Action space 81→108: direction(4) × magnitude(3) × order(3) × urgency(3).
Short(0), Hold(1), Long(2), Flat(3). Hold keeps current position with
zero transaction cost, giving the model a "do nothing" option.
Changes: trade_physics.cuh (Hold returns current_position), env_step
(Hold skips trade execution), action.rs (ExposureLevel::Hold variant),
config (branch_0_size 3→4), all match arms updated across 11 files.
Counterfactual mirror: Short↔Long, Hold↔Hold, Flat↔Flat.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Added OwnedGpuLinear to ml-core (self-contained linear layer with owned
weight/bias CudaSlice, forward_with_slices bypasses GpuVarStore lookup)
- Removed GpuVarStore from all 12 ml-dqn modules: Sequential, branching,
distributional_dueling, dueling, network, rmsnorm, residual, curiosity,
attention, iql, quantile_regression, regime_conditional
- Removed get_q_network_vars/vars/store accessors from DQN, branching,
distributional_dueling, dueling, network, quantile_regression
- Replaced GpuLinear+GpuVarStore with OwnedGpuLinear in all cold-path modules
- Made load_from_safetensors a no-op (flat buffer path handles checkpoints)
- Made sync_to_varmap a no-op (flat buffer is source of truth)
- Moved branching->VarStore conversion to gpu_weights::branching_to_varstore
- Re-enabled bottleneck_dim=16 in config defaults + all 3 TOML configs
- Removed flatten_online_weights bottleneck skip workaround
- Zero GpuVarStore references in crates/ml-dqn/src + crates/ml/src/trainers/dqn
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The 4-branch DQN (direction x magnitude) had 3 degenerate variants
(Short25, Flat, Long25) that all mapped to 0.0 target exposure when
direction=Flat, causing 82% Flat collapse. Collapse these into a
single Flat variant, giving 7 levels (ShortSmall/Half/Full, Flat,
LongSmall/Half/Full) and 63 total factored actions (7x3x3).
- ExposureLevel enum: 9 variants -> 7 (add direction/magnitude/from_dir_mag)
- FactoredAction: 81 -> 63 total actions, from_index/to_index updated
- DQN epsilon-greedy: use from_dir_mag() instead of dir*3+mag indexing
- DQN config: num_actions default 9 -> 7
- PPO action space: 45 -> 63 actions, action masking updated
- Signal adapter CUDA kernel: 5-bin -> 7-bin exposure aggregation
- All tests updated for new variant names and index ranges
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Complete bf16 elimination across all crates (ml, ml-core, ml-dqn, ml-ppo,
ml-supervised). Zero half::bf16, __nv_bfloat16, or CudaSlice<half::bf16>
references remain (verified by grep).
CUDA: All 60+ .cu kernels and .cuh headers converted to native float.
- Half-precision intrinsics (__hmul, __hadd, __hdiv) → float operators
- atomicAddBF16 → native atomicAdd(float)
- bf16 wrapper functions → f32 identity passthroughs
Rust: All CudaSlice<half::bf16> → CudaSlice<f32> across 90+ files.
- htod_f32_to_bf16/dtoh_bf16_to_f32 → htod_f32/dtoh_f32 (direct, no conversion)
- Deleted bf16 mirror infrastructure (DuelingWeightSetBf16, alloc_bf16_mirror, etc.)
- Renamed params_bf16→params_flat, d_value_logits_bf16→d_value_logits, etc.
- Fixed .to_f32() sed damage on Decimal::to_f32() and rng.f32()
FxCache: Single f32 disk format (was bf16/f64 dual-version).
- Deleted --bf16 CLI flag from precompute_features
- PVC cache files need regeneration via precompute_features
TF32 tensor cores activated via cublasLtMatmul CUBLAS_COMPUTE_32F — no
explicit TF32 types needed. Storage is pure f32 everywhere.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Three root causes found and fixed:
1. SUM-reduced gradients without 1/N: all CUDA loss gradient kernels
(C51, MSE, IQN backward, CQL) accumulated per-sample gradients as
raw SUM. At batch=16384 (H100) the raw norm was 282x larger than
batch=58, causing gradient clipping to destroy signal-to-noise ratio
and collapse training at epoch 2-3. Now all kernels multiply by
1/batch_size, making gradient scale batch-invariant.
2. ExposureLevel::target_exposure() used a flat 9-level scale that did
not match the 4-branch dir*mag encoding. The Rust backtest evaluator
computed wrong position sizes (e.g. 4x oversize for Short+Small).
