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mlframe documentation index

Conceptual guides and design notes for mlframe. Copy-pasteable per-feature snippets live in docs/examples/; this index covers the deeper material in the docs root.

User-facing guides

File Topic
baseline_diagnostics_guide.md BaselineDiagnostics — ablation table + init_score baseline; the default-ON diagnostic that tells you whether composite targets will help
dummy_baselines_guide.md Parameter-free dummy baselines (median / mean / mode / lag / AR(1)) and the dummy-floor gate
calibration_policy.md pick_best_calibrator — OOF-ECE-with-bootstrap-CI selection between NoCal / Sigmoid / Isotonic
honest_diagnostics_guide.md The honest-diagnostics aggregator: holdout-only verdicts, dummy-floor delta, calibration ECE, DeLong significance
feature_handling_examples.md FeatureHandlingConfig cookbook — text / categorical / per-model handling recipes wired via feature_handling_config=
composite_targets_tutorial.ipynb End-to-end TVT walkthrough notebook for composite-target discovery
sidecar_verification_guide.md What a sha256 "sidecar" file is, why saved models are loaded through one, and what it does/doesn't protect against
composite_targets_guide.md CompositeTargetEstimator and automatic composite-target discovery — transform catalog, config, and when a composite target beats the raw one
composite_config_reference.md CompositeTargetDiscoveryConfig field-by-field reference
MULTI_OUTPUT.md Multilabel / multiclass classification design notes
MULTI_TARGET_REGRESSION.md Multi-target (K-column) regression support matrix and integration roadmap
SELECTION_BIAS.md PU-learning and drift-correction wrappers for biased-sampling problems
DEBUGGING_UPSTREAM_ERRORS.md Decoding cryptic errors raised by sklearn / LightGBM / CatBoost under the suite
visualization.md Reference for the charts train_mlframe_models_suite emits and how to tune them
gallery/index.md Rendered example gallery of every chart type

See also docs/examples/composite_targets.md for the tiered composite-target recipes.

Internal / research notes

Design audits, literature surveys, and forward-looking roadmaps. These are working notes (some items have since shipped — each doc carries a status note where relevant), not user API documentation.

File Topic
MRMR_RESEARCH.md MRMR / feature-selection literature survey + FS competition matrix; most proposals shipped, 4 open estimator ideas
FE_MRMR_IDEAS_BACKLOG.md FE gate/operator backlog status note — shipped / rejected / 3 open items
pysr_fe_upgrade_research.md PySR symbolic-regression FE tuning survey + operator-preset design (shipped)
date_features_kaggle_research.md Calendar / cyclical date-feature survey behind create_date_features
NUMERICAL_STABILITY_REPORT.md Catastrophic-cancellation audit + benchmark of the numba moment kernels
WAVE5_GPU_ROADMAP.md GPU-acceleration roadmap notes
SHAP_PROXIED_FS_GAME_THEORY.md ShapProxiedFS game-theory extensions (gt_01-gt_09) research verdict