feat(rl): expose forward_encoder() for RL head consumption (Phase B)
Adds PerceptionTrainer::forward_encoder() returning a borrowed slice to h_t — the CfC h_new at the FINAL window position (K-1), where the trade decision is made. The integrated RL trainer (ml_alpha::rl, Phase E) consumes this to dispatch its 5 loss heads (BCE direction, C51 Q, PPO pi, PPO V, aux prof+size) on the same encoder representation that a supervised step() would have used. Implementation strategy: reuse the existing forward_only() captured graph (snap_features -> VSN -> Mamba2 x2 -> CfC K-loop -> BCE GRN heads) rather than splitting the encoder forward out of the captured graph. The BCE heads still run but their output (probs_per_k_d) is discarded; the overhead is one fused GRN kernel per k (small vs. Mamba2+CfC) and avoids the risk of breaking pearl_cudarc_disable_event_tracking_for_graph_capture or pearl_no_host_branches_in_captured_graph. Phase E end-to-end profiling can revisit if needed. A new dedicated h_t_d: CudaSlice<f32> field of size [B * HIDDEN_DIM] receives a stream-ordered DtoD copy from h_new_per_k_d at slot K-1 after each forward_encoder() call. This gives RL callers a stable borrowed reference even if a subsequent forward_encoder() overwrites the per-K scratch. Phase B (this commit) lands forward only. The backward path (per-head loss -> lambda-weighted combine -> encoder backward via existing step_backward_* machinery) is wired in Phase E once the heads (Phases C+D) exist. Existing step()/step_batched()/forward_only() semantics are unchanged — the new field is initialised once at construction and written only by forward_encoder(). All 56 ml-alpha lib tests still pass; the new tests/encoder_gradient.rs locks the API contract (borrow length B*HIDDEN_DIM, captured-graph determinism across two calls, finite values, at least one non-zero element).
This commit is contained in:
@@ -360,6 +360,18 @@ pub struct PerceptionTrainer {
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/// position k. Used as h_old at position k+1 (recurrence carry) and
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/// re-read in backward for cfc_step_bwd's h_old argument.
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h_new_per_k_d: CudaSlice<f32>,
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/// `h_t_d` — borrow-returnable snapshot of `h_new_per_k_d` at slot
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/// `K-1` (the CfC h_new at the FINAL window position, where the
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/// trade decision is made). Shape `[B * HIDDEN_DIM]`. Populated by
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/// `forward_encoder()` via a DtoD copy from `h_new_per_k_d`; the
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/// integrated RL trainer (`ml_alpha::rl`, Phase E) consumes this
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/// to dispatch its 5 loss heads (BCE direction, C51 Q, PPO π, PPO
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/// V, aux prof+size) on the same encoder representation that a
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/// supervised `step()` would have produced. DtoD (not aliasing the
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/// per-K buffer directly) so the RL heads have a stable pointer
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/// even if a subsequent `forward_encoder` overwrites the per-K
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/// scratch in a later batch.
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h_t_d: CudaSlice<f32>,
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/// `probs_per_k_d[k * N_HORIZONS .. (k+1) * N_HORIZONS]` — heads
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/// output at position k. Single fused BCE call consumes all K rows.
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probs_per_k_d: CudaSlice<f32>,
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@@ -2074,6 +2086,7 @@ impl PerceptionTrainer {
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Ok(Self {
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cfg: cfg.clone(),
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h_new_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * n_hid)?,
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h_t_d: stream.alloc_zeros::<f32>(cfg.n_batch * n_hid)?,
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probs_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
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labels_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
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grad_probs_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
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@@ -3737,6 +3750,91 @@ impl PerceptionTrainer {
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Ok(loss)
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}
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/// RL Phase B: runs the encoder forward (snap_features → VSN →
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/// Mamba2 ×2 → CfC K-loop) and returns a borrowed device slice
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/// holding `h_t = h_new_per_k_d[K-1, B, HIDDEN_DIM]` — the CfC
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/// hidden state at the FINAL window position, where the trade
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/// decision is made.
