fix(config): align H100 production config with f32 pipeline
- adam_epsilon: added 1e-8 (was missing → fell back to old 1e-3) - lr_decay_type=2: cosine decay 1e-4→1e-5 over 100 epochs - huber_delta: 1.0 (was missing → fell back to 100.0) - gradient_clip_norm: 1.0 (was 10.0, too loose for mixed-precision) - reward_scale: 1.0 (was 10.0, amplifies bf16 rounding) - spectral_norm_sigma_max: 1.5 (was 3.0) - q_clip: ±50 (was ±200) - min_epochs_before_stopping: 50 (was 10, too early) - curiosity_weight: 0.1 (was missing) - Removed duplicate gradient_clip_norm in [advanced] vs [training] - Removed [branching] section (sizes come from code defaults) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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@@ -1,23 +1,34 @@
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# DQN Production Training Profile
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# DQN Production Training Profile — H100 80GB
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# Full Rainbow DQN: branching + distributional + dueling + double + PER + noisy nets + CQL
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#
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# Mixed-precision (NVIDIA AMP pattern):
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# - f32 master weights, Adam moments, gradients, loss accumulators
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# - bf16 shadow copies for cuBLAS GemmEx tensor core GEMM
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# - Cosine LR decay: 1e-4 → 1e-5 over 100 epochs
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[training]
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epochs = 100
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batch_size = 1024
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learning_rate = 0.0001
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gamma = 0.99
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warmup_steps = 0
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gradient_clip_norm = 10.0
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weight_decay = 0.0001
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max_steps_per_epoch = 2000
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adam_epsilon = 1e-8
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warmup_steps = 0
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hidden_dim_base = 256
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reward_scale = 10.0
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max_steps_per_epoch = 2000
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reward_scale = 1.0
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huber_delta = 1.0
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lr_decay_type = 2
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lr_min = 0.00001
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[distributional]
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num_atoms = 51
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[exploration]
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epsilon_start = 1.0
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epsilon_end = 0.01
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epsilon_decay = 0.995
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noisy_sigma_init = 0.5
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noisy_sigma_init = 0.3
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entropy_coefficient = 0.001
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count_bonus_coefficient = 0.1
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q_gap_threshold = 0.05
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@@ -28,42 +39,10 @@ min_replay_size = 1000
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per_alpha = 0.6
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per_beta_start = 0.4
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[distributional]
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num_atoms = 51
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[branching]
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branch_0_size = 9
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branch_1_size = 3
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branch_2_size = 3
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[advanced]
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noisy_sigma_init = 0.5
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cql_alpha = 0.1
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gradient_accumulation_steps = 1
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n_steps = 3
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tau = 0.005
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c51_warmup_epochs = 5
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her_ratio = 0.2
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iqn_lambda = 0.25
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spectral_norm_sigma_max = 3.0
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gradient_clip_norm = 10.0
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[risk]
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enable_kelly_sizing = true
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kelly_fractional = 0.5
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kelly_max_fraction = 0.25
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enable_action_masking = true
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max_position_absolute = 2.0
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enable_circuit_breaker = true
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loss_aversion = 1.5
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q_clip_min = -200.0
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q_clip_max = 200.0
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[early_stopping]
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enabled = true
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patience = 20
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min_epochs_before_stopping = 10
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min_loss_improvement_pct = 0.1
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min_epochs_before_stopping = 50
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[experience]
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initial_capital = 100000.0
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@@ -77,12 +56,23 @@ limit_fill_max = 0.80
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spread_cost_frac = 0.50
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spread_capture_frac = 0.50
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[reward]
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w_dsr = 1.0
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w_pnl = 0.3
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w_dd = 1.0
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w_idle = 0.01
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dd_threshold = 0.01
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[risk]
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max_position = 2.0
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loss_aversion = 1.5
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time_decay_rate = 0.0005
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q_gap_threshold = 0.1 # trade only with conviction — hyperopt searches [0.0, 0.5]
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q_clip_min = -50.0
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q_clip_max = 50.0
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[advanced]
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n_steps = 3
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tau = 0.005
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c51_warmup_epochs = 5
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her_ratio = 0.2
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cql_alpha = 0.1
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curiosity_weight = 0.1
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iqn_lambda = 0.25
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spectral_norm_sigma_max = 1.5
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gradient_clip_norm = 1.0
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[reward]
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loss_aversion = 1.5
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q_gap_threshold = 0.1
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