target_dim 4→6: adds raw_open (OHLCV) and mid_price_open (MBP-10
best bid/ask midpoint at bar formation) to the targets buffer.
Micro-reward now uses real intra-bar move (close - open) / atr
instead of close-to-close approximation. Also adds spread cost
awareness via |open - mid| penalty. Requires fxcache recomputation.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Major changes from v1:
- Fix OFI data pipeline (ofi_gpu never wired, indices 42→66)
- Expand PORTFOLIO_STRIDE 30→38 for prev-OFI storage
- Add Mamba2 d_h_history backward (2 new cuBLAS GEMMs)
- Expose attention d_input_scratch for gradient flow
- Pre-compute OFI deltas in experience collection (state[74..82])
- Lower rank normalization threshold to 1e-5 for micro-rewards
- Use close-to-close return instead of unavailable open_price
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Dense per-bar reward using order flow momentum × price confirmation.
OFI embedding MLP (16→8 via cuBLAS) feeds into Mamba2 history AND
attention input. Replaces sparse exit-only reward with continuous
temporal signal for the SSM and attention heads to learn from.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
PopArt: normalize_rewards_popart_inplace was implemented but never
called from run_full_step. Without it, rank-normalized rewards [-1,+1]
spread across C51 atom range [-50,+50] — only 2% of atoms used,
near-zero C51 gradient. Now called before forward pass (Phase 0a).
Counterfactual: when do_flip=true AND cf_cycle==0 (directional mirror),
cf_reward = -reward double-negated (reward already flipped at line 1895).
Fix: cf_reward = do_flip ? reward : -reward. Affects ~1/6 of
counterfactual experiences that were teaching wrong directional signal.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The plan head's conviction output (sigmoid, [0,1]) scales rewards.
At init, conviction ≈ 0.1 (Xavier random weights through sigmoid),
which multiplied ALL rewards by 0.1 — killing the gradient signal.
The model couldn't learn meaningful Q-values, defaulted to uniform
random action selection → 1.7M trades on 4M bars → val_Sharpe -1000.
Fix: only apply conviction scaling when readiness ≥ 0.5 (plan head
mature). Before that, conviction defaults to 1.0 (identity). This
matches the existing readiness gate on position sizing (line 1416).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
populate_q_out + q_stats_reduce launch async kernels that write to
pinned device-mapped memory. The CPU was reading immediately — before
the GPU finished writing. Added cuStreamSynchronize to ensure the
kernel results are visible before the pinned memory read.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
atomicAdd inside CUDA graph replay causes non-determinism and is
unnecessary. The only correct path: reduce_current_q_stats() calls
populate_q_out() outside the graph to compute atom_stats cleanly.
Graph-captured path stays NULL for both atom_stats and q_var.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The graph-captured forward pass never calls compute_expected_q (it
works directly on logits for C51 loss). So atom_stats_buf was never
written during training. Now reduce_current_q_stats() calls
populate_q_out() first — runs compute_expected_q outside the graph
to populate atom_stats before q_stats_reduce reads them.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The first fix only patched populate_q_out(). The graph-captured path
uses replay_forward_ungraphed() which had its own null_atom_stats=0.
This is the call site that actually runs during training.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
compute_expected_q was called with null_atom_stats=0 (NULL pointer),
so the kernel skipped atom entropy/utilization accumulation entirely.
atom_stats_buf existed but was never passed. This disabled:
- G4 adaptive gamma annealing (uses atom_utilization)
- Homeostatic regularizer atom_util observable
- ISV atom utilization signal
Now passes atom_stats_buf.raw_ptr() with a cuMemsetD32 zero before
each call (kernel uses atomicAdd). Also passes q_var_buf_trainer for
per-action Q-variance computation.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Linear scaling rule: 2x batch → 2x LR to maintain effective update
magnitude. Tau increased to compensate for fewer steps/epoch (target
network tracks faster). H100 VRAM: 41GB free at B=8192, B=16384 adds
~4GB — easily fits.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
All gradient buffer clears now use cuMemsetD32Async (u32-wide writes)
instead of cuMemsetD8Async (byte-wide). 4x memory bandwidth utilization
for the ~33 memset calls per training step. Size params converted from
bytes to f32 element count (.num_bytes() → .len()).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
mamba2_temporal_scan (forward) and mamba2_scan_backward are no longer
called — replaced by cuBLAS projection GEMMs + lightweight scan kernels.
Removes ~200 lines of dead CUDA code and 2 unused CUfunction handles.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Default was hardcoded as 64 in train_baseline_rl.rs and evaluate_baseline.rs,
overriding the config default of 32. Added num_quantiles=32 to production
config so it's explicit.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Accumulate loss + grad_norm from pinned readback on EVERY step in
FusedTrainingCtx. Fixes smoke test failure where guard only ran
every 5th step (missing data when epoch has <5 steps).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Source: docs.nvidia.com/nsight-systems/InstallationGuide
Repo: developer.download.nvidia.com/devtools/repos/ubuntu2404/amd64/
Key: 7fa2af80.pub from CUDA repo
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Changed per_prefix_scan, per_sample, and is_weights_f32 kernels to accept
size as a const int* pointer (pinned device-mapped) instead of a baked int.
