improve model training

This commit is contained in:
2026-03-12 20:39:44 +11:00
parent 20316cee91
commit 9785fc0235
8 changed files with 536 additions and 4 deletions

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@@ -27,6 +27,7 @@ python scripts/train_rain_model.py \
--tune-hyperparameters \
--max-hyperparam-trials 12 \
--calibration-methods "none,sigmoid,isotonic" \
--threshold-policy "walk_forward" \
--walk-forward-folds 4 \
--model-version "rain-auto-v1-extended" \
--out "models/rain_model.pkl" \
@@ -40,6 +41,7 @@ Review in report:
- `candidate_models[*].calibration_comparison`
- `naive_baselines_test`
- `sliced_performance_test`
- `threshold_tuning_walk_forward`
- `walk_forward_backtest`
## 3) Deploy
@@ -133,6 +135,7 @@ The script exits non-zero on failure, so it can directly drive alerting.
- `RAIN_TUNE_HYPERPARAMETERS`
- `RAIN_MAX_HYPERPARAM_TRIALS`
- `RAIN_CALIBRATION_METHODS`
- `RAIN_THRESHOLD_POLICY`
- `RAIN_WALK_FORWARD_FOLDS`
- `RAIN_ALLOW_EMPTY_DATA`
- `RAIN_MODEL_BACKUP_PATH`
@@ -141,3 +144,15 @@ The script exits non-zero on failure, so it can directly drive alerting.
Recommended production defaults:
- Enable tuning daily or weekly (`RAIN_TUNE_HYPERPARAMETERS=true`)
- Keep walk-forward folds `0` in continuous mode, run fold backtests in scheduled evaluation jobs
## 8) Auto-Recommend Candidate
To compare saved training reports and pick a deployment candidate automatically:
```sh
python scripts/recommend_rain_model.py \
--reports-glob "models/rain_model_report*.json" \
--require-walk-forward \
--top-k 5 \
--json-out "models/rain_model_recommendation.json"
```