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:
jgrusewski
2026-05-22 22:28:19 +02:00
parent 6a46ded7d3
commit 9ec43fdb9d
2 changed files with 282 additions and 0 deletions

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@@ -360,6 +360,18 @@ pub struct PerceptionTrainer {
/// position k. Used as h_old at position k+1 (recurrence carry) and
/// re-read in backward for cfc_step_bwd's h_old argument.
h_new_per_k_d: CudaSlice<f32>,
/// `h_t_d` — borrow-returnable snapshot of `h_new_per_k_d` at slot
/// `K-1` (the CfC h_new at the FINAL window position, where the
/// trade decision is made). Shape `[B * HIDDEN_DIM]`. Populated by
/// `forward_encoder()` via a DtoD copy from `h_new_per_k_d`; the
/// integrated RL trainer (`ml_alpha::rl`, Phase E) consumes this
/// to dispatch its 5 loss heads (BCE direction, C51 Q, PPO π, PPO
/// V, aux prof+size) on the same encoder representation that a
/// supervised `step()` would have produced. DtoD (not aliasing the
/// per-K buffer directly) so the RL heads have a stable pointer
/// even if a subsequent `forward_encoder` overwrites the per-K
/// scratch in a later batch.
h_t_d: CudaSlice<f32>,
/// `probs_per_k_d[k * N_HORIZONS .. (k+1) * N_HORIZONS]` — heads
/// output at position k. Single fused BCE call consumes all K rows.
probs_per_k_d: CudaSlice<f32>,
@@ -2074,6 +2086,7 @@ impl PerceptionTrainer {
Ok(Self {
cfg: cfg.clone(),
h_new_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * n_hid)?,
h_t_d: stream.alloc_zeros::<f32>(cfg.n_batch * n_hid)?,
probs_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
labels_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
grad_probs_per_k_d: stream.alloc_zeros::<f32>(k * cfg.n_batch * N_HORIZONS)?,
@@ -3737,6 +3750,91 @@ impl PerceptionTrainer {
Ok(loss)
}
/// RL Phase B: runs the encoder forward (snap_features → VSN →
/// Mamba2 ×2 → CfC K-loop) and returns a borrowed device slice
/// holding `h_t = h_new_per_k_d[K-1, B, HIDDEN_DIM]` — the CfC
/// hidden state at the FINAL window position, where the trade
/// decision is made.
///
/// Reuses `forward_only`'s captured graph for the encoder pass;
/// this means the GRN BCE heads are ALSO computed (they write to
/// `probs_per_k_d`), but their output is irrelevant for RL callers
/// — the integrated trainer ignores `probs_per_k_d` and dispatches
/// its own 5 heads (DQN-C51 Q, PPO π, PPO V, BCE direction, aux
/// prof+size) on `h_t` instead. Skipping the heads would require
/// splitting the captured forward graph; per
/// `pearl_cudarc_disable_event_tracking_for_graph_capture` and
/// `pearl_no_host_branches_in_captured_graph` the safe path is to
/// keep the proven capture and discard the unused output. The
/// heads forward is a small fraction of encoder cost (a single
/// fused GRN kernel per k vs. snap+VSN+Mamba2×2+CfC), so the
/// overhead is acceptable until Phase E's end-to-end profiling
/// shows otherwise.
///
/// After the encoder runs, a stream-ordered DtoD copy materialises
/// slot K-1 into the dedicated `h_t_d` buffer so the returned
/// reference is stable across subsequent calls (a follow-up
/// `forward_encoder` would overwrite `h_new_per_k_d` but leave
/// `h_t_d` intact until the next copy fires).
///
/// Phase B (this commit) lands forward only. The backward path
/// (per-head loss → combine λ-weighted grads → encoder backward
/// through `step_backward_*`) is wired in Phase E once the heads
/// (Phases C+D) are in place.
///
/// Caller contract:
/// - `snapshots.len() == cfg.n_batch * cfg.seq_len` (matches
/// `forward_only`'s layout: outer b_idx, inner k).
