2 Commits

Author SHA1 Message Date
21in7
725a4349ee chore: Update MLXFilter model deployment and logging with new training results and ONNX file management
- Added new training log entries for lgbm backend with AUC, precision, and recall metrics.
- Enhanced deploy_model.sh to manage ONNX and lgbm model files based on the selected backend.
- Adjusted output shape in mlx_filter.py for ONNX export to support dynamic batch sizes.
2026-03-02 01:08:12 +09:00
21in7
a6697e7cca feat: implement LightGBM model improvement plan with feature normalization and walk-forward validation
- Added a new markdown document outlining the plan to enhance the LightGBM model's AUC from 0.54 to 0.57+ through feature normalization, strong time weighting, and walk-forward validation.
- Implemented rolling z-score normalization for absolute value features in `src/dataset_builder.py` to improve model robustness against regime changes.
- Introduced a walk-forward validation function in `scripts/train_model.py` to accurately measure future prediction performance.
- Updated training log to include new model performance metrics and added ONNX model export functionality for compatibility.
- Adjusted model training parameters for better performance and included detailed validation results in the training log.
2026-03-01 22:02:32 +09:00