#!/usr/bin/env python3 """Summarize the five-stock, three-seed hyperparameter sensitivity grid.""" from __future__ import annotations import argparse import csv import json import random import statistics from collections import defaultdict from pathlib import Path METHODS = ("timae", "lobgrid_timae", "simlob2026") STOCKS = ("asset_001", "asset_002", "asset_017", "asset_005", "asset_033") SEEDS = (2026, 2027, 2028) AXES = { "latent_dim": ((64, "latent64"), (128, "baseline"), (256, "latent256")), "hidden_width": ((64, "width64"), (96, "baseline"), (128, "width128")), "attention_heads": ((2, "heads2"), (4, "baseline"), (8, "heads8")), "mask_ratio": ((0.2, "mask20"), (0.4, "baseline"), (0.6, "mask60")), "learning_rate": ((0.0001, "lr100"), (0.0003, "baseline"), (0.001, "lr1000")), "batch_size": ((64, "batch64"), (128, "baseline"), (256, "batch256")), "weight_decay": ((0.0, "wd0"), (0.00001, "baseline"), (0.0001, "wd1e4")), } def parse_args() -> argparse.Namespace: parser = argparse.ArgumentParser(description=__doc__) parser.add_argument("--results-root", type=Path, required=True) parser.add_argument("--output-dir", type=Path, required=True) return parser.parse_args() def percentile(values: list[float], probability: float) -> float: ordered = sorted(values) position = probability * (len(ordered) - 1) lower = int(position) upper = min(lower + 1, len(ordered) - 1) weight = position - lower return ordered[lower] * (1.0 - weight) + ordered[upper] * weight def bootstrap_ci(values: list[float], seed: int) -> tuple[float, float]: rng = random.Random(seed) draws = sorted( statistics.fmean(values[rng.randrange(len(values))] for _ in values) for _ in range(20_000) ) return percentile(draws, 0.025), percentile(draws, 0.975) def write_csv(path: Path, rows: list[dict[str, object]]) -> None: with path.open("w", newline="", encoding="utf-8") as handle: writer = csv.DictWriter(handle, fieldnames=list(rows[0])) writer.writeheader() writer.writerows(rows) def load_variant(directory: Path) -> dict[tuple[str, str, int, str], dict]: cases: dict[tuple[str, str, int, str], dict] = {} for path in sorted(directory.glob("*.json")): if path.name.endswith(".pretrain.json") or path.name == "resolved_config.json": continue payload = json.loads(path.read_text(encoding="utf-8")) if ( payload.get("method") not in METHODS or payload.get("stock") not in STOCKS or int(payload.get("seed", -1)) not in SEEDS or abs(float(payload.get("label_budget", -1.0)) - 0.5) > 1e-12 or payload.get("setting") not in {"from_scratch", "fine_tune"} ): continue key = ( str(payload["method"]), str(payload["stock"]), int(payload["seed"]), str(payload["setting"]), ) if key in cases: raise ValueError(f"Duplicate sensitivity case in {directory}: {key}") cases[key] = payload expected = { (method, stock, seed, setting) for method in METHODS for stock in STOCKS for seed in SEEDS for setting in ("from_scratch", "fine_tune") } if set(cases) != expected: missing = sorted(expected - set(cases)) extra = sorted(set(cases) - expected) raise ValueError( f"{directory} is incomplete: missing={missing[:5]}, extra={extra[:5]}" ) return cases def main() -> None: args = parse_args() variants = { variant for values in AXES.values() for _, variant in values } cases = { variant: load_variant(args.results_root / variant) for variant in sorted(variants) } stock_rows: list[dict[str, object]] = [] summary_rows: list[dict[str, object]] = [] for axis_index, (axis, values) in enumerate(AXES.items()): for value_index, (value, variant) in enumerate(values): for method_index, method in enumerate(METHODS): stock_deltas = [] stock_scratch = [] stock_pooled = [] for stock in STOCKS: scratch = [ float(cases[variant][(method, stock, seed, "from_scratch")]["test"]["macro_f1"]) for seed in SEEDS ] pooled = [ float(cases[variant][(method, stock, seed, "fine_tune")]["test"]["macro_f1"]) for seed in SEEDS ] scratch_mean = statistics.fmean(scratch) pooled_mean = statistics.fmean(pooled) delta_mean = statistics.fmean( candidate - baseline for candidate, baseline in zip(pooled, scratch) ) stock_scratch.append(scratch_mean) stock_pooled.append(pooled_mean) stock_deltas.append(delta_mean) stock_rows.append( { "axis": axis, "value": value, "variant": variant, "method": method, "stock": stock, "n_seeds": len(SEEDS), "scratch_macro_f1_mean": scratch_mean, "pooled_macro_f1_mean": pooled_mean, "paired_delta_mean": delta_mean, "paired_delta_seed_sd": statistics.stdev( candidate - baseline for candidate, baseline in zip(pooled, scratch) ), } ) ci_low, ci_high = bootstrap_ci( stock_deltas, 20260801 + 100 * axis_index + 10 * value_index + method_index, ) summary_rows.append( { "axis": axis, "value": value, "variant": variant, "method": method, "n_stocks": len(STOCKS), "seeds_per_stock": len(SEEDS), "scratch_macro_f1_mean": statistics.fmean(stock_scratch), "pooled_macro_f1_mean": statistics.fmean(stock_pooled), "paired_delta_mean": statistics.fmean(stock_deltas), "paired_delta_median": statistics.median(stock_deltas), "ci95_low": ci_low, "ci95_high": ci_high, "wins": sum(value_ > 0 for value_ in stock_deltas), } ) range_rows: list[dict[str, object]] = [] for