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jepa-fx-risk/metrics.json
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mathiasandClaude Sonnet 4.6 44e8b3eb95
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feat(model): TS-JEPA+SIGReg backbone replaces toy encoder (#3 step 1)
PatchTST-style transformer encoder with JEPA predictive loss + SIGReg
regularization (Balestriero & LeCun arXiv:2511.08544; time-series placement
from ChronoJEPA). Token-level SIGReg (dual placement) to avoid time-axis
collapse (confirmed real by ChronoJEPA). Baseline val_vol_r2=-0.1543 on first
run — expected for fresh weights with new architecture. Agent will iterate.
SIGReg source: Epps-Pulley statistic, identical math to LeJEPA MINIMAL.md.

Refs: #3 (TS-JEPA reproduce), ChronoJEPA github.com/MrRobotop/ChronoJEPA

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 07:42:56 +02:00

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{
"val_vol_r2": -0.15431636011865435,
"n_test": 272,
"knobs": {
"WINDOW": 30,
"PATCH_LEN": 5,
"STRIDE": 5,
"D_MODEL": 32,
"DEPTH": 2,
"MASK_FRAC": 0.3,
"SIGREG_LAM": 0.5,
"EPOCHS": 300
}
}