feat: enhance precision optimization in model training

- Introduced a new plan to modify the Optuna objective function to prioritize precision under a recall constraint of 0.35, improving model performance in scenarios where false positives are costly.
- Updated training scripts to implement precision-based metrics and adjusted the walk-forward cross-validation process to incorporate precision and recall calculations.
- Enhanced the active LGBM parameters and training log to reflect the new metrics and model configurations.
- Added a new design document outlining the implementation steps for the precision-focused optimization.

This update aims to refine the model's decision-making process by emphasizing precision, thereby reducing potential losses from false positives.
This commit is contained in:
21in7
2026-03-03 00:57:19 +09:00
parent 3613e3bf18
commit 6fe2158511
6 changed files with 1590 additions and 627 deletions

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@@ -401,5 +401,30 @@
"reg_lambda": 0.80039
},
"weight_scale": 0.718348
},
{
"date": "2026-03-03T00:39:05.427160",
"backend": "lgbm",
"auc": 0.9436,
"best_threshold": 0.3041,
"best_precision": 0.467,
"best_recall": 0.269,
"samples": 1524,
"features": 23,
"time_weight_decay": 0.5,
"model_path": "models/lgbm_filter.pkl",
"tuned_params_path": "models/active_lgbm_params.json",
"lgbm_params": {
"n_estimators": 221,
"learning_rate": 0.031072,
"max_depth": 5,
"num_leaves": 20,
"min_child_samples": 39,
"subsample": 0.83244,
"colsample_bytree": 0.526349,
"reg_alpha": 0.062177,
"reg_lambda": 0.082872
},
"weight_scale": 1.431662
}
]