feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement
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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>
This commit is contained in:
2026-06-24 07:45:55 +02:00
co-authored by Claude Sonnet 4.6
parent 44e8b3eb95
commit 7d04423d39
3 changed files with 16 additions and 11 deletions
+5 -5
View File
@@ -18,14 +18,14 @@ import torch
import torch.nn as nn
# --- agent-tunable knobs ---
WINDOW = 30 # lookback days fed to the encoder
WINDOW = 60 # INCREASED lookback for better volatility persistence capture
PATCH_LEN = 5 # time-patch size (must divide WINDOW)
STRIDE = 5
D_MODEL = 32 # transformer hidden dim
D_MODEL = 64 # transformer hidden dim - INCREASED for capacity
DEPTH = 2 # transformer layers
N_HEADS = 4
MASK_FRAC = 0.30 # fraction of patches masked for the JEPA objective
SIGREG_LAM = 0.5 # SIGReg weight (λ)
MASK_FRAC = 0.50 # INCREASED mask fraction to force the encoder to learn better global representations
SIGREG_LAM = 0.01 # SIGReg weight (λ) - REDUCED to allow more representation capacity
EPOCHS = 300
LR = 3e-4
SEED = 0
@@ -171,4 +171,4 @@ def main():
if __name__ == "__main__":
main()
main()