Now uses dir x mag formula. Also fixed is_buy/is_sell/is_hold and
from_trading_action for 4-branch semantics.
3. Rust epsilon-greedy only explored 5/9 exposure combos (0..5 instead
of dir*3+mag), ignored the magnitude branch on greedy, and used wrong
indices for order/urgency (get(1)/get(2) instead of get(2)/get(3)).
LR recalibrated: old gradient_clip_norm was accidentally a batch-size-
dependent LR reducer (~60x at batch=58, ~16000x at batch=16384). With
mean-reduced gradients the clip rarely fires, so LR is now the sole
training speed control. Smoketest 1e-4 -> 2e-6, production 1e-4 -> 1e-5,
hyperopt range [1e-5,3e-4] -> [1e-7,1e-4].
Diagnostics: FOXHUNT_GRAD_DIAG=1 enables per-stage gradient norm logging.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Delete 3 unused bf16 scratch buffers (exp_h_b0/b1/b2) from
GpuExperienceCollector — allocated VRAM but never read.
The f32 versions (exp_h_b0_f32 etc.) remain in use.
- Fix stale doc comments: 45 actions -> 81 actions, index range 0-44 -> 0-80
- Extend round-trip tests to cover all 81 action indices
- Add TODO for future 4-branch struct refactor (direction + magnitude fields)
— 64 callers make it too invasive for this commit.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
gpu_n_episodes was manually overridden in GPU profiles, training configs,
test files, and hyperopt — all set to 0 or small fixed values that
bypassed the auto-scaling logic, causing a div-by-zero crash in
train_baseline_rl.
Now: single auto-scaling path via optimal_n_episodes() from VRAM/SM
count. No manual override field. Cap at 16384 (consistent with
AutoBatchSizer's 8192 cap pattern). Floor at 32 for small GPUs.
Removed gpu_n_episodes from:
- DQNHyperparameters, PpoHyperparameters structs
- All 4 GPU profiles (rtx3050, h100, a100, default)
- Training profiles (smoketest, localdev)
- ExperienceProfile struct + serde
- Hyperopt adapter
- All test overrides
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Deleted the hardcoded 20% fallback function. Constructor now uses
vram_fraction directly for initial PER budget. No hardcoded limits
anywhere in the sizing pipeline.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Removed MAX_REPLAY_CAPACITY = 10M and STATIC_MAX_BATCH_SIZE = 8192.
Removed MIN_REPLAY_CAPACITY = 100K (replaced with 1024 segment tree minimum).
AutoBatchSizer computes from actual free VRAM. Replay buffer uses
vram_fraction (0.70 for H100) instead of hardcoded 20%.
H100 80GB: batch ~2M ceiling, replay ~89M entries (was capped at 10M).
RTX 3050 4GB: still auto-scales to small values safely.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Three root causes of sporadic NaN during training:
1. --use_fast_math (nvcc) breaks IEEE 754 NaN semantics: fmaxf(NaN,x)
returns NaN instead of x, isnan()/isinf() compile to false.
Replaced with --ftz=true --fmad=true --prec-div=true --prec-sqrt=true
across all 4 build.rs (ml, ml-dqn, ml-ppo, ml-core).
2. Cross-stream race: replay buffer wrote batch data on the device's
original stream while the trainer read it on a forked stream.
Fixed by passing the forked stream to the DQN agent via agent_device,
so all GPU components share a single CUDA stream (zero sync overhead).
3. Rewards/dones stored as bf16 in replay buffer caused done=0xFFFF NaN.
Converted entire rewards/dones pipeline to f32: experience collector,
replay buffer storage, nstep kernel, loss/grad kernels.
Also:
- Removed fast_isnan/fast_isinf/fast_isfinite wrappers — standard
isnan/isinf/isfinite work correctly without --use_fast_math
- Updated dqn-smoketest.toml: lr=1e-4, epsilon=1e-8 (f32 Adam values)
- Removed debug printfs from gather kernels
- Added curiosity_weight to training profile system
- Cleaned up smoke_params() inline overrides
11/11 smoke tests pass, 5/5 stress runs of 50-epoch test pass,
359/359 ml-dqn + 895/895 ml unit tests pass.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Agent fixes: kernel name mismatches, sgemm→GemmEx BF16 in linear.rs
and stream_ops.rs, shared memory sizes for BF16 kernels, BF16-safe
optimizer betas (0.999 rounds to 1.0 in BF16), argmax index readback,
test tolerances relaxed for BF16 precision (~3 decimal digits).
ml-core: 300 passed, 0 failed.
ml-dqn: 304 passed, 55 failed (4 dead nvrtc stubs — separate task).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replace all 20 dangling `ptx` variable references with correct cubin
static names after nvrtc removal sed. Fix ml-dqn dead code stubs
(residual.rs, rmsnorm.rs, noisy_layers.rs, gpu_replay_buffer.rs).
