a6697e7cca
- 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.
139 lines
3.0 KiB
JSON
139 lines
3.0 KiB
JSON
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