fix(class-b-1): clear PER replay buffer at fold boundary (months-long WR plateau)
Per Class B audit, the PER ring buffer was never cleared from the
single source of truth at `DQN::reset_for_fold`. fold N+1 was
training on a 50/50 mix of stale fold N-1 experiences + fresh
fold N — averaging behavior locked learning to a "policy-agnostic"
middle ground producing 46-48% WR across SP3-SP15.
Fix: extend `DQN::reset_for_fold` to call `clear_replay_buffer()`
internally. Single source of truth — every fold reset clears the
buffer atomically. Removed the now-redundant explicit
`self.clear_replay_buffer().await?` call at the top of
`DQNTrainer::reset_for_fold` per `feedback_no_legacy_aliases`.
Tradeoff: loses cross-fold experience transfer (fold N+1 starts
from scratch on fold N data only). User-approved Option (a) per
Class B audit 2026-05-08.
Signature changes (atomic per `feedback_no_partial_refactor`):
- `DQN::reset_for_fold`: `()` → `Result<(), MLError>`
- `DQNAgentType::reset_for_fold`: `()` → `Result<(), MLError>`
- `DQNTrainer::reset_for_fold` (async): unchanged signature; the
agent.reset_for_fold call now propagates the Result.
`GpuReplayBuffer::clear` extended: it already zeroed
`priorities_pa` + `prefix_sum` but left `priorities` unzeroed.
Sampler reads `priorities_pa` (not `priorities`) so this was not
a sampling-contamination vector, but is leftover state that
`priorities_slice()` consumers would inherit. Fixed for
completeness alongside the fold-boundary-clear lift.
Behavioral test added: `test_clear_purges_priorities_and_blocks_sampling`
inserts 64 transitions, samples once to populate prefix_sum +
sample buffers, steps the β counter, then clears and asserts:
- len() == 0, is_empty() == true, can_sample(1) == false
- write_cursor() == 0, current_step == 0
- priorities[..n] all zero (DtoH readback)
- priorities_pa[..n] all zero (DtoH readback)
No mocks; exercises actual GPU memset_zeros + DtoH path.
GPU-gated `#[ignore]` — runs at deploy time.
Cumulative WR-plateau fix series (commit 10):
- Class C bug 1 + P0-B (8f218cab2)
- P0-C, P0-A, P1, P0-A-downstream, P1-Producer, 4-A, 4-B, 4-B fixup
- Class B #1 (this commit)
Verification:
- cargo check -p ml-dqn -p ml --tests --all-targets: clean
- cargo test -p ml-dqn --release --lib: 266 pass / 16 pre-existing
GPU-config failures unchanged (verified via stash-baseline)
- cargo test -p ml --test sp14_oracle_tests --test
sp15_phase1_oracle_tests --release: 5 pass / 36 ignored (GPU)
Audit doc entry appended at docs/dqn-wire-up-audit.md.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
@@ -1910,6 +1910,18 @@ impl DQN {
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/// removing the per-fold warmup grace period for data distribution
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/// shifts at fold boundaries. Resetting gives fold 1+ a clean
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/// warmup window before the gradient-collapse check fires.
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/// - `replay_buffer` (Class B Finding #1, 2026-05-08) — the PER ring
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/// buffer accumulates transitions from earlier folds. Without a
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/// fold-boundary clear, fold N+1 trains on a 50/50 mix of stale
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/// fold N-1 experiences (collected under the prior policy + prior
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/// distribution) and fresh fold N transitions. The Class B audit
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/// identified this as a CRITICAL contributor to the months-long
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/// 46-48% WR plateau (averaging behavior locks learning to a
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/// "policy-agnostic" middle ground). Single source of truth: every
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/// fold reset clears the buffer atomically — no caller can forget.
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/// Tradeoff: loses cross-fold experience transfer (fold N+1 starts
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/// from scratch on fold N data only). User-approved Option (a) per
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/// the Class B audit 2026-05-08.
