feat(ml): WAVE 29 DQN Codebase Cleanup & Refactoring Campaign

BREAKING CHANGES:
- Removed orphaned dqn.rs monolithic trainer (4,975 lines)
- Removed orphaned dqn_ensemble.rs module (816 lines)
- Removed orphaned tft.rs and tft_complete_int8_integration_test.rs
- TFT trainer split into modular directory structure

DQN Module Refactoring:
- Split trainers/dqn.rs into modular structure (config.rs, statistics.rs, trainer.rs)
- Fixed hyperopt 39D search space (continuous params only)
- Boolean flags (use_dueling, use_double_dqn, use_per, use_noisy_nets) are now FIXED architectural decisions
- use_distributional defaults to false (Candle BUG #36 - scatter_add gradient issues)

Clean Module Structure:
- ml/src/trainers/dqn/ directory with proper mod.rs exports
- ml/src/trainers/tft/ directory with config.rs, types.rs, model.rs, trainer.rs, tests.rs
- All P0 features validated: TD-error clamping, batch diversity, LR scheduler, priority staleness

Documentation:
- Added comprehensive docs in docs/codebase-cleanup/
- ADR-001 for DQN refactoring decisions
- Rainbow DQN component matrix and quick reference guides

Build Status: Compiles with zero errors

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2025-11-27 23:46:13 +01:00
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# Spectral Normalization Quick Reference - Agent 15
## TL;DR - Decision Summary
**FEASIBILITY**: ✅ **YES - Can be implemented**
**COMPLEXITY**: 🟡 **Medium** (custom power iteration, ~300 LOC)
**DEVELOPMENT TIME**: ⏱️ **5-8 days**
**PERFORMANCE COST**: 📊 **5-10% slower training**
**RECOMMENDATION**: ⚠️ **Implement if overfitting is critical issue**
---
## Quick Facts
### What is Spectral Normalization?
Constrains the Lipschitz constant of neural network layers by normalizing weights to have spectral norm ≤ 1. Prevents overfitting by limiting how much outputs can change for small input changes.
### Candle Support
-**NOT built-in** to candle-nn
-**CAN implement** using power iteration
-**Example code exists** in codebase for power iteration
### Implementation Approach
```rust
// Power iteration to find largest singular value
for _ in 0..n_iterations {
v = W^T * u / ||W^T * u||
u = W * v / ||W * v||
}
sigma = u^T * W * v
W_normalized = W / sigma
```
---
## Should We Implement It?
### ✅ YES, if:
- Validation loss >> Training loss (severe overfitting)
- Current regularization (dropout=0.3, layer norm) insufficient
- Need state-of-the-art anti-overfitting technique
- Can afford 5-8 days development + 5-10% performance cost
### ❌ NO, if:
- Overfitting manageable with current techniques
- Development time/resources limited
- Performance overhead unacceptable
- Simple alternatives untried
### 🟡 ALTERNATIVES (easier/faster):
1. **Increase dropout** (0.3 → 0.5) - 1 line change
2. **Add weight decay** - already in optimizer
3. **Early stopping** - simple to implement
4. **Reduce network size** - config change
---
## Implementation Plan (If Approved)
### Phase 1: Core (2-3 days)
```rust
// File: ml/src/dqn/spectral_norm.rs
pub struct SpectralNorm {
u: Tensor, // [out_features]
v: Tensor, // [in_features]
n_power_iterations: usize,
}
impl SpectralNorm {
fn normalize_weights(&mut self, weight: &Tensor) -> Result<Tensor> {
// Power iteration algorithm
// Returns normalized weight
}
}
// Tests: correctness, convergence, performance
```
### Phase 2: DQN Integration (1-2 days)
```rust
// File: ml/src/dqn/rainbow_network.rs
pub struct RainbowNetworkConfig {
pub use_spectral_norm: bool, // NEW
// ... existing fields
}
// Wrap NoisyLinear with SpectralNorm
```
### Phase 3: Validation (2-3 days)
- Hyperopt with/without spectral norm
- Compare validation metrics
- Measure overfitting reduction
---
## Key Metrics to Watch
### Before Implementation
- Current validation loss vs training loss gap
- Overfitting severity on evaluation set
### After Implementation
- Validation loss improvement (target: 10-20%)
- Training time overhead (expect: 5-10%)
- Gradient stability (should improve)
- Generalization to new market regimes
---
## Technical Details
### Memory Cost
Per layer: 2 * hidden_dim additional parameters (u, v vectors)
- Hidden dim 256: +512 params
- Hidden dim 512: +1024 params
**Total**: Negligible (~0.1% increase)
### Computation Cost
Per forward pass: 2-3 power iterations
- Each iteration: 2 matrix-vector multiplies + 2 normalizations
- Asymptotic: O(d²) where d = hidden_dim
**Overhead**: ~5-10% training time increase
### Convergence
- Typically converges in 1-3 power iterations
- Can start with n_iters=1, increase if unstable
- Track ||σ_new - σ_old|| to verify convergence
---
## Integration Points
### Current Architecture
```rust
// ml/src/dqn/rainbow_network.rs
- LayerNorm (lines 44, 59)
- Dropout (lines 40, 55)
- NoisyLinear (line 14)
- 🆕 SpectralNorm (proposed wrapper)
```
### Recommended Wrapper
```rust
pub struct SpectralNoisyLinear {
noisy_linear: NoisyLinear,
spectral_norm: Option<SpectralNorm>, // Enable/disable
}
impl Module for SpectralNoisyLinear {
fn forward(&self, x: &Tensor) -> Result<Tensor> {
let weight = if let Some(sn) = &mut self.spectral_norm {
sn.normalize_weights(self.noisy_linear.weight())?
} else {
self.noisy_linear.weight().clone()
};
// Use normalized weight...
}
}
```
---
## References
### Papers
1. **Miyato et al. (2018)** - "Spectral Normalization for GANs"
- Original algorithm, power iteration method
2. **Gouk et al. (2021)** - "Regularization via Lipschitz Constants"
- Theoretical foundations
3. **Yoshida & Miyato (2017)** - "Spectral Norm for DRL"
- Application to reinforcement learning
### Code Examples
- Power iteration: `ml/src/regime/transition_matrix.rs:273`
- Eigenvalue estimation: `ml/src/checkpoint/enterprise_implementations.rs:308`
---
## Decision Checklist
Before implementing, confirm:
- [ ] Overfitting is measurably severe (validation >> training)
- [ ] Team approved 5-8 days development time
- [ ] Performance overhead (5-10%) acceptable
- [ ] Current regularization proven insufficient
- [ ] Alternative simple solutions tried
If all checked → **IMPLEMENT**
If any unchecked → **CONSIDER ALTERNATIVES**
---
**Full Research**: See `spectral_normalization_research.md`
**Agent**: Research Agent 15
**Status**: ✅ Research Complete, Awaiting Decision