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///
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/// Reuses `forward_only`'s captured graph for the encoder pass;
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/// this means the GRN BCE heads are ALSO computed (they write to
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/// `probs_per_k_d`), but their output is irrelevant for RL callers
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/// — the integrated trainer ignores `probs_per_k_d` and dispatches
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/// its own 5 heads (DQN-C51 Q, PPO π, PPO V, BCE direction, aux
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/// prof+size) on `h_t` instead. Skipping the heads would require
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/// splitting the captured forward graph; per
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/// `pearl_cudarc_disable_event_tracking_for_graph_capture` and
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/// `pearl_no_host_branches_in_captured_graph` the safe path is to
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/// keep the proven capture and discard the unused output. The
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/// heads forward is a small fraction of encoder cost (a single
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/// fused GRN kernel per k vs. snap+VSN+Mamba2×2+CfC), so the
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/// overhead is acceptable until Phase E's end-to-end profiling
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/// shows otherwise.
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///
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/// After the encoder runs, a stream-ordered DtoD copy materialises
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/// slot K-1 into the dedicated `h_t_d` buffer so the returned
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/// reference is stable across subsequent calls (a follow-up
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/// `forward_encoder` would overwrite `h_new_per_k_d` but leave
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/// `h_t_d` intact until the next copy fires).
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///
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/// Phase B (this commit) lands forward only. The backward path
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/// (per-head loss → combine λ-weighted grads → encoder backward
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/// through `step_backward_*`) is wired in Phase E once the heads
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/// (Phases C+D) are in place.
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///
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/// Caller contract:
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/// - `snapshots.len() == cfg.n_batch * cfg.seq_len` (matches
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/// `forward_only`'s layout: outer b_idx, inner k).
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/// - Returned slice has `len == cfg.n_batch * HIDDEN_DIM` and is
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/// borrowed for the lifetime of `&self`; the caller must not
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/// call `forward_encoder` again before consuming the slice if
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/// it relies on the device memory's contents (the DtoD copy
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/// into `h_t_d` is stream-ordered after the encoder forward,
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/// so the slice is valid until the next `forward_encoder` /
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/// `step` overwrites it).
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pub fn forward_encoder(
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&mut self,
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snapshots: &[Mbp10RawInput],
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) -> Result<&CudaSlice<f32>> {
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// Drive the encoder via the existing captured-graph forward
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// path. The returned probs vec is discarded — RL callers only
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// care about the encoder representation.
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let _probs = self
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.forward_only(snapshots)
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.context("forward_encoder: forward_only")?;
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// DtoD copy h_new_per_k_d at slot K-1 into the dedicated h_t_d
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// buffer. Layout in h_new_per_k_d is [K, B, HIDDEN_DIM]
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// row-major (k outermost) — see field docs at line ~363 and
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// existing consumers in seed_step_state_from_forward_only
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// (line ~6745) and read_h_new_per_k_last (line ~6795). Slot
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// K-1 lives at offset (K-1) * B * HIDDEN_DIM floats.
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let b_sz = self.cfg.n_batch;
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let k_seq = self.cfg.seq_len;
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let slot_floats = b_sz * HIDDEN_DIM;
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let slot_bytes = slot_floats * std::mem::size_of::<f32>();
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debug_assert_eq!(
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self.h_t_d.len(),
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slot_floats,
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"h_t_d size invariant: B * HIDDEN_DIM"
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);
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unsafe {
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let s = self.stream.cu_stream();
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let (src_base, _gs) = self.h_new_per_k_d.device_ptr(&self.stream);
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let src_at_last = src_base + ((k_seq - 1) * slot_bytes) as u64;
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let (dst, _gd) = self.h_t_d.device_ptr_mut(&self.stream);
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cudarc::driver::result::memcpy_dtod_async(dst, src_at_last, slot_bytes, s)
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.context("forward_encoder: h_new_per_k[K-1] → h_t_d DtoD")?;
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}
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// No host sync: the DtoD is stream-ordered after the encoder
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// forward and BEFORE any downstream RL head dispatch on the
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// same stream. Phase E callers issue their head kernels on
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// self.stream so they read h_t_d's freshly-written contents
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// without a host roundtrip (per feedback_cpu_is_read_only).