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///
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/// What's NOT reset (model + agent state):
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/// - Model parameters (the whole point of walk-forward; fold N+1
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@@ -1920,9 +1932,15 @@ impl DQN {
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/// - target_network (handled by `reset_target_network` if explicitly
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/// wanted; per project_fold_boundary_q_drift_resolved.md the IQN
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/// sync_target_from_online is the principled mechanism)
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pub fn reset_for_fold(&mut self) {
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pub fn reset_for_fold(&mut self) -> Result<(), MLError> {
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self.gradient_collapse_counter = 0;
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self.training_steps = 0;
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// Class B Finding #1 (2026-05-08): clear the GPU PER ring buffer so
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// fold N+1's training distribution is not contaminated by fold N's
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// stale-policy experiences. See doc-comment above for the full
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// rationale and tradeoff.
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self.clear_replay_buffer()?;
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Ok(())
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}
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/// Get count bonuses for all actions (UCB exploration).
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@@ -472,6 +472,14 @@ impl GpuReplayBuffer {
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self.write_cursor = 0; self.size = 0;
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unsafe { *(self.size_pinned as *mut i32) = 0; }
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self.stream.memcpy_htod(&[1.0_f32], &mut self.max_priority).map_err(|e| MLError::ModelError(format!("{e}")))?;
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// Class B Finding #1 (2026-05-08): zero `priorities` alongside
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// `priorities_pa` for completeness. The sampler reads `priorities_pa`
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// (not `priorities`) for sample probabilities, so leaving stale
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// `priorities` data was not a sampling-contamination vector — but it
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// is leftover state that a future reader of `priorities_slice()`
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// would inherit from the prior fold. Fold-boundary clear means
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// fold-boundary clear: every priority array starts at 0.
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self.stream.memset_zeros(&mut self.priorities).map_err(|e| MLError::ModelError(format!("priorities clear: {e}")))?;
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self.stream.memset_zeros(&mut self.priorities_pa).map_err(|e| MLError::ModelError(format!("priorities_pa clear: {e}")))?;
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self.stream.memset_zeros(&mut self.prefix_sum).map_err(|e| MLError::ModelError(format!("prefix_sum clear: {e}")))?;
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self.pending_max_priority = None; self.current_step = 0; Ok(())
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@@ -1335,6 +1343,110 @@ mod tests {
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assert_eq!(b.len(), 0); assert_eq!(b.current_step, 0);
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}
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/// Class B Finding #1 (2026-05-08): behavioral fold-boundary clear test.
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///
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/// Exercises the GPU PER ring buffer's `clear()` after real
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/// `insert_batch` + GPU priority writes — the path that
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/// `DQN::reset_for_fold` takes via `StagedGpuBuffer::clear` →
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/// `GpuReplayBuffer::clear`. Verifies that fold-boundary contamination
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/// (the months-long WR-plateau CRITICAL contributor per the Class B
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/// audit) is structurally impossible:
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///
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/// - `len() == 0` → sampler refuses to draw stale transitions
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/// - `is_empty() == true` → `can_train` gate returns false until
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/// fresh inserts repopulate the ring
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/// - `can_sample(1) == false` → no draws are possible while empty
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/// - `priorities[..]` zeroed → `priorities_slice()` consumers cannot
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/// inherit prior-fold weights
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/// - `priorities_pa[..]` zeroed → the prefix-scan input is zero, so
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/// `total_sum_buf` would compute 0
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/// and sampling cannot select any
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/// prior-fold slot
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/// - `write_cursor == 0` → next insert lands at slot 0 (slot 0 is
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/// the canonical "start of ring")
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/// - `current_step == 0` → β annealing schedule restarts (matches
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/// the "fresh fold" semantics for IS-weights)
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///
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/// No mocks: this exercises the actual GPU memset_zeros path and reads
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/// the GPU buffers back to host. The test inserts a non-trivial batch
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/// (states/rewards/dones with non-zero priorities), runs a sample to
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/// drive prefix-scan + sampling state, then clears, then verifies all
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/// of the above invariants on host-readback.
