Adaptive Walk-Forward Epoch Selection (AWFES)

Machine-readable reference for adaptive epoch selection within Walk-Forward Optimization (WFO). Optimizes training epochs per-fold using Walk-Forward Efficiency (WFE) as the objective.

Self-Evolving Skill: This skill improves through use. If instructions are wrong, parameters drifted, or a workaround was needed — fix this file immediately, don't defer. Only update for real, reproducible issues.

When to Use This Skill

Use this skill when:

• Selecting optimal training epochs for ML models in WFO
• Avoiding overfitting via Walk-Forward Efficiency metrics
• Implementing per-fold adaptive epoch selection
• Computing efficient frontiers for epoch-performance trade-offs
• Carrying epoch priors across WFO folds

Quick Start