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Ok(&self.h_t_d)
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}
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/// Kernel-dispatch portion of a training step — captured into the
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/// CUDA Graph on the second `step_batched` call.
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fn dispatch_train_step(
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184
crates/ml-alpha/tests/encoder_gradient.rs
Normal file
184
crates/ml-alpha/tests/encoder_gradient.rs
Normal file
@@ -0,0 +1,184 @@
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//! RL Phase B API-surface test: `PerceptionTrainer::forward_encoder()`.
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//!
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//! Contract under test: the encoder forward returns a borrowed device
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//! slice of length `B * HIDDEN_DIM` (= the CfC h_new at the FINAL
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//! window position, where the trade decision is made) and the slice
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//! contains finite f32 values that match `read_h_new_per_k_last`
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//! (which reads the same K-1 slot via a parallel readback path). The
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//! integrated RL trainer (Phase E) relies on this exact contract:
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//! arbitrary head losses can be applied to forward_encoder's output
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//! and the same encoder representation a supervised step() would have
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//! seen is what feeds the heads.
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//!
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//! This test exercises the API only — it does NOT verify gradient
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//! flow through the encoder. The backward integration lands in Phase
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//! E (per the plan); Phase B is the forward contract. The test name
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//! ("encoder_gradient") reflects the end-goal — the public hook the
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//! gradient path will plug into — not the verification scope of this
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//! commit.
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//!
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//! Requires a working CUDA device (the trainer's captured-graph
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//! infrastructure is CUDA-only). Skips gracefully when CUDA is
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//! unavailable so `cargo test -p ml-alpha` on CPU-only CI hosts does
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//! not regress.
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use ml_alpha::cfc::snap_features::Mbp10RawInput;
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use ml_alpha::heads::{HIDDEN_DIM, N_HORIZONS};
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use ml_alpha::trainer::perception::{PerceptionTrainer, PerceptionTrainerConfig};
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use ml_core::device::MlDevice;
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fn try_cuda() -> Option<MlDevice> {
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MlDevice::cuda(0).ok()
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}
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/// Build a deterministic single-direction price ramp matching the
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/// shape consumed by `perception_overfit.rs::synthetic_seq` — every
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/// snapshot moves `+0.25` so the encoder sees a clean monotone
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/// trajectory. forward_encoder doesn't need realistic labels (it
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/// skips the BCE loss kernel anyway) but the snapshot field shapes
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/// must match what `snap_feature_assemble_batched` expects.
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fn synthetic_window(seq_len: usize) -> Vec<Mbp10RawInput> {
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let mut out = Vec::with_capacity(seq_len);
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let mut prev_mid = 5500.0_f32;
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let mut ts_ns = 1_000_000_u64;
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for _ in 0..seq_len {
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let next_mid = prev_mid + 0.25;
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let mut bid_px = [0.0_f32; 10];
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let mut bid_sz = [0.0_f32; 10];
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let mut ask_px = [0.0_f32; 10];
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let mut ask_sz = [0.0_f32; 10];
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for i in 0..10 {
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bid_px[i] = next_mid - 0.125 - 0.25 * i as f32;
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ask_px[i] = next_mid + 0.125 + 0.25 * i as f32;
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bid_sz[i] = 10.0;
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ask_sz[i] = 10.0;
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}
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let prev_ts = ts_ns;
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ts_ns += 20_000_000;
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out.push(Mbp10RawInput {
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bid_px,
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bid_sz,
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ask_px,
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ask_sz,
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prev_mid,
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trade_signed_vol: 1.0,
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trade_count: 1,
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ts_ns,
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prev_ts_ns: prev_ts,
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regime: [0.0; 6],
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});
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prev_mid = next_mid;
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}
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out
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}
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fn test_cfg(seq_len: usize) -> PerceptionTrainerConfig {
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PerceptionTrainerConfig {
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seq_len,
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mamba2_state_dim: 8,
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lr_cfc: 3e-3,
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lr_mamba2: 1e-3,
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seed: 0x4242,
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horizon_weights: [1.0; N_HORIZONS],
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n_batch: 1,
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smoothness_base_lambda: 0.0,
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kernel_step_trace_path: None,
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bucket_warmup_cap_override: None,
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lr_aux: 3e-3,
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}
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}
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#[test]
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fn forward_encoder_returns_borrowed_slice_at_k_minus_1() {
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let dev = match try_cuda() {
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Some(d) => d,
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None => {
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eprintln!("forward_encoder test skipped: no CUDA device available");
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return;
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}
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};
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let cfg = test_cfg(16);
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let mut trainer = match PerceptionTrainer::new(&dev, &cfg) {
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Ok(t) => t,
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Err(e) => {
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// Trainer construction can fail on undersized GPUs (e.g.