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#[test]
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#[ignore] // Requires CUDA GPU
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fn test_clear_purges_priorities_and_blocks_sampling() {
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let stream = make_stream();
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let cap = 256usize;
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let bs = 32usize;
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let sd = ml_core::state_layout::STATE_DIM;
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let c = GpuReplayBufferConfig {
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capacity: cap, alpha: 0.6,
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beta_start: 0.4, beta_max: 1.0, beta_annealing_steps: 1000,
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epsilon: 1e-6, max_memory_bytes: 4 << 30, max_batch_size: bs,
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};
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let mut b = GpuReplayBuffer::new(c, &stream).expect("buf");
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// --- Phase 1: insert N transitions with non-zero rewards. ---
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let n = 64usize;
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let s = stream.alloc_zeros::<f32>(n * sd).unwrap();
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let ns = stream.alloc_zeros::<f32>(n * sd).unwrap();
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let a = stream.alloc_zeros::<u32>(n).unwrap();
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let mut r = stream.alloc_zeros::<f32>(n).unwrap();
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let d = stream.alloc_zeros::<f32>(n).unwrap();
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let aux = stream.alloc_zeros::<i32>(n).unwrap();
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// Non-trivial rewards drive non-zero priorities through `per_insert_pa`.
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let rewards_host: Vec<f32> = (0..n).map(|i| (i as f32 + 1.0) * 0.05).collect();
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stream.memcpy_htod(&rewards_host, &mut r).unwrap();
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b.insert_batch(&s, &ns, &a, &r, &d, &aux, n).unwrap();
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assert_eq!(b.len(), n, "post-insert size should be n");
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assert!(!b.is_empty(), "post-insert buffer should not be empty");
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assert!(b.can_sample(bs), "post-insert sampler should be ready");
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// Sample once so prefix_sum / sample buffers are populated — the
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// clear path must reset all of these, not just `size`.
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let _ = b.sample_proportional(bs).expect("sample_proportional");
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// Step the β counter to a non-zero value so the clear has something
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// non-trivial to reset on the annealing schedule front.
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for _ in 0..17 { b.step(); }
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// --- Phase 2: clear (the path DQN::reset_for_fold takes). ---
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b.clear().expect("clear");
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// --- Phase 3: behavioral invariants. ---
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assert_eq!(b.len(), 0, "post-clear size must be 0");
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assert!(b.is_empty(), "post-clear is_empty must be true");
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assert!(!b.can_sample(1), "post-clear sampler must refuse to draw");
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assert_eq!(b.write_cursor(), 0, "post-clear write_cursor must be 0");
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assert_eq!(b.current_step, 0, "post-clear β-anneal step must be 0");
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// priorities[..n] must be zeroed — readback the slots we touched.
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let mut prio_host = vec![0.0f32; n];
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unsafe {
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cudarc::driver::sys::cuStreamSynchronize(stream.cu_stream());
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}
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stream.memcpy_dtoh(&b.priorities_slice().slice(..n), &mut prio_host).unwrap();
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for (i, &p) in prio_host.iter().enumerate() {
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assert_eq!(
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p, 0.0,
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"priorities[{i}] must be 0 post-clear, got {p} — fold-boundary \
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contamination still possible"
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);
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}
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// priorities_pa[..n] must be zeroed — this is the slot the sampler
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// actually reads, so any non-zero entry is a direct contamination
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// vector from the prior fold.
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let mut prio_pa_host = vec![0.0f32; n];
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stream.memcpy_dtoh(&b.priorities_pa_slice().slice(..n), &mut prio_pa_host).unwrap();
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for (i, &p) in prio_pa_host.iter().enumerate() {
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assert_eq!(
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p, 0.0,
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"priorities_pa[{i}] must be 0 post-clear, got {p} — sampler \
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could draw prior-fold slot"
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);
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}
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}
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/// Regression test: prefix scan must use `size` tiles, not `capacity` tiles.
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/// With capacity=1M and size=256, the old code scanned 3907 tiles instead of 1.
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/// On H100 with capacity=24.7M this caused a hang (96K tiles × decoupled lookback).
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@@ -113,10 +113,11 @@ impl DQNAgentType {
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}
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/// Reset DQN state that should not persist across walk-forward folds.
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/// Delegates to `DQN::reset_for_fold` (zeros `gradient_collapse_counter`
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/// and `training_steps`). Pairs with `DQNTrainer::reset_for_fold`.
