{ "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, 351, 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." }