Clean up unused `let ptx` variables.
Zero compilation errors across full workspace.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
GELU forward and backward now use bf16_tanh from common header
instead of float tanhf. tanh(x) = (exp(2x)-1)/(exp(2x)+1) via
bf16_exp — all native __nv_bfloat16 arithmetic. No exceptions.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
CUDA kernels: 36 of 37 compiled with __nv_bfloat16* (dt_kernels.cu remaining)
Rust types: ALL CudaSlice<f32> → CudaSlice<half::bf16> across ml + ml-core
Build: all kernels now compiled with common_device_functions.cuh (BF16 helpers)
BF16 math wrappers: bf16_sqrt, bf16_log, bf16_exp, bf16_pow, bf16_fabs, bf16_fmax,
bf16_fmin, bf16_cos, bf16_zero, bf16_one, bf16(), atomicAddBF16
NOT YET COMPILING — ml-core boundary errors (Vec<f32> → Vec<half::bf16>)
and dt_kernels.cu float*__nv_bfloat16 ambiguity remain.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
check_err() now logs warnings for real kernel errors instead of let _ =.
Removed max_steps_per_epoch from smoketest TOML to match working config.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Smoke test loads all hyperparams from TOML profile instead of hardcoding.
TOML: hidden_dim=64, batch=64, lr=0.0003 (stable on RTX 3050 + H100).
Restored check_err() drain in device.rs — required to clear stale CUDA
errors from primary context reuse between tests.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- test_embedded_h100_parses: update assertions to match h100.toml values
(gpu_n_episodes=2048, gpu_timesteps_per_episode=100)
- dqn_training_smoke_test: apply dqn-smoketest profile to cap hidden_dim=32.
H100's gpu profile sets hidden_dim_base=256 which causes loss explosion
(375x in 3 epochs) with lr=0.001.
- Revert gpu-test-pipeline DAG to compile-and-test (RWO PVC constraint)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Remove 6 eprintln!("[GPU-DEBUG]...") statements from gpu_dqn_trainer.rs,
constructor.rs, and elementwise.rs
- Delete log_gpu_memory() function and all 18 callers in smoke test files
- Remove check_err() drains from GpuDqnTrainer::new() and
GpuExperienceCollector::new() — root cause is fixed (per-context kernel cache)
- Keep check_err() after CUDA Graph capture (legitimate — drains event tracking errors)
- Fix broken import lines in smoke test files after sed cleanup
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: ElementwiseKernels was cached in a static OnceLock, compiled
once on the first test's CudaContext. When the second test created a new
CudaContext (fresh Arc), the cached CudaFunction handles were stale,
causing CUDA_ERROR_INVALID_VALUE on alloc_zeros (n=128, op=abs).
Fix: Replace OnceLock with a Mutex<HashMap<usize, Arc<ElementwiseKernels>>>
keyed by Arc<CudaContext> pointer address. Each distinct CudaContext gets
fresh kernel compilation. Old entries are evicted on context change.
Also: eliminate ALL GpuTensor from DQN training path (metrics.rs,
training_loop.rs). Replace with CPU computation for validation (cold path)
and raw CudaSlice for replay buffer insertion. Log deferred CUDA errors
instead of silently swallowing.
Result: ALL 6 sequential GPU smoke tests pass (was 1 failing).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: `SMOKE_CUDA: OnceLock<MlDevice>` held a static Arc<CudaContext>
for the process lifetime. CudaSlice Drop from test N recorded errors on
this shared context's error_state, causing test N+1's bind_to_thread() to
fail with CUDA_ERROR_INVALID_VALUE.
Fix: create a fresh MlDevice per test (no static caching). Each test gets
its own CudaContext Arc with clean error_state.
Also: convert all GPU smoke tests from #[tokio::test] to synchronous #[test]
with explicit tokio::runtime::Builder::new_current_thread(). The runtime is
explicitly dropped between tests, ensuring all Arc<CudaContext> refs are freed.
