#!/usr/bin/env python3 """Run the prespecified five-stock hyperparameter sensitivity grid.""" from __future__ import annotations import argparse import copy import json import sys from pathlib import Path ROOT = Path(__file__).resolve().parents[3] SCRIPT_DIR = ROOT / "experiments/tbd_revision/scripts" if str(SCRIPT_DIR) not in sys.path: sys.path.insert(0, str(SCRIPT_DIR)) from train_representation_baselines import run_one, summarize # noqa: E402 STOCKS = ("asset_001", "asset_002", "asset_017", "asset_005", "asset_033") METHODS = ("timae", "lobgrid_timae", "simlob2026") SEEDS = (2026, 2027, 2028) # Each axis changes one value from the retained configuration. The baseline # additionally supplies the three label-budget conditions used elsewhere. VARIANTS: dict[str, dict[str, float | int]] = { "baseline": {}, "latent64": {"latent_dim": 64}, "latent256": {"latent_dim": 256}, "width64": {"d_model": 64}, "width128": {"d_model": 128}, "heads2": {"nhead": 2}, "heads8": {"nhead": 8}, "mask20": {"mask_ratio": 0.2}, "mask60": {"mask_ratio": 0.6}, "lr100": {"learning_rate": 0.0001}, "lr1000": {"learning_rate": 0.001}, "batch64": {"batch_size": 64}, "batch256": {"batch_size": 256}, "wd0": {"weight_decay": 0.0}, "wd1e4": {"weight_decay": 0.0001}, } def parse_args() -> argparse.Namespace: parser = argparse.ArgumentParser(description=__doc__) parser.add_argument("--base-config", type=Path, required=True) parser.add_argument("--output-root", type=Path, required=True) parser.add_argument( "--variants", nargs="+", choices=tuple(VARIANTS), required=True, ) parser.add_argument("--force", action="store_true") return parser.parse_args() def resolved(path: Path) -> Path: return path if path.is_absolute() else ROOT / path def main() -> None: args = parse_args() base = json.loads(resolved(args.base_config).read_text(encoding="utf-8")) output_root = resolved(args.output_root) output_root.mkdir(parents=True, exist_ok=True) for variant in args.variants: config = copy.deepcopy(base) config["training"].setdefault("nhead", 4) config["training"].setdefault("mask_ratio", 0.4) config["training"].update(VARIANTS[variant]) result_dir = output_root / variant config["results_dir"] = str(result_dir) config["pretrain_id"] = f"final_revision_hp_{variant}" config["stocks"] = list(STOCKS) config["methods"] = list(METHODS) config["settings"] = ["from_scratch", "fine_tune"] config["seeds"] = list(SEEDS) config["label_budgets"] = ( [0.25, 0.5, 1.0] if variant == "baseline" else [0.5] ) config["purpose"] = ( "Prespecified five-stock, three-seed, one-factor-at-a-time " f"sensitivity condition: {variant}." ) result_dir.mkdir(parents=True, exist_ok=True) (result_dir / "resolved_config.json").write_text( json.dumps(config, indent=2) + "\n", encoding="utf-8", ) total = ( len(STOCKS) * len(METHODS) * len(SEEDS) * len(config["label_budgets"]) ) completed = 0 for stock in STOCKS: for method in METHODS: for seed in SEEDS: for label_budget in config["label_budgets"]: completed += 1 print( f"VARIANT {variant} {completed}/{total} " f"{stock} {method} seed={seed} " f"budget={label_budget}", flush=True, ) run_one( config, stock, method, seed, label_budget, config["settings"], force=args.force, ) summarize(config, f"hyperparameter_{variant}") if __name__ == "__main__": main()