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fix: stress tester init non-fatal on small GPUs + hyperopt runs

Browse Source 
The stress tester creates a SECOND DQNTrainer for validation, which
OOMs on 4GB GPUs. Changed from fatal error (?) to warning + skip.

Hyperopt now successfully trains on RTX 3050 — 2 trials × 10 epochs
completed in 19 minutes. Backtest metrics still show extreme returns
(multiplicative compounding over 895K bars) — needs separate fix.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-03-25 12:49:24 +01:00
parent 80f701f5d4
commit fb5d6a57a2
29 changed files with 1164 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

70
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crates/ml/ml/hyperopt_results/dqn/20260325_112418/campaign_summary.json Normal file
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crates/ml/ml/hyperopt_results/dqn/20260325_112701/best_params.json Normal file
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crates/ml/ml/hyperopt_results/dqn/20260325_112701/campaign_summary.json Normal file
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crates/ml/ml/hyperopt_results/dqn_best_trial_2026-03-25T11-36-46.898923065+00-00_sharpe_-0.0284.json Normal file
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79
crates/ml/ml/hyperopt_results/dqn_best_trial_2026-03-25T11-46-05.640280261+00-00_sharpe_0.0122.json Normal file
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7
crates/ml/src/hyperopt/adapters/dqn.rs
View File

@@ -3100,8 +3100,11 @@ impl HyperparameterOptimizable for DQNTrainer {
// Two-phase stress tester init: now that the trainer is fully constructed,
// resolve the circular dependency by creating the inner stress tester.
internal_trainer.init_stress_tester()
.map_err(|e| MLError::TrainingError(format!("Failed to init stress tester: {}", e)))?;
// Stress tester creates a SECOND DQNTrainer — may OOM on small GPUs (4GB).
// Non-fatal: training proceeds without stress testing.
if let Err(e) = internal_trainer.init_stress_tester() {
tracing::warn!("Stress tester init skipped (non-fatal, likely OOM): {}", e);
}
// Inject preloaded OFI features into the trial trainer (Arc-clone, zero-copy)
if let Some(ref ofi) = self.preloaded_ofi_features {