Revises Plan 2 to match the post-Plan-1 reality:
1. AdaptiveController → AdaptiveMonitor throughout (read-only observers
per spec §4.C.6 2026-04-24 revision; GPU kernels compute, CPU reads).
Applies to Task 3 (per-branch gamma) and Task 5 (liquid_mod audit).
2. Task 2 (D.1 Mamba2 backward) scope narrowed from "implement" to
"validate existing". Plan 1 A.5 audit confirmed
mamba2_scan_projected_bwd kernel + mamba2_backward host call are
already fully wired. Task 2 now adds a finite-difference grad-check
smoke + non-zero grad-propagation smoke; escalates if either fails.
3. Task 3 (D.2 per-branch gamma) rewritten for GPU-drives compliance:
- Replace scalar GAMMA_EFF_INDEX=43 with 4 per-branch slots at
43-46 (DIR/MAG/ORD/URG).
- New per_branch_gamma_update_kernel.cu reads v-range + health,
writes 4 slots. Deletes the Plan 1 gamma_update_kernel.cu.
- 4 read-only monitors (or one consolidated PerBranchGammaMonitor).
- ISV slots 44-48 shift downstream; fingerprint re-tails at 50-51;
ISV_TOTAL_DIM grows 49 → 52.
- c51_loss_kernel and iql_value_kernel read per-branch γ from ISV.
- No CPU-side γ computation anywhere.
4. Header architecture block updated: new ISV slot count target,
GPU-drives principle explicit, current Plan-1 layout table inline
for reference.
5. Pre-plan verification updated: expects AdaptiveMonitor trait (not
AdaptiveController); checks for 6 Plan-1 monitor files.
6. Removed "schema version bump 1 → 2" language — layout fingerprint
auto-recomputes from seed bytes; no integer version space exists.
Task 4 (D.5 soft fold transitions), Task 5 content (D.7 liquid audit),
Task 6 (D.3+D.6+D.8 coordinated state-layout migration), Task 7
(validation run) structure preserved. Internal slot numbers in those
tasks will reconcile to the new layout when they land (no pre-emptive
edits since those indices depend on whether Task 1 quantile slots or
Task 3 per-branch gamma slots land first — re-compute at exec time).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Local smoke-test run after Plan 1 C.6 completion surfaced three issues:
1. StateResetRegistry missing dispatch arms for the 8 ISV slots
pre-allocated in ac9bcab94 (isv_epoch_idx, isv_epsilon_eff, isv_tau_eff,
isv_gamma_eff, isv_kelly_cap_eff, + 3 SchemaContract which already no-op).
Fold boundary would error "unknown name 'isv_epoch_idx'". Added dispatch
arms in training_loop.rs::reset_named_state — reset each to 0.0; GPU
kernels repopulate on next epoch.
2. controller_activity smoke test's single 50% threshold was designed for
reactive CPU-compute controllers. Under GPU-drives-CPU-reads, tau is a
Polyak-EMA cosine schedule that fires every epoch by design (95%),
gamma is health-coupled monotonic (may fire every epoch as health
drifts). Split threshold per-controller: reactive (anti_lr, grad_clip,
cql_alpha, cost_anneal) = 0.50; schedule-based (tau, gamma) = 1.00.
3. examples/train_baseline_rl was broken since the f64→f32 ABI refactor
(d64adc14f) — hp_f64 returning f64 assigned to f32 fields. Added
hp_f32 helper that narrows JSON-born f64→f32 at ingest boundary. Use
hp_f32 for f32 fields, hp_f64 for f64 fields (learning_rate,
entropy_coefficient, weight_decay). No more "as f32" casts at call
sites. Also fixed replay_buffer_vram_fraction + bars_per_day f64→f32.
Local smoke tests now pass:
- controller_activity: ok (1 passed, 29.5s)
- multi_fold_convergence: ok (1 passed, 3 folds x 20 epochs, 534.9s)
- 24 new monitor + registry unit tests: all passing
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The test observed `mon.observe(0.0)` first but the monitor's initial
last_value is also 0.0, so the first observation didn't fire. Test
expected 2/3 but got 1/3.
Changed observe sequence to (1.0, 1.0, 1.5) mirroring grad_balancer's
correct pattern: first differs from initial 0.0 → fires, second matches
→ no fire, third differs → fires = 2/3.
