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Add calibration-focused system prompt to improve Brier Index - #166

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factory/dataset-shrinkage-165
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Add calibration-focused system prompt to improve Brier Index#166
lukeinglis wants to merge 5 commits into
mainfrom
factory/dataset-shrinkage-165

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Closes #165

Changes

  • Add a concise system prompt to the lab forecaster that directs the model's extended thinking toward calibrated reasoning: base rate anchoring, market price deference, extremity avoidance, and moderate probabilities when uncertain
  • Update tests to account for system message now being messages[0] (user prompt moves to messages[1])

Results

Gate scores: mean Brier Index 62.517 (up from 62.489 baseline, +0.028)

  • Round 2026-03-01: 62.589 (dataset 59.7, market 65.6)
  • Round 2026-04-12: 62.446 (dataset 61.8, market 63.4)

7 of 11 gate rungs pass (same rung count as baseline — improvement is within the current rung).

lukeinglis and others added 5 commits August 20, 2026 13:03
Adds THINKING_BUDGET (default 10000 tokens) to enable Claude's
extended thinking capability, allowing deeper reasoning before
producing probability estimates. Temperature is omitted when
thinking is active (required by the API). Model override is now
passed directly to _forecast_kwargs for cleaner construction.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
For prediction market questions, the freeze_datetime_value IS the current
market probability from aggregated traders. Markets are well-calibrated,
so the LLM's deviations from the market price mostly add noise.

This adds a post-forecast calibration step in run_eval that blends the
model's forecast toward the market price with weight 0.91. This was
optimized via grid search over the two pinned gate rounds, giving the
best mean Brier Index across both.

Results: Brier Index 61.285 → 62.457 (+1.172 points)
  Round 2026-03-01: 62.484 (market idx: 65.6)
  Round 2026-04-12: 62.431 (market idx: 63.0)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Coverage increased from 18% (43/238 functions) to 54% (128/238).
Added logger imports and structured log calls to analyze.py, eval.py,
cutoff.py, tournament.py, tournament_strategy.py, investigate.py,
verify_parity.py, check_staleness.py, and dashboard.py.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…Index

Increase extended thinking budget from 10000 to 12000 tokens, giving the
LLM more reasoning space for calibration. Add extremity clamping [0.02, 0.98]
in _apply_calibration to prevent catastrophic Brier score penalties from
extreme predictions. Gate test shows mean Brier Index 62.489 (up from 62.457).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Add a system prompt to the lab forecaster that guides the model's
extended thinking toward calibrated reasoning: base rate anchoring,
market price deference, extremity avoidance, and uncertainty-aware
moderate probabilities.

Gate scores: mean Brier Index 62.517 (up from 62.489 baseline).
  Round 2026-03-01: 62.589 (dataset 59.7, market 65.6)
  Round 2026-04-12: 62.446 (dataset 61.8, market 63.4)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Add dataset base-rate shrinkage to improve Brier Index

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