6b762068fd
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>
68 lines
1.5 KiB
Markdown
68 lines
1.5 KiB
Markdown
# Benchmark ML Ensemble — Turf Prédictions
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**Date:** 2026-04-25
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**Dataset:** 10,899 partants
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**Holdout:** 2,180 lignes (2026-04-19 → 2026-04-24)
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## Résultats
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| Modèle | Precision@3 | AUC | Latence/prédiction |
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|--------|-------------|-----|-------------------|
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| XGBoost (baseline) | 0.5287 | 0.7254 | — |
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| xgboost | 0.5783 | 0.7856 | 0.01 ms |
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| lightgbm | 0.5736 | 0.7833 | 0.00 ms |
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| mlp | 0.5643 | 0.7743 | 0.01 ms |
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| **Ensemble** | **0.5814** | **0.7840** | **0.02 ms** |
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## Décision de déploiement
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- Delta Precision@3 : **+0.0527** (+5.3%)
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- Seuil requis : **+5%**
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- Résultat : **✅ DEPLOIEMENT RECOMMANDE**
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## Optimisation Optuna
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- Trials XGBoost : 100
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- Trials LightGBM : 100
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- Pruning : MedianPruner
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### Meilleurs hyperparamètres XGBoost
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```json
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{
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"n_estimators": 141,
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"max_depth": 5,
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"learning_rate": 0.016298172447266404,
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"subsample": 0.7660470794373848,
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"colsample_bytree": 0.471124415020467,
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"min_child_weight": 14,
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"reg_alpha": 1.9364166463791586,
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"reg_lambda": 6.018030083488602,
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"gamma": 4.614943551368141
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}
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```
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### Meilleurs hyperparamètres LightGBM
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```json
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{
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"n_estimators": 186,
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"max_depth": 4,
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"learning_rate": 0.012915117465216954,
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"num_leaves": 141,
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"subsample": 0.6193119116922561,
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"colsample_bytree": 0.539310022549326,
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"min_child_samples": 9,
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"reg_alpha": 0.6864583098112754,
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"reg_lambda": 0.0549259590914184
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}
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```
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## Features
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- Total features : 43
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- Retenues par SHAP : 31
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## Poids de l'ensemble
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- xgboost : 0.2316
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- lightgbm : 0.2342
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- mlp : 0.2129 |