axis in AXES: for method in METHODS: cells = [ row for row in summary_rows if row["axis"] == axis and row["method"] == method ] if len(cells) != 3: raise ValueError(f"Expected three values for {axis}/{method}") best = max(cells, key=lambda row: float(row["paired_delta_mean"])) worst = min(cells, key=lambda row: float(row["paired_delta_mean"])) retained = next(row for row in cells if row["variant"] == "baseline") range_rows.append( { "axis": axis, "method": method, "retained_value": retained["value"], "retained_delta": retained["paired_delta_mean"], "minimum_delta": worst["paired_delta_mean"], "minimum_value": worst["value"], "maximum_delta": best["paired_delta_mean"], "maximum_value": best["value"], "delta_span": float(best["paired_delta_mean"]) - float(worst["paired_delta_mean"]), "positive_values": sum( float(row["paired_delta_mean"]) > 0 for row in cells ), } ) overall_rows: list[dict[str, object]] = [] for method in METHODS: unique_by_variant: dict[str, dict[str, object]] = {} for row in summary_rows: if row["method"] != method: continue variant = str(row["variant"]) previous = unique_by_variant.get(variant) if previous is not None and abs( float(previous["paired_delta_mean"]) - float(row["paired_delta_mean"]) ) > 1e-12: raise ValueError(f"Inconsistent repeated baseline for {method}") unique_by_variant[variant] = row if len(unique_by_variant) != 15: raise ValueError( f"Expected 15 unique configurations for {method}; " f"found {len(unique_by_variant)}" ) cells = list(unique_by_variant.values()) best = max(cells, key=lambda row: float(row["paired_delta_mean"])) worst = min(cells, key=lambda row: float(row["paired_delta_mean"])) deltas = [float(row["paired_delta_mean"]) for row in cells] retained = unique_by_variant["baseline"] overall_rows.append( { "method": method, "n_unique_configurations": len(cells), "retained_delta": retained["paired_delta_mean"], "minimum_delta": worst["paired_delta_mean"], "minimum_variant": worst["variant"], "maximum_delta": best["paired_delta_mean"], "maximum_variant": best["variant"], "median_delta": statistics.median(deltas), "positive_configurations": sum(value > 0 for value in deltas), "within_practical_range": sum(abs(value) <= 0.01 for value in deltas), } ) args.output_dir.mkdir(parents=True, exist_ok=True) write_csv(args.output_dir / "hyperparameter_stock_summary.csv", stock_rows) write_csv(args.output_dir / "hyperparameter_sensitivity.csv", summary_rows) write_csv(args.output_dir / "hyperparameter_axis_ranges.csv", range_rows) write_csv(args.output_dir / "hyperparameter_overall_ranges.csv", overall_rows) payload = { "design": { "stocks": list(STOCKS), "methods": list(METHODS), "seeds": list(SEEDS), "label_budget": 0.5, "axes": { axis: [value for value, _ in values] for axis, values in AXES.items() }, "aggregation": "seeds paired and averaged within stock; five stock means form the reporting units", "retained_configuration": { "latent_dim": 128, "hidden_width": 96, "attention_heads": 4, "mask_ratio": 0.4, "learning_rate": 0.0003, "batch_size": 128, "weight_decay": 0.00001, }, }, "rows": summary_rows, "axis_ranges": range_rows, "overall_ranges": overall_rows, } (args.output_dir / "hyperparameter_sensitivity.json").write_text( json.dumps(payload, indent=2) + "\n", encoding="utf-8", ) lines = [ "# Hyperparameter sensitivity", "", "Each row changes one setting from the retained configuration. Seeds are paired within stock before the five-stock summary.", "", "| axis | value | method | scratch F1 | pooled F1 | paired delta [95% stock interval] | wins/5 |", "|---|---:|---|---:|---:|---:|---:|", ] for row in summary_rows: lines.append( f"| {row['axis']} | {row['value']} | {row['method']} | " f"{row['scratch_macro_f1_mean']:.4f} | " f"{row['pooled_macro_f1_mean']:.4f} | " f"{row['paired_delta_mean']:+.4f} " f"[{row['ci95_low']:+.4f}, {row['ci95_high']:+.4f}] | " f"{row['wins']}/5 |" ) lines.extend( [ "", "## Across-value ranges", "", "| axis | method | retained delta | minimum | maximum | span | positive values |", "|---|---|---:|---:|---:|---:|---:|", ] ) for row in range_rows: lines.append( f"| {row['axis']} | {row['method']} | " f"{row['retained_delta']:+.4f} | " f"{row['minimum_delta']:+.4f} ({row['minimum_value']}) | " f"{row['maximum_delta']:+.4f} ({row['maximum_value']}) | " f"{row['delta_span']:.4f} | {row['positive_values']}/3 |" ) lines.extend( [ "", "## Across the 15 unique configurations", "", "| method | retained | minimum | maximum | median | positive | within ±0.01 |", "|---|---:|---:|---:|---:|---:|---:|", ] ) for row in overall_rows: lines.append( f"| {row['method']} | {row['retained_delta']:+.4f} | " f"{row['minimum_delta']:+.4f} ({row['minimum_variant']}) | " f"{row['maximum_delta']:+.4f} ({row['maximum_variant']}) | " f"{row['median_delta']:+.4f} | " f"{row['positive_configurations']}/15 | " f"{row['within_practical_range']}/15 |" ) (args.output_dir / "hyperparameter_sensitivity.md").write_text( "\n".join(lines) + "\n", encoding="utf-8", ) print( f"wrote {len(summary_rows)} hyperparameter summaries from " f"{len(stock_rows)} stock-level cells" ) if __name__ == "__main__": main()