Result: 5 of 6 sequential smoke tests now pass. The remaining 1 failure is
a real Candle GpuTensor bug: the replay buffer insertion path still uses
Candle's elementwise kernels, which cache CudaFunction handles that become
stale across test boundaries. Fix: eliminate Candle from replay buffer path.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Created config/gpu/{default,rtx3050,h100,a100}.toml with all GPU-specific
parameters: batch_size, num_atoms, buffer_size, hidden_dim_base,
replay_buffer_vram_fraction, gpu_n_episodes, gpu_timesteps_per_episode,
cuda_stack_bytes.
GpuProfile::load() auto-detects GPU by device name, falls back to
embedded defaults (include_str!). Override via FOXHUNT_GPU_PROFILE env.
Removed dead code:
- detect_vram_mb(), vram_scaled_hidden_dims(), vram_scaled_base_dim(),
resolve_hidden_dim_base() + 18 tests for these functions
All callers updated: train_baseline_rl, DQNTrainer constructor,
PPO trainer, smoke tests, pipeline tests.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replace scattered VRAM-based if/else chains with a declarative TOML profile
system. GPU profiles (rtx3050, a100, h100, default) are selected by device
name and embedded at compile time via include_str! for zero-filesystem
fallback in CI/containers, with filesystem and env var overrides.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: graph capture disables event tracking, but cudarc's
record_err() stores errors from cuStreamWaitEvent on disabled events.
bind_to_thread() calls check_err() and returns the stored error,
blocking ALL subsequent cudarc API calls (launch, sync, memcpy).
Fix:
- check_err() before EMA kernel launch to consume stale errors
- Raw cuStreamSynchronize + cuMemcpyDtoH for post-graph readback
(bypasses bind_to_thread entirely)
- Raw device pointers for EMA kernel args (bypasses device_ptr event wait)
- GPU-native cat bounds check (dst_start + n <= output.len())
- CUDA Graph always enabled (removed should_use_cuda_graph function)
4/5 DQN pipeline tests pass with CUDA Graph on RTX 3050.
5th (epsilon_greedy) passes individually, flaky in sequence.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: GpuTensor::cat() called to_host() on each input tensor,
concatenated on CPU, then from_host() back to GPU. This caused:
1. Race conditions when async GPU work hadn't completed before to_host
2. CUDA_ERROR_ILLEGAL_ADDRESS when event tracking was disabled
3. Massive performance hit (2 DMA transfers per tensor per cat call)
Fix: replace with DtoD memcpy via CudaSlice::slice() views. Both dim=0
(contiguous blocks) and dim>0 (interleaved rows) use GPU-to-GPU copies.
Zero CPU involvement, zero event dependency, zero race conditions.
Also: revert global disable_event_tracking() — was a workaround for the
to_host race, no longer needed with GPU-native cat/stack.
5/5 DQN pipeline tests pass with CUDA Graph enabled on RTX 3050.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Three fixes:
1. FusedTrainingCtx::new now accepts RegimeConditionalDQN by using
primary_head() — the old code rejected it, causing silent fallback
to non-fused train_step() which has action-space mismatch with
branching DQN (5-action Q-table vs 45-action factored indices →
CUDA_ERROR_ILLEGAL_ADDRESS buffer overrun)
2. ensure_fused_ctx() returns Result instead of () — fused init
failure is now a hard error (no silent CPU fallback)
3. GpuTensor::cat now supports dim>0 concatenation (was unimplemented,
caused "dim=1 > 0 not yet implemented" error in validation path)
Root cause chain:
RegimeConditional rejected by fused init
→ silent fallback to DQN::train_step()
→ compute_loss_internal() uses num_actions=5 but actions are 0-44
→ gather with out-of-bounds offsets → CUDA_ERROR_ILLEGAL_ADDRESS
→ async error poisons CUDA context
→ next stream.synchronize() deadlocks forever
Remaining: curiosity kernel crash also poisons the stream. The
curiosity training runs inside collect_gpu_experiences() and its
async error blocks the PER insert. This needs separate investigation
of curiosity_training_kernel.cu.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
cuda_if_available() silently fell back to CPU when CUDA init failed,
causing DQNTrainer to crash later with "cuda_stream() called on CPU
device". This was the root cause of the CI "hang" — the test failed
immediately but the error was invisible due to buffered output.
- DQNTrainer::new() now uses MlDevice::cuda(0)? with explicit error
- cuda_if_available() now logs the CUDA error before falling back
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- ScalarValue trait: as_f32() → to_f32_scalar() (clippy wrong_self_convention)
- CI template: test-gate uses ci-builder (CUDA) instead of ci-builder-cpu
- VPC: enabled DefaultRoutePropagation for gateway DHCP
- PVCs: all set to Retain reclaim policy
- Argo CLI: configured server mode for archived log retrieval
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
