name: ablations
description: Essential ablations at the Small scale on the main sample (development test 2024); every variant and its reference (mrpt_small_b4k) get the same 4,000-step budget and seed.
paths: {cache: ~/wp41-cache}
universe: {manifest: data/manifests/universe_main.json, symbols_from: all}
data: {dataset_stock: market_bars.stock.1m.raw, dataset_etf: market_bars.etf.1m.raw, start: "2018-01-02", end: "2025-12-31", warmup_sessions: 21}
windows: {L_A: 390, L_B: 390, L_C: 260, H: 60, m_min: 30, min_future_present: 0.8}
splits: {train_end: "2022-12-31", val_end: "2023-12-31", test_end: "2024-12-31", final_end: "2025-12-31", embargo_sessions: 1}
train: {model: small, batch_size: 64, max_steps: 4000, lr: 3.0e-4, warmup_steps: 200, weight_decay: 0.01, grad_clip: 1.0, eval_every: 500, patience: 4, origins_per_session: 2, seed: 1, num_workers: 10, eval_batch_size: 256, val_max_batches: 60}
eval: {stride: 15, horizons: [5, 15, 30, 60], n_samples: 200}
baselines: [naive]
reference: naive_rw
models:
  - {name: mrpt_small_b4k, preset: small, kwargs: {}, feature_set: full}
  - {name: mrpt_small_1m_only_b4k, preset: small, kwargs: {branches: [A]}, feature_set: full}
  - {name: mrpt_small_1m_5m, preset: small, kwargs: {branches: [A, B]}, feature_set: full}
  - {name: mrpt_small_cross, preset: small, kwargs: {fusion: cross}, feature_set: full}
  - {name: mrpt_small_gaussian, preset: small, kwargs: {head: gaussian}, feature_set: full}
  - {name: mrpt_small_noregime, preset: small, kwargs: {regime: none}, feature_set: full}
  - {name: mrpt_small_learnedregime, preset: small, kwargs: {regime: learned}, feature_set: full}
  - {name: mrpt_small_returns_only, preset: small, kwargs: {}, feature_set: returns_only}
  - {name: mrpt_small_time_only, preset: small, kwargs: {}, feature_set: time_only}
  - {name: mrpt_small_ohlcv, preset: small, kwargs: {}, feature_set: ohlcv}
  - {name: mrpt_small_shuffled, preset: small, kwargs: {}, feature_set: full, shuffle_minutes: true, shuffle_minutes_eval: true}
  - {name: mrpt_small_ticker, preset: small, kwargs: {ticker_embedding: true}, feature_set: full}
  - {name: mrpt_small_seed2, preset: small, kwargs: {}, feature_set: full, seed: 2}
  - {name: mrpt_small_seed3, preset: small, kwargs: {}, feature_set: full, seed: 3}
  - {name: mrpt_small_copula, preset: small, kwargs: {copula_rank: 4}, feature_set: full, keep_paths: true, copula_steps: 600}