Graph replay now uses the CURRENT buffer size, not the capture-time value.
Host updates the pinned size on every insert_batch and clear.
per_sample also reads rng_step from pinned pointer (GPU-side increment).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Guard's check_host uses host-side loss/grad_norm accumulation instead of
GPU kernel. Reads from pinned device-mapped readback (one-step lag).
Fixes 8 smoke test failures from stale zero values.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Output: /data/nsys/ on training-data PVC (survives pod GC)
--show-output=true prints summary to pod logs for mid-run visibility
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Auto-sizer inflated replay buffer to 15.8M entries on H100 (45% of 80GB VRAM).
The PER prefix scan inside the CUDA graph processes ALL 15.8M entries every step,
dominating step time. With buffer_size=500K, the scan processes 500K entries instead.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Vaccine now uses prev_grad_buf inside maintenance_child (graphed).
The external sample() call was launching ~10 ungraphed PER kernels
on the training stream every 5th step — potential CUmodule corruption
and CPU-GPU serialization point.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
At 16384, each GEMM saturates 97% of 132 SMs — no room for multi-stream
parallelism. At 8192, GEMMs use ~50% SMs, allowing branch streams and
aux parallelism to fill idle SMs. 2x more steps/epoch but each ~2x faster.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: rng_step was passed as 0u64 (null) to increment_step_counters
kernel, causing atomicAdd on address 0 → CUDA_ERROR_ILLEGAL_ADDRESS →
cascading CUBLAS_STATUS_EXECUTION_FAILED on all subsequent operations.
Fixes:
- Replace all atomicAdd with plain writes (single-thread kernel)
- Add null guards for optional pointers (iqn_t, attn_t, rng_step)
- Allocate pinned device-mapped rng_step in GpuReplayBuffer
- Wire rng_step_dev_ptr from replay buffer to FusedTrainingCtx
- Remove stale atomicAdd comment
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Move sample_proportional (prefix scan, binary search, gather x6, IS weights)
from training_loop.rs into run_full_step, captured as per_sample child graph
node. Steps 1+ replay all 13 children via single cuGraphLaunch with no
ungraphed PER kernel dispatches.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Composes 11 child graphs into single parent via cuGraphAddChildGraphNode.
Counter increments (GPU-side), IQL modulate, PER priority update all
captured as child graph nodes. PhaseEvents removed — single parent launch
makes per-child event profiling irrelevant.
Step 0 runs ungraphed + captures all 11 children + composes parent.
Steps 1+ replay via single cuGraphLaunch on the training stream.
After graph launch: only pinned scalar reads (nanoseconds, no GPU ops).
Child graph order:
counters -> spectral -> forward -> ddqn -> aux -> post_aux ->
adam_grad -> adam -> maintenance -> iql_modulate -> per_priority
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
PER gather now writes directly to GpuDqnTrainer's padded buffers via
gather_f32_rows_padded, gather_f32_scalar, and gather_i32_scalar kernels
compiled into the replay buffer cubin. set_trainer_buffers() wires stable
device pointers at init; sample_proportional uses them when available,
falling back to intermediate buffers otherwise. memset_zeros calls in
the sampling hot path converted to raw cuMemsetD8Async.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Adds 4 GPU-native kernels replacing host-side operations on the training
hot path: gather_f32_rows_padded (row gather + 128-byte zero-pad),
gather_f32_scalar, gather_i32_scalar, and increment_step_counters (atomic
counter bumps + cosine-annealed tau — zero CPU sync per step).
Wired into build.rs (nvcc cubin compile) and gpu_dqn_trainer.rs
(GRAPH_UTILITY_CUBIN include_bytes!).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
shrink_and_perturb() is called at epoch boundaries after child graphs are
captured. shrink_perturb_kernel lives in the same CUmodule as scale_f32,
saxpy_f32, spectral_norm, adam_update, and other graphed CUfunctions.
On Hopper (sm_90), launching any CUfunction from a graphed CUmodule
ungraphed corrupts the child graph kernel state → 3100ms replay.
scale_adam_momentum() is called at cosine LR warm restarts (also after
graph capture). scale_f32_kernel is captured in forward_child — same
CUmodule violation.
Fix: add shrink_perturb_ungraphed and scale_f32_ungraphed loaded from
the existing ungraphed_module (separate CUmodule instance of the same
DQN_UTILITY_CUBIN). Both ungraphed callers now use isolated handles.
CUmodule count: 5 → 5 (ungraphed_module already existed, reused).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
