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Calibration Is Bet Sizing

The last post was about making a number trustworthy. Leakage geometry, purge widths, de-overlap, a baseline that could not cheat. It ended with a minute-scale ceiling that held at 52% across seven configurations and a model family swap. This one is about what happens after you trust the number. Because a probability you are going to bet on is a different object from a probability you are going to report. The probabilities are not decorative The path-passage classifier is a three-class LightGBM. It returns p_up , p_down , p_none . Those go straight into the expected-value score that decides whether to take a trade and how big: long_score = p_up * ( B - C ) + p_down * ( - B - C ) + p_none * ( - C ) short_score = p_up * ( - B - C ) + p_down * ( B - C ) + p_none * ( - C ) B is the barrier, C the cost. Read the arithmetic. Every term is linear in a probability. Scale p_up by 1.2 and you scale the long score by very nearly 1.2. So miscalibration does not stay in the model. It becomes a bet-sizing error, in proportion, in the bins where the gate actually fires. A classifier that is right 70% of the time while claiming 90% is not 20 points wrong. It is sizing every position in that bin as though the edge were far larger than it is. Boosted trees are known for uncalibrated softmax output. I had been consuming it as if it were a probability. The audit Seven live assets. For each one, fit an Inductive Venn-Abers wrapper on the time-ordered older 80% of that model's training data, 6,988 rows, and evaluate against a 500-row uniform-random sample of the newer 20%, seed 42. The LightGBM models are reloaded from disk and left alone. Only the wrapper is fit. Measure Expected Calibration Error and log-loss, before and after. Asset ECE before → after ECE Δ Log-loss Δ BTC 0.1272 → 0.0621 -51.2% -5.5% ETH 0.1795 → 0.0298 -83.4% -11.5% SOL 0.1680 → 0.0386 -77.0% -10.6% XRP 0.2219 → 0.0645 -70.9% -17.7% ADA 0.1419 → 0.0369 -74.0% -8.0% LINK 0.1260 → 0.0737 -41.5% -1.2% LTC 0.1508 → 0.0603

2026-08-23 原文 →
AI 资讯

Dockerize Your LLM Proxy: One Container for Free Multi-Provider Access

Dockerize Your LLM Proxy: One Container for Free Multi-Provider Access Want free LLM access in a repeatable, portable way? Run it as a container. Why Docker Single command to deploy anywhere Isolated environment with consistent deps Easy to put behind a reverse proxy DAVIL Cod in Docker DAVIL Cod ships a Dockerfile. Build and run with provider keys as env vars: docker build -t davil-cod . docker run -p 4000:4000 \ -e PROVIDER_GROQ_APIKEY = ... \ -e PROVIDER_MISTRAL_APIKEY = ... \ davil-cod Features you get Provider rotation with circuit breaker Disk cache for repeated prompts Dashboard on port 4000 FAQ Does it persist the cache? Yes — mount a volume for the cache directory. Can I expose it to my team? Yes — it's a normal HTTP service with token auth.

2026-08-21 原文 →