experiment(sp22): H1 — pin aux pred horizon at 200 bars (atomic)

Hypothesis test for SP22 H1 (label horizon mismatch).

Finding from v9/v10 HEALTH_DIAG: aux_dir_acc=28-47% (BELOW RANDOM)
across all observed cycles. Root cause: adaptive aux_horizon_update
collapses H back to ~1.7 bars (observed avg winning hold time),
making the aux label HFT microstructure noise.

Experiment:
  1. Bump SENTINEL_AUX_PRED_HORIZON_BARS 60.0 → 200.0
  2. Disable launch_aux_horizon_chain call so H stays at sentinel

Predicted: if aux_dir_acc rises >50% → H1 confirmed; if stays ≤50%
→ escalate to H2/H4 per SP22 plan.

Cost: 1 smoke ~30min, kill early on cycle 1-2 trend.

Files changed:
  - crates/ml/src/cuda_pipeline/sp14_isv_slots.rs
  - crates/ml/src/trainers/dqn/trainer/training_loop.rs
  - docs/dqn-wire-up-audit.md (H1 experiment entry)

Reverts if H1 falsified.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-05-12 19:43:11 +02:00
parent 07332bf057
commit 9adbca8262
3 changed files with 66 additions and 8 deletions

View File

@@ -16210,3 +16210,48 @@ configuration. New SP arc needed:
- **Validation method**: each hypothesis gets its own atomic smoke
with one variable changed; compare against v9 baseline (174 peak val,
WR=50.1%).
## 2026-05-12 — SP22 H1 experiment: pin aux horizon at 200 bars
### Hypothesis
`aux_dir_acc` pins at 28-47% (BELOW RANDOM) across v9/v10 cycles
because the adaptive `aux_horizon_update_kernel` collapses
ISV[AUX_PRED_HORIZON_BARS_INDEX=450] back to ~1.7 bars (the observed
`avg_winning_hold_time`). The aux head label becomes
`(p[bar+2] > p[bar])` — HFT-scale microstructure noise. With unlearnable
labels, the supervised aux supervision can't teach directional features
to the trunk → the WR=50% plateau in v5-v9.
### Experiment scope
1. Bump `SENTINEL_AUX_PRED_HORIZON_BARS` from 60.0 → 200.0
(~156s @ volume bars at 0.78s/bar — multi-bar context window).
2. Disable `launch_aux_horizon_chain` call so H stays pinned at the
sentinel throughout training.
### Predicted outcomes
- H1 CONFIRMED if `aux_dir_acc` rises above 50% at H=200. Fix: replace
adaptive H with a fixed long horizon, or change H's driver from
avg_win_hold_time to something less collapsible.
- H1 FALSIFIED if `aux_dir_acc` stays ≤50% at H=200. Aux head can't
learn direction at any horizon — escalate to SP22 H2 (action-space
pathology) or H4 (feature representation gap).
### Files changed
- `crates/ml/src/cuda_pipeline/sp14_isv_slots.rs`:
`SENTINEL_AUX_PRED_HORIZON_BARS: 60.0 → 200.0`
- `crates/ml/src/trainers/dqn/trainer/training_loop.rs`:
`launch_aux_horizon_chain` call DISABLED (preserves sentinel).
### Cost + kill criteria
1 smoke, ~30 min wall-clock. Kill at cycle 2 if `aux_dir_acc` trend
is clear (per `feedback_kill_runs_on_anomaly_quickly`).
### Reverts
If H1 falsified → revert both files, proceed to H2/H3/H4 per the SP22
plan at `docs/plans/2026-05-12-sp22-wr-plateau-investigation.md`.