246 lines
9.3 KiB
Python
246 lines
9.3 KiB
Python
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"""
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z1[7] Mechanical Simplification + FLINT 512-bit amplification.
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z1[7] VAE finding:
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w750_vel_norm r=-0.674 (long-term velocity reversing)
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w300_vel_norm r=-0.357
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w50_instability r=+0.421 (short-term chaos spiking)
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= "eigenspace stress reversal"
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Steps:
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1. Mechanical proxy: linear combo from correlations
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2. Different activations
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3. PCA comparison
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4. EDAIN-KL + HD 512-dim projection (FLINT)
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"""
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import sys, os
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sys.stdout.reconfigure(encoding='utf-8', errors='replace')
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sys.path.insert(0, os.path.dirname(__file__))
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sys.path.insert(0, r"C:\Users\Lenovo\Documents\- DOLPHIN NG HD HCM TSF Predict")
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import numpy as np
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from pathlib import Path
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HERE = Path(__file__).parent
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WINDOWS = [50, 150, 300, 750]
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T1_NAMES = []
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for w in WINDOWS:
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for f in ['log_lmax', 'vel_norm', 'gap_ratio', 'instability', 'rtp']:
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T1_NAMES.append(f"w{w}_{f}")
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T0_NAMES = ['bull_pct', 'bear_pct', 'side_pct', 'sin_hour', 'cos_hour', 'sin_day', 'cos_day', 'has_eigen']
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print("Loading corpus...")
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from corpus_builder import DolphinCorpus, OFF, T1 as T1_DIM
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corpus = DolphinCorpus.load(str(HERE / 'corpus_cache.npz'))
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idx = corpus.mask[:, 1]
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X_e = corpus.X[idx]
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mask_e = corpus.mask[idx]
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t1 = X_e[:, OFF[1]:OFF[1]+T1_DIM].copy() # (16607, 20)
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t0 = X_e[:, OFF[0]:OFF[0]+8].copy()
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print(f"T1 shape: {t1.shape}")
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# Feature shortcuts
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vel_w50 = t1[:, 1]
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vel_w150 = t1[:, 6]
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vel_w300 = t1[:, 11]
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vel_w750 = t1[:, 16]
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inst_w50 = t1[:, 3]
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inst_w300= t1[:, 13]
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lmax_w50 = t1[:, 0]
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lmax_w750= t1[:, 15]
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# ================================================================
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# 1. MECHANICAL PROXIES
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# ================================================================
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print("\n" + "="*65)
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print("1. MECHANICAL z1[7] PROXIES")
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print("="*65)
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proxy_A = -0.674*vel_w750 - 0.357*vel_w300 + 0.421*inst_w50
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proxy_B = inst_w50 - vel_w750
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proxy_C = vel_w50 - vel_w750
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proxy_D = inst_w50 * (-vel_w750)
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proxy_E = (inst_w50 - inst_w300) - (vel_w50 - vel_w750) # instability delta + vel divergence
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for name, p in [
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('A: linear VAE weights', proxy_A),
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('B: inst_w50 - vel_w750', proxy_B),
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('C: vel_w50 - vel_w750 (cross-scale divergence)', proxy_C),
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('D: inst_w50 * -vel_w750 (interaction)', proxy_D),
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('E: dinst - dvel (delta-delta)', proxy_E),
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]:
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nans = np.isnan(p).sum()
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pv = p[np.isfinite(p)]
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print(f"\n{name}:")
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print(f" std={pv.std():.4f} p5={np.percentile(pv,5):.4f} "
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f"p50={np.percentile(pv,50):.4f} p95={np.percentile(pv,95):.4f} NaN={nans}")
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skew = float(((pv - pv.mean())**3).mean() / (pv.std()**3 + 1e-8))
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kurt = float(((pv - pv.mean())**4).mean() / (pv.std()**4 + 1e-8))
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print(f" skew={skew:.3f} kurt={kurt:.2f} (>3 = heavy tails = signal potential)")
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# ================================================================
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# 2. WHAT DOES HIGH proxy_B LOOK LIKE IN FULL T1 SPACE?
