Spaces:
Sleeping
Sleeping
Commit History
27 days ago
-
VAE+Transformer loses to gradient-boosted trees on the volatility target
Tests whether the whole deployment stack can be moved to VAE + Transformer. The answer for the one model that beats its baseline is no, and the margin is small but consistent. Both architectures were fitted on identical purged folds with the same features and the same scaling, and scored on identical rows -- the incumbent is trimmed to the rows the sequence model can score, so the delta is not an artefact of different row sets. sent_cols is empty throughout, so VAETransformer never builds its sentiment GRU and the candidate is genuinely VAE + Transformer. fold 1 2024-12-24 -> 2025-07-26 HistGB 0.7532 VAE+Transformer 0.7321 -0.0211 fold 2 2025-07-26 -> 2026-02-24 HistGB 0.8092 VAE+Transformer 0.7902 -0.0189 fold 3 2026-02-24 -> 2026-09-26 HistGB 0.7793 VAE+Transformer 0.7658 -0.0135 Mean -0.0178, 95% CI [-0.0276, -0.0081], paired p = 0.0157, worse in 3 of 3 folds. Small, but the interval excludes zero. One number invites misreading: the VAE arm shows 70.28…84ff49d