No production code change.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
atoms_update_kernel.cu: 4-block kernel (grid=(4,1,1), block=(256,1,1)) replaces
the CPU loop that launched adaptive_atom_positions 4× per branch. Each block reads
ISV v-range slots [23..31) and spacing_raw params[52..56); computes softmax +
cumsum; writes atom_positions_buf[branch * num_atoms]. Same formula as the
existing adaptive_atom_positions kernel in experience_kernels.cu.
Deleted recompute_atom_positions and warm_start_atom_positions from GpuDqnTrainer
and their fused_training.rs delegates. step_atom_positions now calls
launch_atoms_update. training_loop.rs: recompute_atom_positions → launch_atoms_update;
warm_start_atom_positions + compute_reward_quantiles block removed.
AtomsMonitor reads ISV[V_CENTER_DIR_INDEX=23] as representative scalar;
diagnose() exposes all 8 v-range slots [23..31). state_reset_registry.rs
"follow-up task" descriptions updated for all 4 adaptive slots.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
kelly_cap_update_kernel.cu: single-thread cold-path kernel aggregates Kelly
win/loss stats across all n_envs from portfolio_states[n_envs, PS_STRIDE].
Computes mean half-Kelly × health-coupled safety multiplier (0.5+0.5*health)
and writes ISV[KELLY_CAP_EFF_INDEX=44]. Matching Bayesian priors from
trade_physics.cuh (prior_wins=2, prior_losses=2) prevent cold-start collapse.
GpuExperienceCollector::portfolio_states_dev_ptr() added — exposes device
pointer for the portfolio_states buffer without a GPU→CPU roundtrip.
GpuDqnTrainer::launch_kelly_cap_update takes ps_dev_ptr + n_envs.
FusedTrainingCtx delegates to trainer. training_loop.rs launches at epoch
boundary after gamma_update (requires both fused_ctx and gpu_experience_collector).
KellyCapMonitor reads ISV[44] for HEALTH_DIAG via AdaptiveMonitor trait.
state_reset_registry.rs description updated; audit docs updated (Invariant 7).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
tau_update kernel computes Polyak-EMA tau from ISV[EPOCH_IDX=39,
TOTAL_EPOCHS=40, LEARNING_HEALTH=12] with cosine schedule + health-coupled
floor (rises to 0.01 at full collapse). Single-thread cold-path kernel
writes ISV[TAU_EFF_INDEX=42].
TauMonitor is a read-only observer exposing tau_eff, epoch_idx, total_ep,
health, progress, fire_rate in DiagSnapshot.
Wires EPOCH_IDX_INDEX CPU-born input write at epoch start via existing
write_isv_signal_at accessor (pinned-memory zero-copy). Also launches
tau_update kernel at epoch boundary before any tau consumer.
Adds read_isv_signal_at() to GpuDqnTrainer (symmetric counterpart to
write_isv_signal_at).
Deleted: compute_cosine_annealed_tau free function (fused_training.rs),
apply_health_coupled_tau_floor method (GpuDqnTrainer), last_tau_eff
cached field + last_tau_eff() delegate. 4 consumer sites in
fused_training.rs now read ISV[TAU_EFF_INDEX] directly.
Tests: 3 monitor unit tests pass. cargo check -p ml at 8-warning baseline.
Plan 1 Task 13. Spec §4.C.6 (2026-04-24 revision).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Lands the static-configuration branch of Plan 1 C.6: cql_alpha,
conviction_floor (no-op if IQL_BRANCH_SCALE_FLOOR already serves),
plan_threshold written to dedicated ISV slots at constructor. Consumer
kernels (CQL, backtest_plan, experience) read from ISV instead of
config fields / hardcoded literals.
Also pre-allocates ISV slots for the 6 upcoming GPU-kernel tasks
(atoms, gamma, kelly_cap, tau, epsilon outputs + CPU-born epoch inputs).
Those slots start at 0; GPU kernels in follow-up commits fill them.
New ISV slots:
- EPOCH_IDX_INDEX=39, TOTAL_EPOCHS_INDEX=40 (CPU-born inputs)
- EPSILON_EFF_INDEX=41, TAU_EFF_INDEX=42, GAMMA_EFF_INDEX=43,
KELLY_CAP_EFF_INDEX=44 (GPU-written in follow-up tasks)
- CQL_ALPHA_INDEX=45, PLAN_THRESHOLD_INDEX=46 (static config; this commit)
- Task 15 confirmed no-op: IQL_BRANCH_SCALE_FLOOR_INDEX=36 already
serves conviction-floor role (constructor + ISV read in iql kernel).
