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jepa-fx-risk/cmd/eval
mathiasandClaude Sonnet 4.6 e11e7d2524
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feat(eval): Go evaluation harness — LinearProbe, Silhouette, EffectiveRank (#4)
internal/eval: three pure-Go diagnostics on frozen embeddings:
  LinearProbe(emb, y, λ) → val_vol_r2 (OOS R², closed-form ridge, Cholesky)
  Silhouette(emb, labels) → mean silhouette (Euclidean, multi-label, errors on <2 classes)
  EffectiveRank(emb) → Roy effective rank (Jacobi eigenvalues → entropy → exp(H))

cmd/eval/main.go: CLI driver reading embeddings.json (exported by train.py with
EXPORT_EMBEDDINGS=1), standardises per-dim, dispatches to -metric flag.
task eval:probe / eval:silhouette / eval:collapse wired in Taskfile.

8/8 tests pass (red-green: perfect clusters, rank-1, full-rank, noise, constant
target, single-label error). Pure stdlib, no external deps.

Closes #4.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 12:01:04 +02:00
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