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Add improvement notes and helper examples for user-provided optimized script#5

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kokibs wants to merge 1 commit intomainfrom
codex/suggest-improvements-for-prediction-model
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Add improvement notes and helper examples for user-provided optimized script#5
kokibs wants to merge 1 commit intomainfrom
codex/suggest-improvements-for-prediction-model

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@kokibs kokibs commented Feb 6, 2026

Motivation

  • The user-provided “optimized” training script had valid ideas but left risks around leakage, feature redundancy, and compute cost that reduce reproducibility and generalization.
  • Provide a concise, actionable checklist and code snippets so readers can safely apply lag/rolling/EMA features, stabilize CV, and prioritize LightGBM tuning.

Description

  • Appended a new section "7. 参考: ユーザー提示の最適化スクリプトに対する改善ポイント" to docs/brain_lever_competition_improvements.md that summarizes risks and recommendations across CV design, feature pruning, time-series handling, model selection, and numerical stability.
  • Included concrete suggestions and best practices for CV (prefer GroupKFold(sample_id) with optional time-holdout), feature reduction (importance-based pruning), and safer time-series features (lag, diff, EMA, limited rolling windows).
  • Added example helper functions and code snippets (add_rolling_features, add_ema_features, prepare_features, cv_score, train_and_predict) illustrating how to implement the recommended feature engineering and an LGBM-centered workflow with early stopping and regularization.

Testing

  • No automated tests were run because this is a documentation-only change.
  • There were no CI/unit test executions as part of this update.
  • The documentation content was added and formatted inline with the existing file; no runtime code changes were introduced to production modules.

Codex Task

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