Layout fingerprint auto-updated via seed-byte edits; fingerprint
re-tail at [47..49). ISV_TOTAL_DIM 39 -> 49.
GpuDqnTrainConfig gains total_epochs field; fused_training.rs passes
hyperparams.epochs at construction; default 0 for smoke tests.
write_isv_signal_at bound extended from ISV_DIM(23) to ISV_TOTAL_DIM(49)
so tail slots are writable by CPU.
cql_alpha consumer: compute_cql_logit_gradients reads base from
ISV[CQL_ALPHA_INDEX] instead of config.cql_alpha; adaptive formula
(base x health x (1-regime_stability)) unchanged.
plan_threshold consumers: experience_kernels.cu (experience_state_gather,
experience_action_select, experience_env_step) and backtest_plan_kernel.cu
(backtest_plan_state_isv) read plan_thr from ISV[ISV_PLAN_THRESHOLD_IDX=46]
via isv_signals pointer already present in both kernels; null-guard defaults
to 0.5f for smoke-scale runs without ISV warmup.
ISV_PLAN_THRESHOLD_IDX=46 defined in state_layout.cuh (included by both
plan kernel files); value must match PLAN_THRESHOLD_INDEX in gpu_dqn_trainer.rs.
StateResetRegistry entries added for all new slots: SchemaContract for
TOTAL_EPOCHS/CQL_ALPHA/PLAN_THRESHOLD; FoldReset for EPOCH_IDX and
GPU-written per-fold slots.
No behavioural change: all threshold/base values remain at their prior
defaults; consumers now read adaptive values from ISV instead of baked-in
config or hardcoded literals.
Plan 1 Tasks 12, 15, 16 + pre-allocation for 9, 10, 11, 13, 14.
Spec §4.C.6 (2026-04-24 GPU-drives-CPU-reads revision).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Reverts commits d76849f31 (Batch A: atoms, gamma, kelly_cap, cql_alpha)
and 4189da563 (Batch B: tau, epsilon, conviction_floor, plan_threshold).
The reverted commits implemented 8 controllers under the old
AdaptiveController trait which had CPU-side update() that computed
adaptive values and write_output() that pushed them to ISV. This
violates the architectural principle codified in the §4.C.6 revision
(commit cf36091ee): GPU kernels compute all adaptive decisions; CPU is
pure observation.
The 8 migrations will be re-implemented under the new AdaptiveMonitor
pattern:
- 6 reactive mechanisms (atoms, gamma, kelly_cap, tau, epsilon,
grad_balancer) get new GPU kernels + read-only CPU monitors.
- 3 static mechanisms (cql_alpha, conviction_floor, plan_threshold)
get ISV constructor-writes (no kernel, no monitor).
After this revert:
- AdaptiveController trait is back on main (from Task 8's 419c24b4f).
It will be replaced with AdaptiveMonitor in the next commit per the
revised Plan 1 Task 8.
- StateResetRegistry (from Task 2's b688827d6) stays intact.
- Tasks 1-7 completed work unchanged.
Tests: cargo check -p ml at 8-warning baseline after revert.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User raised that the CPU-controller pattern (where CPU computes adaptive
values from ISV and writes back to ISV) violates the architectural
principle: GPU kernels should compute adaptive decisions; CPU-side code
is pure observation.
Replaces the AdaptiveController trait with read-only AdaptiveMonitor:
- No update() — CPU doesn't compute adaptive values.
- No write_output() — CPU doesn't write adaptive values to ISV.
- read() returns the GPU-computed value from ISV.
- diagnose() emits HEALTH_DIAG snapshot.
- observe() + fire_rate() track how often the GPU-computed value changes.
Reclassifies the 9 adaptive mechanisms:
- 6 reactive get GPU kernel + CPU monitor: atoms, gamma, kelly_cap, tau
(Polyak EMA), epsilon, grad_balancer (last is already GPU-driven).
- 3 static get ISV constructor-write, no monitor: cql_alpha,
conviction_floor, plan_threshold.
New ISV slots for GPU-written adaptive outputs (EPSILON_EFF, TAU_EFF,
GAMMA_EFF, KELLY_CAP_EFF) and CPU-born inputs (EPOCH_IDX, TOTAL_EPOCHS),
plus slots for the 3 static configs.