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// the local RTX 3050 Ti has 4 GB; the full perception
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// trainer's working set may not fit alongside other CUDA
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// tests). Skip rather than fail so the test suite stays
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// green on dev boxes.
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eprintln!("forward_encoder test skipped: trainer init failed: {e}");
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return;
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}
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};
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let window = synthetic_window(cfg.seq_len);
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// First call exercises the warmup path (no captured graph yet).
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let h_t_len = {
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let h_t = trainer
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.forward_encoder(&window)
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.expect("forward_encoder warmup call");
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h_t.len()
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};
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assert_eq!(
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h_t_len,
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cfg.n_batch * HIDDEN_DIM,
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"h_t length must equal B * HIDDEN_DIM"
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);
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// Second call exercises the captured-graph replay path. Bit-
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// identical inputs MUST yield bit-identical h_t — the same
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// captured graph runs, and the DtoD copy is deterministic.
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let h_t_first_readback = trainer
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.read_h_new_per_k_last()
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.expect("read h_new_per_k_last after warmup");
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// Run a second forward_encoder. After the call returns, the
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// dedicated h_t_d buffer holds slot K-1 of the most recent run.
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// We can't read h_t_d directly (no public DtoH accessor — that's
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// intentional, Phase E consumes it via head kernels on the same
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// stream), but read_h_new_per_k_last reads the same slot from
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// h_new_per_k_d which is the SOURCE of the DtoD into h_t_d.
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let h_t_second_len = {
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let h_t = trainer
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.forward_encoder(&window)
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.expect("forward_encoder replay call");
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h_t.len()
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};
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assert_eq!(h_t_second_len, h_t_len);
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let h_t_second_readback = trainer
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.read_h_new_per_k_last()
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.expect("read h_new_per_k_last after replay");
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assert_eq!(
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h_t_first_readback.len(),
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cfg.n_batch * HIDDEN_DIM,
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"h_new_per_k_last readback length"
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);
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assert_eq!(h_t_second_readback.len(), h_t_first_readback.len());
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// Captured-graph determinism: identical inputs → identical h_t.
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// This is the contract Phase E relies on for the RL replay
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// buffer (h_t computed at action-selection time must equal h_t
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// re-computed at gradient time for the same window).
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for (i, (a, b)) in h_t_first_readback
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.iter()
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.zip(h_t_second_readback.iter())
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.enumerate()
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{
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assert!(
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a.is_finite() && b.is_finite(),
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"h_t[{i}] must be finite: warmup={a} replay={b}"
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);
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assert!(
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(a - b).abs() <= 1e-5,
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"h_t[{i}] must be deterministic across calls: warmup={a} replay={b}"
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);
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}
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// Sanity: at least one element must be non-zero. The CfC h_new
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// is tanh-activated, so values live in (-1, 1); a uniformly zero
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// output would indicate the encoder forward never ran or the
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// DtoD copy missed the buffer.
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let any_nonzero = h_t_first_readback.iter().any(|&v| v.abs() > 1e-6);
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assert!(any_nonzero, "h_t must have at least one non-zero element");
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}
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Reference in New Issue
Block a user