pub fn weighted_holdout_mae(
preds: &[u64],
actuals: &[u64],
weights: &[f64],
) -> f64Expand description
Weighted MAE for the holdout slice. Each holdout sample carries its recency weight w_i = 2^(-age_i / (n/2)) where n is the full window length, so the gate emphasizes the recent regime without dropping the older tail entirely.