DevOps Engineer 6b762068fd 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>

2026-04-25 19:10:41 +02:00

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