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mathiasandClaude Sonnet 4.6 e739f84afd
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feat(hpo): env-var knob overrides + sweep script (18 configs)
- train.py knobs all readable from JEPA_* env vars (JEPA_WINDOW, JEPA_D_MODEL,
  JEPA_DEPTH, etc.) so hpo_sweep.py can override without touching source
- scripts/hpo_sweep.py: 3×2×3 grid over D_MODEL × DEPTH × WINDOW,
  logs to results/hpo/hpo_results.jsonl with leaderboard at end
- 3 new tests: env override correctness, configs() schema validation
- 19/19 tests pass

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 12:37:27 +02:00

98 lines
3.2 KiB
Python

"""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()