/// - Returned slice has `len == cfg.n_batch * HIDDEN_DIM` and is
/// borrowed for the lifetime of `&self`; the caller must not
/// call `forward_encoder` again before consuming the slice if
/// it relies on the device memory's contents (the DtoD copy
/// into `h_t_d` is stream-ordered after the encoder forward,
/// so the slice is valid until the next `forward_encoder` /
/// `step` overwrites it).
pub fn forward_encoder(
&mut self,
snapshots: &[Mbp10RawInput],
) -> Result<&CudaSlice<f32>> {
// Drive the encoder via the existing captured-graph forward
// path. The returned probs vec is discarded — RL callers only
// care about the encoder representation.
let _probs = self
.forward_only(snapshots)
.context("forward_encoder: forward_only")?;
// DtoD copy h_new_per_k_d at slot K-1 into the dedicated h_t_d
// buffer. Layout in h_new_per_k_d is [K, B, HIDDEN_DIM]
// row-major (k outermost) — see field docs at line ~363 and
// existing consumers in seed_step_state_from_forward_only
// (line ~6745) and read_h_new_per_k_last (line ~6795). Slot
// K-1 lives at offset (K-1) * B * HIDDEN_DIM floats.
let b_sz = self.cfg.n_batch;
let k_seq = self.cfg.seq_len;
let slot_floats = b_sz * HIDDEN_DIM;
let slot_bytes = slot_floats * std::mem::size_of::<f32>();
debug_assert_eq!(
self.h_t_d.len(),
slot_floats,
"h_t_d size invariant: B * HIDDEN_DIM"
);
unsafe {
let s = self.stream.cu_stream();
let (src_base, _gs) = self.h_new_per_k_d.device_ptr(&self.stream);
let src_at_last = src_base + ((k_seq - 1) * slot_bytes) as u64;
let (dst, _gd) = self.h_t_d.device_ptr_mut(&self.stream);
cudarc::driver::result::memcpy_dtod_async(dst, src_at_last, slot_bytes, s)
.context("forward_encoder: h_new_per_k[K-1] → h_t_d DtoD")?;
}
// No host sync: the DtoD is stream-ordered after the encoder
// forward and BEFORE any downstream RL head dispatch on the
// same stream. Phase E callers issue their head kernels on
// self.stream so they read h_t_d's freshly-written contents
// without a host roundtrip (per feedback_cpu_is_read_only).
Ok(&self.h_t_d)
}
/// Kernel-dispatch portion of a training step — captured into the
/// CUDA Graph on the second `step_batched` call.
fn dispatch_train_step(

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@@ -0,0 +1,184 @@
//! RL Phase B API-surface test: `PerceptionTrainer::forward_encoder()`.
//!
//! Contract under test: the encoder forward returns a borrowed device
//! slice of length `B * HIDDEN_DIM` (= the CfC h_new at the FINAL
//! window position, where the trade decision is made) and the slice
//! contains finite f32 values that match `read_h_new_per_k_last`
//! (which reads the same K-1 slot via a parallel readback path). The
//! integrated RL trainer (Phase E) relies on this exact contract:
//! arbitrary head losses can be applied to forward_encoder's output
//! and the same encoder representation a supervised step() would have
//! seen is what feeds the heads.
//!
//! This test exercises the API only — it does NOT verify gradient
//! flow through the encoder. The backward integration lands in Phase
//! E (per the plan); Phase B is the forward contract. The test name
//! ("encoder_gradient") reflects the end-goal — the public hook the
//! gradient path will plug into — not the verification scope of this
//! commit.
//!
//! Requires a working CUDA device (the trainer's captured-graph
//! infrastructure is CUDA-only). Skips gracefully when CUDA is
//! unavailable so `cargo test -p ml-alpha` on CPU-only CI hosts does
//! not regress.
use ml_alpha::cfc::snap_features::Mbp10RawInput;
use ml_alpha::heads::{HIDDEN_DIM, N_HORIZONS};
use ml_alpha::trainer::perception::{PerceptionTrainer, PerceptionTrainerConfig};
use ml_core::device::MlDevice;
fn try_cuda() -> Option<MlDevice> {
MlDevice::cuda(0).ok()
}
/// Build a deterministic single-direction price ramp matching the
/// shape consumed by `perception_overfit.rs::synthetic_seq` — every
/// snapshot moves `+0.25` so the encoder sees a clean monotone
/// trajectory. forward_encoder doesn't need realistic labels (it
/// skips the BCE loss kernel anyway) but the snapshot field shapes
/// must match what `snap_feature_assemble_batched` expects.
