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Regulators / Objectives

Alpha-v2.2 (model_id = 3) · by Quant Lab · Minimalist refactor — TransformerEncoder mixer + scalar twin Q

action_l2. Anti-saturation against tanh saturation: relu(|a| − threshold)² × coeff.

portfolio_budget. Quadratic penalty for exceeding the gross-exposure limit.

inaction_penalty. Anti-zero-policy — pushes the actor away from zero positions.

action_diversity. Anti-symbol-collapse — penalty on low std(actions, dim=symbols).

direction_inbalance. Anti-mono-direction — penalty when |batch_mean(actions)| exceeds threshold.

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