| { |
| "architecture": "MaskedReconstructionModel", |
| "input_channels": [ |
| "log_return", |
| "hl_range", |
| "oc_body", |
| "log_vol_ratio", |
| "session_flag", |
| "tod_sin", |
| "tod_cos", |
| "dow_sin", |
| "dow_cos" |
| ], |
| "d_model": 256, |
| "n_layers": 8, |
| "d_state": 16, |
| "expand_factor": 2, |
| "dropout": 0.0, |
| "mamba_version": 3, |
| "patch_size_bars": 5, |
| "window_length_days": 30, |
| "max_seq_len_bars": 10000, |
| "mamba3": { |
| "headdim": 64, |
| "ngroups": 1, |
| "rope_fraction": 0.5, |
| "chunk_size": 64, |
| "is_mimo": false, |
| "mimo_rank": 4, |
| "is_outproj_norm": false, |
| "fuse_pregate_headwise_norm": true, |
| "A_floor": 0.0001, |
| "dt_min": 0.001, |
| "dt_max": 0.1, |
| "dt_init_floor": 0.0001 |
| }, |
| "pretraining": { |
| "objective": "masked_patch_reconstruction_mse", |
| "mask_ratio": 0.15, |
| "mask_strategy": "random", |
| "channel_loss_weights": [ |
| 1.0, |
| 1.0, |
| 1.0, |
| 0.001, |
| 0.1, |
| 1.0, |
| 1.0, |
| 1.0, |
| 1.0 |
| ], |
| "train_end": "2023-12-31", |
| "validation_end": "2025-08-01", |
| "seed": 42 |
| } |
| } |
|
|