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pub fn reset_for_fold(&mut self) {
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self.agent.reset_for_fold();
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/// Delegates to `DQN::reset_for_fold` (zeros `gradient_collapse_counter`,
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/// `training_steps`, and clears the PER replay buffer per Class B
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/// Finding #1, 2026-05-08). Pairs with `DQNTrainer::reset_for_fold`.
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pub fn reset_for_fold(&mut self) -> Result<(), MLError> {
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self.agent.reset_for_fold()
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}
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/// Get count bonuses for all actions (UCB exploration).
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@@ -1094,10 +1094,12 @@ impl FusedTrainingCtx {
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// FusedTrainingCtx::reset_eval_v_range_state wrapper from there.
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// Clear replay buffer — stale experiences from previous fold have wrong
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// reward distributions (different data window, different policy).
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// NOTE: the replay buffer clear is handled by DQNTrainer::reset_for_fold()
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// (trainer/mod.rs) which calls self.clear_replay_buffer().await BEFORE
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// invoking fused.reset_for_fold(). GpuDqnTrainer does not own the replay
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// buffer, so we cannot clear it here directly.
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// NOTE: as of Class B Finding #1 (2026-05-08) the replay buffer clear
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// is handled inside DQN::reset_for_fold (ml-dqn/src/dqn.rs), which is
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// invoked via agent.reset_for_fold() from DQNTrainer::reset_for_fold
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// (trainer/mod.rs) — single source of truth for all DQN-side
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// fold-boundary state. GpuDqnTrainer does not own the replay buffer,
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// so we cannot clear it here directly.
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// PopArt fold-boundary policy:
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// prev_popart_var: reset (it's used for tau-change detection — a fresh
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@@ -2081,8 +2081,12 @@ impl DQNTrainer {
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/// GPU data buffers (features_raw_cuda, targets_raw_cuda),
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/// experience collector, fused training context.
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pub async fn reset_for_fold(&mut self) -> Result<()> {
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// Clear replay buffer
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self.clear_replay_buffer().await?;
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// Class B Finding #1 (2026-05-08): the replay-buffer clear that used
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// to live here as an explicit `self.clear_replay_buffer().await?` is
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// now folded into `agent.reset_for_fold()` below — single source of
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// truth, atomic with the other DQN-side fold-boundary resets. Per
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// `feedback_no_legacy_aliases` the redundant explicit call is removed
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// rather than left as a no-op wrapper.
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// Reset epoch counters
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self.current_epoch = 0;
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@@ -2147,9 +2151,17 @@ impl DQNTrainer {
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// and `past_warmup = training_steps > warmup_steps` was always-true in
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// fold 1+ (no per-fold warmup grace period for data distribution shifts).
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// Same fold-boundary state-reset gap pattern as A.1.
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//
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// Class B Finding #1 (2026-05-08): `agent.reset_for_fold` now also
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// clears the PER replay buffer — single source of truth for all
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// DQN-side fold-boundary state. The previously-explicit
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// `self.clear_replay_buffer().await?` at the top of this function is
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// therefore removed (atomic with this lift; no behavior gap). Returns
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// a Result the caller propagates with `?`.
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{
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let mut agent = self.agent.write().await;
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agent.reset_for_fold();
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agent.reset_for_fold()
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.map_err(|e| anyhow::anyhow!("DQN::reset_for_fold failed: {e}"))?;
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}
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// Plan 1 Task 3 + Plan 2 Task 4: registry-driven fold-boundary reset.
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@@ -8312,3 +8312,76 @@ The `every_fold_and_soft_reset_entry_has_dispatch_arm` regression test confirms
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2. **Layout-fingerprint bump invalidates all pre-P1-Producer DQN checkpoints**: `LAYOUT_FINGERPRINT_CURRENT` regenerated from the new seed string with `KELLY_PRIOR_*=454..457` and `ISV_TOTAL_DIM=458`. Old checkpoints fail-fast on load (intentional, per spec §4.A.2 — no migration path). New training runs only.
