Data Ml

data-ml — build a model on an honest holdout

What this sub-skill is for

Standing up a data / ML project: ingest + clean data into a reproducible pipeline, train a model, and evaluate it honestly on a holdout that was never touched during development. Loaded by new-project for any pipeline/training/eval/analysis project. Pairs with api-backend (serve the model) and website (a dashboard). The whole skill is organized around one non-negotiable idea: the eval number must be trustworthy.

Mandatory grill-questions (fold into the Definition of Ready)

• Task: prediction / classification / clustering / forecasting / analysis? The target variable, and exactly what a prediction is used for.
• Data: sources, size, license/consent, refresh cadence. Is there a time dimension? (If yes, splits must respect time — no random shuffle across time.)
• The split, decided up front: train / validation / test ratios, split strategy (random / grouped-by-entity / temporal), and a locked holdout opened only at the end.
• Leakage audit: which features could encode the target or the future? Any feature computed using information unavailable at prediction time? Group leakage (same user/entity in train and test)? Target derived from a feature?
• Metrics: the honest success metric(s) chosen before seeing results, plus a naive/baseline to beat. What number would mean "ship" vs. "this doesn't work"?
• Reproducibility: seed policy, environment pinning, where artifacts/checkpoints live.

Project sub-agents to generate (.claude/agents/)

• data-explorer — profiles and cleans data, reports distributions, missingness, and leakage suspects (delegate-by-default for EDA); read-mostly, never silently mutates raw.
• experiment-runner — runs training/eval experiments reproducibly (fixed seed, pinned env), logs each run with config + metrics; reports results without editorializing.
• eval-honesty-checker — adversarial auditor (mirrors a backtest-analyst-style role): hunts target leakage, train/test contamination, group leakage, metric cherry-picking, and baseline gaming; flags overfit aggressively. Delegate-by-default before any result is reported as real. Never changes model/feature code — only audits and reports.

Tools / CLIs / MCP / skills needed

• Python + .venv (with a disciplined honest-eval workflow): pandas/polars, scikit-learn, optionally PyTorch/LightGBM/XGBoost; jupyter/jupytext for notebooks. Install via pip at environment-readiness (surface, offer, don't auto-install).
• Experiment tracking: a lightweight logged-runs CSV/JSON at minimum, or MLflow/Weights & Biases if the user wants it. dvc or a data/ manifest for data versioning.
• Supabase MCP (chain) if features/predictions are stored in Postgres; n8n MCP (chain) for scheduled pipeline runs/retraining triggers.
• Global skills/agents to chain: deep-research (method/architecture choice with evidence), code-review (pipeline correctness), verify (run the pipeline end-to-end), market-researcher (agent) for facts on datasets/APIs/licenses. For trading-flavored data work, the backtest-analyst agent's honest-eval bar is the model to imitate.

File / asset nudges (on top of the base set)

• EVAL.md — the honest results doc: the locked metric(s), the baseline, holdout numbers, the split strategy used, the leakage audit performed, and known limitations / where the model fails. Bad-but-honest numbers go here unedited.
• data/ with raw/ (read-only, never mutate), interim/, processed/; a DATA.md describing every source, its license/consent, and the split definition.
• notebooks/ — exploration only; production logic lives in src/, not notebooks (notebooks import from src/; clear all outputs before commit; no secrets in cells).
• experiments/ — one logged run per config (params + metrics + seed + git SHA).
• models/ — checkpoints (git-ignored if large; tracked via manifest). .env.template.

Stack defaults & done-bar

Default stack: Python 3.x + .venv, pandas/polars + scikit-learn, fixed global seed, jupytext-paired notebooks for EDA, results logged to experiments/ and summarized in EVAL.md. Swap the model library per the grill. Done-bar (all must hold):

1. The pipeline runs end-to-end reproducibly from raw → metric on a fresh checkout.
2. Train/validation/test split is defined up front, respects time/groups, and the test holdout was opened exactly once, at the end.
3. A leakage audit passed the eval-honesty-checker (no target/temporal/group leakage).
4. The model beats the documented baseline on the untouched holdout — or EVAL.md honestly states it does not.
5. EVAL.md records metric, baseline, holdout result, split, audit, and limitations.

Guardrails

• Leakage is the default failure mode — assume it until disproven. Compute features only from information available at prediction time. Never let the target (or anything derived from it) into the features. Never let the same entity straddle train and test.
• Touch the test set once. Every peek at the holdout to tune anything contaminates it; if contaminated, it is no longer a holdout — say so.
• Respect time. For any time-indexed data, split by time (or walk-forward); a random shuffle leaks the future into the past.
• Pick the metric before the result, and report the baseline. No metric-shopping after the fact; a model that doesn't beat a trivial baseline hasn't learned anything.
• An honest bad result is a success; a flattered number is a failure. Report Sharpe-of-shame numbers straight. The eval-honesty-checker never edits model code to make results look better.
• Raw data is read-only, and secrets/PII never enter the repo, notebooks, or chat.
• Mark unverified claims as unverified; commits under the user's own name only — no Claude co-author.