crypto-phi4-r5-v9

PEFT LoRA fine-tuned for crypto pump prediction (binary Yes/No 7-day +15% move detection).

V9 results β€” PASSED gate

Metric v9 v8
Raw MCC +0.2058 (CI [+0.1793, +0.2308]) +0.1680
Threshold-tuned MCC +0.1806 β€”
Platt-calibrated MCC +0.1372 β€”
AUC-ROC 0.689 (saturation collapsed v8)
AUC-PR 0.274 β€”
Accuracy 76.7% β€”
F1 0.332 β€”
Saturation@95 0.21% ~100% in v8
ECE 0.253 (raw) / 0.021 (Platt) β€”
Brier 0.183 β€”
n_test 8000 (5898 coin-holdout unseen) β€”

Improvement: +22.5% over v8 (+0.1680 -> +0.2058).

Why v9 beats v8

  1. Calibrated CE loss (label_smoothing=0.05, pos_weight=6, conf_penalty=0.01) β€” no probability saturation
  2. PEFT merge_and_unload() before eval β€” fixes F38 multi-GPU eval bug
  3. dataset_v9_v2 with coin-holdout (15% of coins never in train)
  4. Post-hoc Platt + threshold tuning recovers signal
  5. Natural 14.3% Yes balance (+15% threshold) vs v8 oversampled 35%

Usage

from peft import PeftModel
from transformers import AutoModelForCausalLM, AutoTokenizer
import torch
base = AutoModelForCausalLM.from_pretrained("microsoft/phi-4", torch_dtype=torch.bfloat16, device_map="auto")
model = PeftModel.from_pretrained(base, "majid2230/crypto-phi4-r5-v9")
model = model.merge_and_unload()
tok = AutoTokenizer.from_pretrained("microsoft/phi-4")

Apply Platt scaling (a=0.886187556080311, b=-1.413558502334374) + threshold tune for best results.

Recipe (locked v9)

epochs=3 lora_r=64 LR=1.5e-5 warmup=0.05 max_length=768
label_smoothing=0.05 pos_weight=6.0 conf_penalty=0.01 patience=2

Part of R5 v9 cohort β€” https://huggingface.co/majid2230

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