Singular covariance eigenvalues are floored at the largest eigenvalue times
the square root of machine epsilon. These two metrics do not support custom
objective weights; configured weights warn and fall back to uniform weights.
+- Objective weights are validated once and normalized by maximum then sum;
+ scale-invariant selection survives any positive rescaling of the same
+ weights. An all-zero configuration falls back to uniform weights.
+- Combined-metric softmax aggregation is numerically stable for any finite
+ positive temperature and coefficients; log coefficients are applied after
+ temperature division. Boolean metric coefficients are ignored.
+- Invalid label metric values of any JSON type follow the documented
+ warning/fallback policy instead of raising.
+- Reversed label HPO bounds publish their validated fallback to the shared
+ configuration, so the label objective receives consistent ranges.
- With `space_reduction=true`, `space_fraction=0` fixes numerical search ranges
at valid previous best values; it does not freeze every categorical choice.
Saved HPO suggestions reconstruct derived estimator parameters for final fits:
signed labels. Explicit `"lognormal"` requires finite, strictly positive
transformed training and validation labels; incompatible HPO trials are pruned,
while direct fits raise an error.
+- Changing objective-weight normalization, softmax stabilization, metric-type
+ validation, or bound publication resets label HPO selection state
+ (selection schema 4). The persisted best-params JSON layout remains
+ independently versioned.
### Backtest evaluation protocol