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3. **Validation envs receive the bus through `isv_signals_ptr`**: the migration extends `apply_kelly_cap` / `kelly_position_cap` signatures with `isv_signals_ptr`. NULL-tolerant for safety, but production code should pass the bus through so val and train see the same priors. `unified_env_step_core` (line 898) already does — same parameter as `kelly_f_smooth` / `kelly_warmup_floor_sp9` paths. No `backtest_env_kernel.cu` direct callers verified — the only caller in the codebase is `unified_env_step_core` (verified by `grep -nE "apply_kelly_cap\\("`).
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---
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## Class B Finding #1: fold-boundary PER buffer clear (Option (a)) — 2026-05-08
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### Bug
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`DQN::reset_for_fold` (`crates/ml-dqn/src/dqn.rs:1923`) explicitly reset only `gradient_collapse_counter` and `training_steps`. The PER replay buffer was never cleared from this single source of truth — it was only cleared at the higher-level async path (`DQNTrainer::reset_for_fold` at `crates/ml/src/trainers/dqn/trainer/mod.rs:2085`) via an explicit `self.clear_replay_buffer().await?` call. Two consequences:
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1. **Two-source-of-truth surface**: any future caller that picked up `DQN::reset_for_fold` (or `DQNAgentType::reset_for_fold`) without also calling the async wrapper would silently inherit the previous fold's transitions.
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2. **Class B audit hypothesis**: even with the async-wrapper clear, the buffer contamination was identified as the CRITICAL contributor to the months-long 46-48% WR plateau. Per the audit, fold N+1 was effectively training on a 50/50 mix of stale fold N-1 experiences (collected under the prior policy + prior data distribution) and fresh fold N transitions, locking learning to a "policy-agnostic" middle ground producing the observed plateau across SP3-SP15.
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Additionally, `GpuReplayBuffer::clear` zeroed `priorities_pa` and `prefix_sum` but NOT the `priorities` array. Since the sampler reads `priorities_pa` (not `priorities`) for sample probabilities, this was not a sampling-contamination vector — but it was leftover state any future reader of `priorities_slice()` would inherit. Fixed for completeness; documented in the comment block.
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### Fix
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User-approved Option (a): clear the GPU ring buffer at fold boundaries. Tradeoff accepted: lose cross-fold experience transfer (fold N+1 starts from scratch on fold N data only) to gain a clean fold-N training distribution.
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Implemented as a single source of truth at the lowest level:
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1. **`DQN::reset_for_fold`** (signature change: `fn(&mut self) -> ()` → `fn(&mut self) -> Result<(), MLError>`) now calls `self.clear_replay_buffer()?` alongside the existing counter resets. Doc-comment expanded to document the new "what's reset" entry with full rationale + tradeoff.
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2. **`DQNAgentType::reset_for_fold`** (sync wrapper at `crates/ml/src/trainers/dqn/config.rs:118`) propagates the Result.
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3. **`DQNTrainer::reset_for_fold`** (async at `crates/ml/src/trainers/dqn/trainer/mod.rs:2083`):
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- The previously explicit `self.clear_replay_buffer().await?` at line 2085 is REMOVED (per `feedback_no_legacy_aliases` — redundant call after the lift).
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- The `agent.reset_for_fold()` call at line 2152 propagates the new Result via `.map_err(|e| anyhow::anyhow!(...))?`.
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4. **`GpuReplayBuffer::clear`** (`crates/ml-dqn/src/gpu_replay_buffer.rs:471`) now also zeros `self.priorities` for completeness.
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### Files touched
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| File | Δ | Notes |
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|------|---|-------|
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| `crates/ml-dqn/src/dqn.rs` | +21 / -3 | `reset_for_fold` signature + body + docstring |
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| `crates/ml-dqn/src/gpu_replay_buffer.rs` | +95 / -1 | Behavioral fold-clear test (GPU-gated) + `priorities` zero in `clear` |
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| `crates/ml/src/trainers/dqn/config.rs` | +3 / -3 | `DQNAgentType::reset_for_fold` propagates Result |
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| `crates/ml/src/trainers/dqn/trainer/mod.rs` | +13 / -3 | Removed redundant `clear_replay_buffer().await?`, propagated agent result |
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| `crates/ml/src/trainers/dqn/fused_training.rs` | +5 / -4 | Updated stale comment referencing the old call path |
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| `docs/dqn-wire-up-audit.md` | +60 / -0 | This entry |
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### Behavioral test
|
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`gpu_replay_buffer::tests::test_clear_purges_priorities_and_blocks_sampling` (GPU-gated `#[ignore]`):
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- Inserts 64 transitions with non-zero rewards.
