Add proper walk-forward cross-validation to training pipeline - #189
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ch55secake with Copilot wants to merge 4 commits into
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Add proper walk-forward cross-validation to training pipeline#189ch55secake with Copilot wants to merge 4 commits into
ch55secake with Copilot wants to merge 4 commits into
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- Enhance WalkForwardValidator with expanding/sliding window modes, per-fold R²/RMSE/MAE/directional-accuracy/Sharpe metrics, and regime-sensitivity degradation detection - Add walk_forward_validate() method to StackedModelTrainingPipeline with configurable window type, train/test windows, and retrain freq - Wire walk-forward validation into train() when use_walk_forward=True - Export WindowType from src/experimental/__init__.py - Add 28 tests covering split logic, metrics, validate(), and pipeline integration for both expanding and sliding window modes" Agent-Logs-Url: https://github.com/ch55secake/hyperion/sessions/c3985177-92c0-4ab8-93ff-0102e83df3ef Co-authored-by: ch55secake <87881861+ch55secake@users.noreply.github.com>
…ms usage Agent-Logs-Url: https://github.com/ch55secake/hyperion/sessions/c3985177-92c0-4ab8-93ff-0102e83df3ef Co-authored-by: ch55secake <87881861+ch55secake@users.noreply.github.com>
ch55secake
marked this pull request as ready for review
April 21, 2026 00:06
ch55secake
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src/experimental/WalkForwardValidatorto support expanding/sliding window types, per-fold R²/RMSE/directional accuracy/Sharpe metrics, and degradation flaggingwalk_forward_validate()method and constructor parameters toStackedModelTrainingPipelinetrain()when enabledsrc/experimental/__init__.pyexportsparamsin test factory, add comment to fallbackwf_results