MetaCaster: Meta-Learning Agents Train Lightweight Forecasters in Minutes Instead of Hours

Foundation models are expensive. A trading agent that calls GPT-4 for every price prediction burns budget fast. Lightweight forecasters are cheap to run but expensive to train, especially when you only have a handful of examples. MetaCaster introduces a meta-harness architecture where agents don't forecast directly. Instead, they train specialized lightweight models on-demand from few-shot examples and textual context. This is not another AutoML wrapper. The meta-agent orchestrates data generation, architecture selection, and training loops to produce task-specific forecasters in minutes. The result is a deployable model that runs inference without touching the foundation layer again. The Economic Gap Time-series forecasting in production faces a resource trap: Foundation models (TimeGPT, Chronos) deliver strong zero-shot performance but cost $0.002 to $0.02 per prediction at scale. Lightweight forecasters (PatchTST, DLinear, FEDformer) run for pennies but need thousands of training samples and hours of GPU time. Few-shot scenarios (new trading pairs, emerging markets, privacy-sensitive health data) don't have enough history to train from scratch. MetaCaster targets the intersection: resource-constrained environments where you need specialized models but can't afford foundation API calls or long training cycles. Meta-Harness Architecture The system has three layers: 1. Meta-Agent Orchestrator The top-level agent receives a few-shot time series (as few as 5-10 examples) and optional textual context (domain descriptions, seasonality hints). It decides: Which lightweight forecaster architecture to instantiate (PatchTST, DLinear, Autoformer, etc.) What synthetic data generation strategy to apply How to configure the training harness (learning rate, epochs, augmentation) The meta-agent uses a learned policy, not heuristics. It's pre-trained on a meta-dataset of diverse forecasting tasks so it generalizes to new domains. 2. Data Generation Agents These agents expand the f