Files
cointrader/scripts/train_model.py
21in7 d5f8ed4789 feat: update default LightGBM params to Optuna best (trial #46, AUC=0.6002)
Optuna 50 trials Walk-Forward 5폴드 탐색 결과 (tune_results_20260302_144749.json):
- Baseline AUC: 0.5803 → Best AUC: 0.6002 (+0.0199, +3.4%)
- n_estimators: 500 → 434
- learning_rate: 0.05 → 0.123659
- max_depth: (미설정) → 6
- num_leaves: 31 → 14
- min_child_samples: 15 → 10
- subsample: 0.8 → 0.929062
- colsample_bytree: 0.8 → 0.946330
- reg_alpha: 0.05 → 0.573971
- reg_lambda: 0.1 → 0.000157
- weight_scale: 1.0 → 1.783105

Made-with: Cursor
2026-03-02 14:52:41 +09:00

15 KiB