"""HPO sweep for jepa-fx-risk HEPA backbone. Runs train.py with different JEPA_* env overrides, logs results to results/hpo/hpo_results.jsonl. Each config writes its metrics.json then the result is appended to the JSONL. Usage: python scripts/hpo_sweep.py python scripts/hpo_sweep.py --dry-run # print configs, don't train """ import argparse import json import os import subprocess import sys from datetime import datetime from itertools import product from pathlib import Path # ── Search space ────────────────────────────────────────────────────────────── SEARCH_SPACE = { "JEPA_D_MODEL": [64, 128, 256], "JEPA_DEPTH": [2, 4], "JEPA_WINDOW": [120, 240, 480], } # Fixed: PATCH_LEN=24 (1-day patches), N_HEADS=4, EPOCHS=300, PHASE1_EPOCHS=200 PYTHON = str(Path(sys.executable)) OUT_DIR = Path("results/hpo") def configs(): """Yield all configs as dicts of JEPA_* env overrides.""" keys = list(SEARCH_SPACE.keys()) for vals in product(*SEARCH_SPACE.values()): yield dict(zip(keys, vals)) def run_config(cfg: dict, metrics_path: str = "metrics.json") -> dict: env = {**os.environ, **{k: str(v) for k, v in cfg.items()}} result = subprocess.run( [PYTHON, "train.py"], env=env, capture_output=True, text=True, ) if result.returncode != 0: return {"config": cfg, "error": result.stderr[-500:]} stdout_last = result.stdout.strip().split("\n")[-1] with open(metrics_path) as f: m = json.load(f) return { "config": cfg, "val_vol_r2": m.get("val_vol_r2"), "phase1_r2": m.get("phase1_r2"), "stdout_last": stdout_last, } def main(): parser = argparse.ArgumentParser() parser.add_argument("--dry-run", action="store_true") args = parser.parse_args() OUT_DIR.mkdir(parents=True, exist_ok=True) out_file = OUT_DIR / "hpo_results.jsonl" all_cfgs = list(configs()) print(f"HPO sweep: {len(all_cfgs)} configs") for i, cfg in enumerate(all_cfgs): label = " ".join(f"{k.replace('JEPA_','')}={v}" for k, v in cfg.items()) print(f"\n[{i+1}/{len(all_cfgs)}] {label}") if args.dry_run: continue ts = datetime.utcnow().isoformat() row = run_config(cfg) row["ts"] = ts with open(out_file, "a") as f: f.write(json.dumps(row) + "\n") if "error" in row: print(f" ERROR: {row['error'][:200]}") else: print(f" val_vol_r2={row['val_vol_r2']:.4f} phase1_r2={row['phase1_r2']:.4f}") if not args.dry_run: # Print leaderboard rows = [json.loads(l) for l in open(out_file) if l.strip()] rows = [r for r in rows if "error" not in r] rows.sort(key=lambda r: r.get("phase1_r2", -999), reverse=True) print("\n── Leaderboard (by phase1_r2) ─────────────────────────") for r in rows[:5]: cfg_str = " ".join(f"{k.replace('JEPA_','')}={v}" for k,v in r["config"].items()) print(f" {r['phase1_r2']:.4f} {cfg_str}") if __name__ == "__main__": main()