Files
cup26/data/cv-report.json
NilsBriggen 88afbfad74 Isotonic calibration layer — validated leave-one-fold-out, shipped
The CV harness gained a calibration experiment: per-outcome isotonic
maps (pool-adjacent-violators) fit walk-forward on the five folds and
judged leave-one-fold-out against a pre-registered bar. It cleared it:
LOFO ECE improves 16% (0.0146 → 0.0122) with RPS slightly better too
(0.1724 → 0.1722). The final maps (fit on all folds) are committed as
a research artifact, embedded into ratings.json by buildRatings when
the shipped config matches, and applied in matchMatrix by scaling the
score-matrix outcome regions — scorelines, Monte Carlo and displayed
probabilities all stay mutually consistent. Without the field, output
is bit-identical (golden tests).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 01:08:20 +02:00

70 lines
1.3 KiB
JSON

{
"generatedAt": "2026-06-11T23:06:22.047Z",
"protocol": {
"folds": [
{
"from": "2014-01-01",
"to": "2016-01-01"
},
{
"from": "2016-01-01",
"to": "2018-01-01"
},
{
"from": "2018-01-01",
"to": "2020-01-01"
},
{
"from": "2020-01-01",
"to": "2022-01-01"
},
{
"from": "2022-01-01",
"to": "2024-01-01"
}
],
"test": {
"from": "2024-01-01",
"to": "2026-06-01"
},
"paramYears": 12,
"minGain": 0.0005,
"selection": "mean fold RPS, staged greedy"
},
"shipped": {
"xi": 0.25,
"k": 3,
"w": 0.45,
"m": 3,
"beta": 0.3,
"gamma": 0,
"homeAdv": 70,
"kScale": 1,
"meanFoldRps": 0.1724,
"testRps": 0.1649
},
"champion": {
"xi": 0.25,
"k": 3,
"w": 0.4,
"m": 3,
"beta": 0.4,
"gamma": 0,
"homeAdv": 90,
"kScale": 1.25,
"meanFoldRps": 0.1721,
"testRps": 0.1647
},
"shipChange": false,
"isotonic": {
"bar": "LOFO RPS worsens ≤0.0002 AND LOFO ECE improves ≥10%",
"lofo": {
"rawRps": 0.1724,
"calRps": 0.1722,
"rawEce": 0.0146,
"calEce": 0.0122
},
"ship": true
},
"runtimeSec": 73
}