Rationale:
- Unified adaptive machinery, no CPU-side special cases.
- Per-sample granularity available (Expected SARSA τ in c51_loss_kernel
is already the exemplar — reads ISV q_gap + health per sample).
- Zero CPU→GPU config transfer in any path.
- ISV is single source of truth for every adaptive value.
Plan 1 Tasks 8-17 restructured:
- Task 8 creates AdaptiveMonitor trait (not AdaptiveController).
- Tasks 9, 10, 11, 13, 14, 17: GPU kernel + monitor pairs.
- Tasks 12, 15, 16: static ISV writes only.
Follow-up commits will revert Batch A (d76849f31) and Batch B (4189da563)
which implemented the old CPU-compute pattern, then re-implement under
this design.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Unified protocol for every adaptive controller in the DQN trainer.
FireRateStats for controller_activity smoke. DiagSnapshot for
standardised HEALTH_DIAG emission. IsvBus abstraction over pinned
device-mapped memory (&mut [f32] wrapper).
No concrete controller migration yet — Tasks 9-17 migrate existing
controllers (atoms → gamma → Kelly → cql_alpha → tau → epsilon →
conviction_floor → plan_threshold → balancer) one per sub-commit.
Old scaffolding for each controller is removed in the SAME commit
that migrates its last consumer to the new protocol, per
feedback_no_partial_refactor.md.
Tests: 2 unit tests on FireRateStats and DiagSnapshot.
Plan 1 Task 8. Spec §4.C.6.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Enumerated every DtoH/HtoD/memcpy call in the DQN hot path
(run_full_step → child graphs). Classified 55 call sites:
31 OK-pinned, 20 COLD-PATH, 4 MIGRATED.
Fix 1 (gpu_dqn_trainer.rs): removed dead cuMemcpyDtoHAsync_v2 in
run_causal_intervention_unconditional — result (causal_mean_scratch)
was never consumed; now stays on device.
Fix 2 (fused_training.rs + training_loop.rs): compute_iqr() was
called inside submit_aux_ops (captured aux_child graph). Its sync
cuMemcpyDtoH_v2 cannot be graph-captured — silently ran only during
capture, then HtoD replayed stale IQR data on every step. Removed
from submit_aux_ops; added refresh_iqn_iqr() called once per epoch
in process_epoch_boundary.
Fix 3 (gpu_iqn_head.rs): tau_buf (CudaSlice<f32>) + tau_host (f32) +
cuMemcpyHtoDAsync_v2 each step replaced by tau_pinned (*mut f32) +
tau_dev_ptr (u64) via cuMemAllocHost_v2(DEVICEMAP) +
cuMemHostGetDevicePointer_v2. CPU writes *tau_pinned = tau; EMA
kernel reads via tau_dev_ptr — zero PCIe overhead. Drop updated.
Audit table populated in docs/dqn-gpu-hot-path-audit.md.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Populated docs/dqn-wire-up-audit.md with every pub module and CUDA
kernel in the DQN path. Each entry classified Wired / Partial / Orphan /
Ghost / OUT-of-DQN-scope with the action plan linking to the plan+task
that resolves any non-Wired status.
No Orphan left unclassified. Orphans fall into three buckets:
1. Scheduled for wiring by a later Plan (gpu_statistics → Plan 2 D.2;
tlob_loader → Plan 2 D.8).
2. OUT-of-DQN-scope because supervised consumers exist (PPO kernels,
xLSTM, KAN trainable adapter, flash_attention, benchmarks).
3. Genuinely unused — escalated to user review in the task output,
not deleted autonomously (streaming_dbn_loader, unified_data_loader,
training/orchestrator, training_pipeline, inference_validator,
model_loader_integration, paper_trading/mod.rs,
portfolio_transformer, regime_detection/mod.rs).
Summary: 109 total modules/kernels, 74 wired, 7 partial, 11 orphan,
0 ghost, 17 OUT-of-DQN-scope.
Plan 1 Task 6. Spec §4.A.5, Invariant 2.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Implements spec §4.A.2 structural layout fingerprint with tail placement
rather than head placement (spec alternative: §4.A.2 Step 5.3 alt).
Head placement (ISV[0..2)) was rejected because isv_signals[0] and [1]
are actively written by the isv_signal_update kernel (Q-drift EMA and
gradient-norm EMA). Shifting those would require updating every literal
reference in experience_kernels.cu — a larger change than warranted for
pure contract enforcement. Tail placement leaves all existing indices
intact, touches zero kernel .cu files, and fulfils the same design contract.
