metadata.json

{
  "version": "1.0.0",
  "model": "HistGradientBoosting",
  "calibration_method": "isotonic",
  "n_samples": 59969,
  "n_features": 135,
  "walk_forward": {
    "accuracy": 0.8802249134948097,
    "balanced_accuracy": 0.8483197469172822,
    "log_loss": 0.5235543174886913,
    "brier_score": 0.2822932276909237,
    "calibration_error": 0.2386787959814615,
    "precision_macro": 0.9006320814617511,
    "recall_macro": 0.8483197469172822,
    "f1_macro": 0.8694596534162318,
    "roc_auc_ovr": 0.9658858399062984,
    "confusion_matrix": [
      [
        23250,
        2144,
        129
      ],
      [
        2435,
        21672,
        115
      ],
      [
        1073,
        1027,
        5955
      ]
    ],
    "marginal_log_loss": 1.0000788713924629,
    "beats_marginal": true,
    "n_folds": 289
  },
  "calibration_holdout": {
    "accuracy": 0.6578479324144064,
    "balanced_accuracy": 0.5688818149009328,
    "log_loss": 0.735429830965913,
    "brier_score": 0.44305244598242766,
    "calibration_error": 0.00749579070252555,
    "precision_macro": 0.6386821691419259,
    "recall_macro": 0.5688818149009328,
    "f1_macro": 0.5865617340043127,
    "roc_auc_ovr": 0.8117099213652784,
    "confusion_matrix": [
      [
        3000,
        979,
        117
      ],
      [
        1129,
        2603,
        100
      ],
      [
        402,
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        315
      ]
    ]
  },
  "marginal_log_loss": 0.9762272072244335,
  "beats_marginal": true,
  "global_importance_top10": [
    {
      "name": "roll_50_var",
      "importance": 0.0
    },
    {
      "name": "roll_100_kurt",
      "importance": 0.0
    },
    {
      "name": "roll_30_skew",
      "importance": 0.0
    },
    {
      "name": "num_changes",
      "importance": 0.0
    },
    {
      "name": "acf_lag5",
      "importance": 0.0
    },
    {
      "name": "roll_50_pb_std",
      "importance": 0.0
    },
    {
      "name": "roll_20_pb_mean",
      "importance": 0.0
    },
    {
      "name": "roll_200_pb_mean",
      "importance": 0.0
    },
    {
      "name": "roll_200_kurt",
      "importance": 0.0
    },
    {
      "name": "roll_50_skew",
      "importance": 0.0
    }
  ],
  "honesty_note": "Modelo estima distribui\u00e7\u00e3o calibrada; n\u00e3o implica padr\u00e3o determin\u00edstico. Se beats_marginal=false, preferir baseline marginal na opera\u00e7\u00e3o."
}