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# ================================================================
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print("\n" + "="*65)
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print("2. HIGH vs LOW proxy_B = inst_w50 - vel_w750")
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print("="*65)
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p = proxy_B
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lo = p < np.percentile(p, 10)
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hi = p > np.percentile(p, 90)
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print(f"N low={lo.sum()} N high={hi.sum()}")
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print(f"\n{'Feature':<22} {'ALL':>8} {'LOW10%':>8} {'HIGH10%':>8} {'diff':>8}")
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for i, name in enumerate(T1_NAMES):
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a = t1[:, i].mean()
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l = t1[lo, i].mean()
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h = t1[hi, i].mean()
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d = h - l
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if abs(d) > 0.02:
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print(f" {name:<20} {a:8.4f} {l:8.4f} {h:8.4f} {d:+8.4f}")
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print(f"\n T0 context:")
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for i, name in enumerate(T0_NAMES[:3]):
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print(f" {name:<20} {t0[:,i].mean():8.3f} {t0[lo,i].mean():8.3f} {t0[hi,i].mean():8.3f} {t0[hi,i].mean()-t0[lo,i].mean():+8.3f}")
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# ================================================================
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# 3. ACTIVATION FUNCTIONS
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# ================================================================
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print("\n" + "="*65)
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print("3. ACTIVATION FUNCTIONS ON proxy_B")
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print("="*65)
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def softplus(x):
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return np.log1p(np.exp(np.clip(x, -30, 30)))
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def sigmoid(x):
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return 1.0 / (1.0 + np.exp(-np.clip(x, -30, 30)))
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pb_z = (proxy_B - proxy_B.mean()) / (proxy_B.std() + 1e-8)
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for name, act in [
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('raw z-score', pb_z),
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('relu', np.maximum(0, pb_z)),
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('tanh', np.tanh(pb_z)),
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('softplus', softplus(pb_z)),
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('sigmoid', sigmoid(pb_z)),
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('sign*log1p(|x|)', np.sign(pb_z) * np.log1p(np.abs(pb_z))),
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('x^3 (cubic)', pb_z**3),
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]:
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if np.isnan(act).any():
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print(f" {name:<22} NaN!")
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continue
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skew = float(((act - act.mean())**3).mean() / (act.std()**3 + 1e-8))
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kurt = float(((act - act.mean())**4).mean() / (act.std()**4 + 1e-8))
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# High kurtosis = heavy tails = outliers preserved = signal in extremes
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print(f" {name:<22} std={act.std():.4f} skew={skew:+.3f} kurt={kurt:6.1f}")
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# ================================================================
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# 4. PCA vs VAE
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# ================================================================
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print("\n" + "="*65)
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print("4. PCA ON T1: linear basis vs VAE z1 basis")
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print("="*65)
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t1_z = (t1 - t1.mean(0)) / (t1.std(0) + 1e-8)
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U, S, Vt = np.linalg.svd(t1_z, full_matrices=False)
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explained = S**2 / (S**2).sum()
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print(f"Explained variance: {np.round(100*explained[:8], 1)}%")
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for pc_i in range(5):
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loadings = Vt[pc_i]
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top3 = np.argsort(np.abs(loadings))[-3:][::-1]
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pc_scores = t1_z @ Vt[pc_i]
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r_pb = np.corrcoef(pc_scores, proxy_B)[0,1]
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print(f"PC{pc_i+1} ({100*explained[pc_i]:.1f}%) r(proxy_B)={r_pb:+.3f}: "
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+ " ".join(f"{T1_NAMES[j]}={loadings[j]:+.3f}" for j in top3))
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# ================================================================
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# 5. FLINT EDAIN-KL + HD PROJECTION
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# ================================================================
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print("\n" + "="*65)
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print("5. FLINT: EDAIN-KL + HD PROJECTION 20->512")
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print("="*65)
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try:
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from SILOQY_NN_Kernel_COMPLETE6 import MCDAINLayer
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FLINT_OK = True
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print("FLINT OK")
