ml4t-data-leakage skillA
ml4t-data-leakage is agent-read markdown (skill) from ml4t/skills: Prevent train-test contamination, target leakage, and temporal leakage. Use when splitting data, fitting preprocessors, or engineering features for time-series ML..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Data Leakage Leakage lets test-set information influence training, producing models that look good in development but fail in production. ## The Problem Three distinct failure modes inflate backtest performance: 1. **Target leakage** - features computed from the target variable (e.g., future returns embedded in a "sentiment score" that was derived from price changes). 2. **Train-test contamination** - fitting a scaler, encoder, or selector on the full dataset before splitting, so test statistics leak into training transforms. 3. **Temporal leakage** - using future data in features (overlaps with lookahead bias, but here the mechanism is the train/test split itself, not the feature formula). A pipeline that fits a `StandardScaler` on the full matrix before splitting commonly inflates Sharpe by 0.2-0.5 on daily data. The model learns the test set's distribution. ## The Pattern ### WRONG ```python from sklearn.preprocessing import StandardScaler from sklearn.linear_model import Ridge scaler = StandardScaler() X_scaled = scaler.fit_transform(X) # fit on ALL data (leaks test stats) X_train, X_test = X_scaled[:split], X_scaled[split:] …
Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-data-leakage@git:20260901.c415df0mdr add ml4t/skills/ml4t-data-leakage@sha256:391956cb6f95a9eaPin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_m2ftq7spsgyrdwkz)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,036 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,046 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4036 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_m2ftq7spsgyrdwkz GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-data-leakage GET https://markdownregistry.com/api/v1/blob/391956cb6f95a9eaf3d72ea4289290e118500ce2b17878f68dcee7ba01e087ca
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