Alpha

Parameters

Allowed trial hyperparameters (versioned JSON on each trial):

  • reg_param — Ridge regularization (default 1.0)
  • validation_fraction — chronological holdout (default 0.2)
  • standardize_features — train-split mean/std scaling
  • feature_exclude — column names to drop (ablation)
  • target_column — override training target

Trials are ranked by walk-forward RMSE improvement vs naive plus directional hit rate. Grids expand as a cartesian product, capped at 20 trials per experiment.

Alpha — contact support or ask Archie for access.

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