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except ImportError as e:
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FLINT_OK = False
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print(f"FLINT import failed: {e}")
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if FLINT_OK:
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# 5a: MCDAINLayer (no training needed, NaN-safe)
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print("\n5a: MCDAINLayer normalization:")
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t1_f32 = t1.astype(np.float32)
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try:
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import torch
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t1_torch = torch.from_numpy(t1_f32)
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mc = MCDAINLayer(input_dim=20)
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with torch.no_grad():
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t1_mc = mc(t1_torch).numpy()
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mc_std = t1_mc.std(0)
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print(f" Per-dim std after MCDAIN: {mc_std.round(3)}")
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print(f" Max std: {mc_std.max():.4f} Min std: {mc_std.min():.4f}")
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# Proxy_B in MCDAIN space
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pb_mc = t1_mc[:, 3] - t1_mc[:, 16] # inst_w50 - vel_w750
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print(f" proxy_B (MCDAIN): std={pb_mc.std():.4f} "
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f"skew={float(((pb_mc-pb_mc.mean())**3).mean()/(pb_mc.std()**3+1e-8)):.3f} "
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f"kurt={float(((pb_mc-pb_mc.mean())**4).mean()/(pb_mc.std()**4+1e-8)):.1f}")
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print(f" Variance ratio MCDAIN/raw: {pb_mc.var()/proxy_B.var():.3f}x")
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except Exception as ex:
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print(f" MCDAINLayer: {ex}")
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# 5b: HD projection 20->512 with ReLU
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print("\n5b: HD projection (20->512, ReLU):")
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try:
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np.random.seed(42)
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W_hd = np.random.randn(20, 512).astype(np.float32) * np.sqrt(2.0/20)
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t1_n = t1_mc if 't1_mc' in dir() else t1_z.astype(np.float32)
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H = np.maximum(0, t1_n @ W_hd) # (16607, 512)
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hd_var = H.var(0)
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active = (hd_var > 0.01).sum()
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print(f" Active HD dims (var>0.01): {active}/512")
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# Which HD dims correlate most with proxy_B?
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pb_n = (proxy_B - proxy_B.mean()) / (proxy_B.std() + 1e-8)
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hd_r = np.array([np.corrcoef(pb_n, H[:, d])[0, 1] for d in range(512)])
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print(f" |r(HD, proxy_B)| > 0.3: {(np.abs(hd_r)>0.3).sum()} dims")
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print(f" |r(HD, proxy_B)| > 0.5: {(np.abs(hd_r)>0.5).sum()} dims")
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print(f" max |r|: {np.abs(hd_r).max():.4f}")
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top5 = np.argsort(np.abs(hd_r))[-5:][::-1]
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print(f" Top HD dims:")
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for d in top5:
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print(f" HD[{d:3d}]: r={hd_r[d]:+.4f} var={hd_var[d]:.4f}")
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# 5c: Can HD space reconstruct proxy_B better than PCA?
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print("\n5c: Ridge regression HD->proxy_B (R^2 comparison):")
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from numpy.linalg import lstsq
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# PCA baseline: PC1 alone
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pc1_scores = (t1_z @ Vt[0]).reshape(-1, 1)
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coef_pc1, _, _, _ = lstsq(pc1_scores, proxy_B, rcond=None)
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pred_pc1 = pc1_scores @ coef_pc1
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ss_res = ((proxy_B - pred_pc1)**2).sum()
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ss_tot = ((proxy_B - proxy_B.mean())**2).sum()
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r2_pc1 = 1 - ss_res/ss_tot
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print(f" PC1 alone R2={r2_pc1:.4f}")
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# Top 8 PCs
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pc8 = (t1_z @ Vt[:8].T)
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coef8, _, _, _ = lstsq(pc8, proxy_B, rcond=None)
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pred8 = pc8 @ coef8
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r2_pc8 = 1 - ((proxy_B - pred8)**2).sum()/ss_tot
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print(f" Top 8 PCs R2={r2_pc8:.4f}")
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# Top 8 HD dims
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top8_hd = np.argsort(np.abs(hd_r))[-8:]
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H8 = H[:, top8_hd]
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coef_hd8, _, _, _ = lstsq(H8, proxy_B, rcond=None)
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pred_hd8 = H8 @ coef_hd8
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r2_hd8 = 1 - ((proxy_B - pred_hd8)**2).sum()/ss_tot
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print(f" Top 8 HD dims R2={r2_hd8:.4f}")
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print(f" HD/PCA improvement: {r2_hd8/max(r2_pc8, 1e-8):.3f}x")
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except Exception as ex:
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import traceback; traceback.print_exc()
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print("\nDone.")
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