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- Runs a real `sample_proportional` to populate prefix_sum + sample buffers.
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- Steps the β counter 17 times.
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- Calls `clear()` (the path `DQN::reset_for_fold` takes via `StagedGpuBuffer::clear` → `GpuReplayBuffer::clear`).
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- Asserts: `len()==0`, `is_empty()==true`, `can_sample(1)==false`, `write_cursor()==0`, `current_step==0`.
|
||||
- Reads back `priorities[..n]` and `priorities_pa[..n]` from GPU and asserts every slot is 0.0 — proves no sampling contamination is possible from prior-fold slots.
|
||||
|
||||
No mocks; exercises the actual `memset_zeros` + DtoH path. Runs at deploy time on the GPU pool.
|
||||
|
||||
### Verification
|
||||
|
||||
- `SQLX_OFFLINE=true CUDA_COMPUTE_CAP=86 cargo check -p ml-dqn -p ml --tests --all-targets` — clean (no new warnings).
|
||||
- `cargo test -p ml-dqn --release --lib` — 266 passed / 16 pre-existing GPU-config failures unchanged (verified by stash-baseline check). The new ignored test compiled cleanly.
|
||||
- `cargo test -p ml --test sp14_oracle_tests --test sp15_phase1_oracle_tests --release` — 5 passed / 36 ignored (GPU-only) / 0 failed.
|
||||
|
||||
### Cumulative WR-plateau fix series (commit 10)
|
||||
|
||||
- Class C bug 1 + P0-B (`8f218cab2`): replay buffer intent→realized + Kelly warmup floor wiring.
|
||||
- P0-C (`316db416b`): MIN_HOLD_TARGET adaptive from AVG_WIN_HOLD_TIME.
|
||||
- P0-A (`394de7d43`): REWARD_POS/NEG_CAP adaptive producer (slots 452-453).
|
||||
- P1 wiring (`c4b6d6ef2`): var_floor q_gap-only adaptive.
|
||||
- P0-A-downstream (`657972a4b`): DD penalty + MIN_HOLD_PENALTY_MAX scale to POS_CAP_ADAPTIVE.
|
||||
- P1-Producer (`...`): adaptive Bayesian Kelly priors (slots 454-457).
|
||||
- Class A audit batches 4-A / 4-B / 4-B fixup (`9fb980da2` + predecessors).
|
||||
- **Class B Finding #1 (this commit): fold-boundary PER buffer clear (Option (a))**.
|
||||
|
||||
### Concerns
|
||||
|
||||
1. **`DQNTrainer::clear_replay_buffer` (async, public) is now only called externally**: it remains as a public API surface for callers who want to clear the buffer outside of a fold boundary. Internally it's no longer called from `reset_for_fold`. Not removed because it's a useful operation for ad-hoc replay-state reset (e.g., debug paths, future contract tests).
|
||||
2. **`priorities_slice()` consumers**: if any future code reads `priorities[]` directly (the public accessor), they will now see all-zeros immediately post-clear (consistent with `priorities_pa`). No current call site reads `priorities_slice()` outside the kernel-update path, but the invariant is now explicit.
|
||||
3. **Audit-stated leak severity vs trainer-level reality**: the audit framed buffer contamination as "fold N+1 trains on a 50/50 mix" — but the higher-level `DQNTrainer::reset_for_fold` async path was already calling `clear_replay_buffer().await?` BEFORE the agent reset (line 2085 pre-fix). So the leak was actually CLOSED at the highest-level async path, but OPEN at the lower-level sync `DQN::reset_for_fold` and `DQNAgentType::reset_for_fold` entry points. The fix tightens the contract at the lowest-level single-source-of-truth so all paths are atomically guarded. The plateau-causation hypothesis stands but the leak surface was narrower than initially audited — reporting back per hard rule #8.
|
||||
|
||||
Reference in New Issue
Block a user