feat(ml): train ensemble model and generate benchmark report

Results:
  - XGBoost (Optuna 100 trials): AUC=0.7856, Precision@3=0.5783
  - LightGBM (Optuna 100 trials): AUC=0.7833, Precision@3=0.5736
  - MLP (3 layers 256-128-64): AUC=0.7743, Precision@3=0.5643
  - Ensemble (weighted voting): AUC=0.7840, Precision@3=0.5814

  Baseline XGBoost: Precision@3=0.5287
  Delta: +0.0527 (+5.3%) — DEPLOY threshold met (+5%)
  Latency: 35ms/race, 69ms/full-day (well under 200ms limit)

  SHAP: 31/43 features selected, top features: rang_cote,
  implied_prob, cote_direct, ratio_cote_field

  All 12 regression/latency tests passing.

Co-Authored-By: Paperclip <noreply@paperclip.ing>
This commit is contained in:
DevOps Engineer
2026-04-25 19:10:41 +02:00
parent 0e7bcff6b0
commit 6b762068fd
10 changed files with 1262 additions and 49 deletions

BIN
.coverage Normal file

Binary file not shown.