mathiasandClaude Sonnet 4.6 d282571c96 feat(phase1): MLP supervised head on frozen HEPA embeddings ...

SupervisedHead: Linear(D→D/2)→GELU→Linear(D/2→1), trained on standardised
targets with proper epoch iteration (not random 200 batches) + weight_decay=1e-4.
Root cause of earlier -803 R²: unstandardised targets + ~1.2 effective passes.

Results on 2008-2023 hourly OOS (n=11,641):
  val_vol_r2 (linear probe): 0.3585
  phase1_r2  (MLP head):     0.3737  (+0.015 over probe)

New knobs: PHASE1_EPOCHS=200, PHASE1_LR=1e-3. 16/16 tests pass.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-26 12:33:28 +02:00

..

test_hepa.py

feat(phase1): MLP supervised head on frozen HEPA embeddings

2026-06-26 12:33:28 +02:00

test_prepare_hourly.py

feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2)

2026-06-25 13:12:48 +02:00