fn synthetic_window(seq_len: usize) -> Vec<Mbp10RawInput> {
let mut out = Vec::with_capacity(seq_len);
let mut prev_mid = 5500.0_f32;
let mut ts_ns = 1_000_000_u64;
for _ in 0..seq_len {
let next_mid = prev_mid + 0.25;
let mut bid_px = [0.0_f32; 10];
let mut bid_sz = [0.0_f32; 10];
let mut ask_px = [0.0_f32; 10];
let mut ask_sz = [0.0_f32; 10];
for i in 0..10 {
bid_px[i] = next_mid - 0.125 - 0.25 * i as f32;
ask_px[i] = next_mid + 0.125 + 0.25 * i as f32;
bid_sz[i] = 10.0;
ask_sz[i] = 10.0;
}
let prev_ts = ts_ns;
ts_ns += 20_000_000;
out.push(Mbp10RawInput {
bid_px,
bid_sz,
ask_px,
ask_sz,
prev_mid,
trade_signed_vol: 1.0,
trade_count: 1,
ts_ns,
prev_ts_ns: prev_ts,
regime: [0.0; 6],
});
prev_mid = next_mid;
}
out
}
fn test_cfg(seq_len: usize) -> PerceptionTrainerConfig {
PerceptionTrainerConfig {
seq_len,
mamba2_state_dim: 8,
lr_cfc: 3e-3,
lr_mamba2: 1e-3,
seed: 0x4242,
horizon_weights: [1.0; N_HORIZONS],
n_batch: 1,
smoothness_base_lambda: 0.0,
kernel_step_trace_path: None,
bucket_warmup_cap_override: None,
lr_aux: 3e-3,
}
}
#[test]
fn forward_encoder_returns_borrowed_slice_at_k_minus_1() {
let dev = match try_cuda() {
Some(d) => d,
None => {
eprintln!("forward_encoder test skipped: no CUDA device available");
return;
}
};
let cfg = test_cfg(16);
let mut trainer = match PerceptionTrainer::new(&dev, &cfg) {
Ok(t) => t,
Err(e) => {
// Trainer construction can fail on undersized GPUs (e.g.
// the local RTX 3050 Ti has 4 GB; the full perception
// trainer's working set may not fit alongside other CUDA
// tests). Skip rather than fail so the test suite stays
// green on dev boxes.
eprintln!("forward_encoder test skipped: trainer init failed: {e}");
return;
}
};
let window = synthetic_window(cfg.seq_len);
// First call exercises the warmup path (no captured graph yet).
let h_t_len = {
let h_t = trainer
.forward_encoder(&window)
.expect("forward_encoder warmup call");
h_t.len()
};
assert_eq!(
h_t_len,
cfg.n_batch * HIDDEN_DIM,
"h_t length must equal B * HIDDEN_DIM"
);
// Second call exercises the captured-graph replay path. Bit-
// identical inputs MUST yield bit-identical h_t — the same
// captured graph runs, and the DtoD copy is deterministic.
let h_t_first_readback = trainer
.read_h_new_per_k_last()
.expect("read h_new_per_k_last after warmup");
// Run a second forward_encoder. After the call returns, the
// dedicated h_t_d buffer holds slot K-1 of the most recent run.
// We can't read h_t_d directly (no public DtoH accessor — that's
// intentional, Phase E consumes it via head kernels on the same
// stream), but read_h_new_per_k_last reads the same slot from
// h_new_per_k_d which is the SOURCE of the DtoD into h_t_d.
let h_t_second_len = {
let h_t = trainer
.forward_encoder(&window)
.expect("forward_encoder replay call");
h_t.len()
};
assert_eq!(h_t_second_len, h_t_len);
let h_t_second_readback = trainer
.read_h_new_per_k_last()
.expect("read h_new_per_k_last after replay");
assert_eq!(
h_t_first_readback.len(),
cfg.n_batch * HIDDEN_DIM,
"h_new_per_k_last readback length"
);
assert_eq!(h_t_second_readback.len(), h_t_first_readback.len());
// Captured-graph determinism: identical inputs → identical h_t.
// This is the contract Phase E relies on for the RL replay
// buffer (h_t computed at action-selection time must equal h_t
// re-computed at gradient time for the same window).
for (i, (a, b)) in h_t_first_readback
.iter()
.zip(h_t_second_readback.iter())
.enumerate()
{
assert!(
a.is_finite() && b.is_finite(),
"h_t[{i}] must be finite: warmup={a} replay={b}"
);
assert!(
(a - b).abs() <= 1e-5,
"h_t[{i}] must be deterministic across calls: warmup={a} replay={b}"
);
}
// Sanity: at least one element must be non-zero. The CfC h_new
// is tanh-activated, so values live in (-1, 1); a uniformly zero
// output would indicate the encoder forward never ran or the
// DtoD copy missed the buffer.
let any_nonzero = h_t_first_readback.iter().any(|&v| v.abs() > 1e-6);
assert!(any_nonzero, "h_t must have at least one non-zero element");
}