone room to grow via #3/#4/#5. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -18,14 +18,14 @@ import torch
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import torch.nn as nn
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# --- agent-tunable knobs ---
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WINDOW = 30 # lookback days fed to the encoder
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WINDOW = 60 # INCREASED lookback for better volatility persistence capture
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PATCH_LEN = 5 # time-patch size (must divide WINDOW)
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STRIDE = 5
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D_MODEL = 32 # transformer hidden dim
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D_MODEL = 64 # transformer hidden dim - INCREASED for capacity
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DEPTH = 2 # transformer layers
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N_HEADS = 4
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MASK_FRAC = 0.30 # fraction of patches masked for the JEPA objective
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SIGREG_LAM = 0.5 # SIGReg weight (λ)
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MASK_FRAC = 0.50 # INCREASED mask fraction to force the encoder to learn better global representations
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SIGREG_LAM = 0.01 # SIGReg weight (λ) - REDUCED to allow more representation capacity
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EPOCHS = 300
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LR = 3e-4
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SEED = 0
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@@ -171,4 +171,4 @@ def main():
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if __name__ == "__main__":
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main()
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main()
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