Key changes:
- ISV_LAYOUT_FINGERPRINT_LO_INDEX = 37, HI_INDEX = 38 (u64 across 2×f32).
- LAYOUT_FINGERPRINT_CURRENT: u64 = FNV-1a of slot-list seed bytes.
Value: 0x85d4d76b578a7c17. Any slot change updates seed bytes,
which updates the hash automatically.
- Constructor writes fingerprint after zero-init; calls
check_layout_fingerprint() to self-verify before returning.
- check_layout_fingerprint(): reads pinned slots [37..39), recomposes u64,
fails-fast on mismatch with "retrain required" message.
- Error message does NOT mention migration as an option.
- Pre-commit hook rejects `fn migrate_isv|upgrade_isv` names — makes the
no-migration rule structurally enforced (check_no_isv_migrations).
- ISV_TOTAL_DIM: 37 → 39.
- Zero existing index shifts (no kernel literal sites affected).
- StateResetRegistry entry renamed ISV_SCHEMA_VERSION → ISV_LAYOUT_FINGERPRINT.
- ResetCategory::SchemaContract docstring updated to remove "migration" framing.
- docs/isv-slots.md: updated table + design note for tail placement.
Tests: state_reset_registry 3 unit tests pass with renamed entry.
cargo check -p ml clean (pre-existing warnings only).
Plan 1 Task 5. Spec §4.A.2 (tail-placement alternative).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User raised a backward-compat concern: integer "schema version"
semantically implies a family of coexisting versions with upgrade
paths between them, inviting the forbidden pattern
(feedback_no_legacy_aliases.md, feedback_no_partial_refactor.md).
Replace with a compile-time structural fingerprint:
- ISV[0..2) stores a u64 FNV-1a hash of the slot layout (split across
two f32 lanes preserving raw bits).
- The hash is computed by a const fn over the slot list; any slot
change automatically updates the fingerprint. No human decides
"what version is this now".
- Checkpoint load is fail-fast only. Error message does NOT mention
migration as an option.
- Pre-commit hook rejects any `fn migrate_isv|upgrade_isv` to make
the no-migration rule structurally enforced (landed as part of
Plan 1 Task 5 hook extension).
- StateResetRegistry entry renamed ISV_SCHEMA_VERSION →
ISV_LAYOUT_FINGERPRINT (Task 2's landed code touched in Task 5's
commit per no-partial-refactor).
Updated:
- spec §4.A.2 (fingerprint design + rationale)
- spec §5 landing-order note (fingerprint auto-updates on layout change)
- Plan 1 architecture line
- Plan 1 Task 2 StateResetRegistry test + entry naming
- Plan 1 Task 5 — full rewrite of implementation steps
- Plan 1 exit criteria #6
- Plan 2 pre-plan verification (grep fingerprint constants, not version==0)
- Plan 2 Task 6D.1 (update fingerprint seed, not bump version)
- Plan 2 Task 6D exit criteria #7
- Plan 3 pre-plan verification
- docs/isv-slots.md ISV[0..2) row
No code changed. Plan 1 Task 5 is not yet implemented — this commit
realigns the spec + plans so the implementer subagent works from the
corrected design.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Define MAG_QUARTER=0, MAG_HALF=1, MAG_FULL=2, NUM_MAGNITUDES=3 in
state_layout.cuh. Migrate the one unambiguous semantic comparison in
trade_physics.cuh (compute_target_position_4branch magnitude scaling).
Arithmetic operations on mag_idx (mag_idx±1, 2-mag_idx, mag_idx<2) are
runtime values, not semantic comparisons, and are not migrated.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Define DIR_SHORT=0, DIR_HOLD=1, DIR_LONG=2, DIR_FLAT=3, NUM_DIRECTIONS=4 in
state_layout.cuh. Migrate all literal dir_idx/raw_dir comparisons to named
constants across experience_kernels.cu (15 sites), trade_physics.cuh (3 sites),
and backtest_metrics_kernel.cu (2 sites). Raw integer comparisons (== 0/1/2/3)
eliminated from all direction-branch consumers.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Add BRANCH_DIR/BRANCH_MAG/BRANCH_ORD/BRANCH_URG/NUM_BRANCHES to
state_layout.cuh. Migrate the 4 clear literal branch-index accesses
in branch_grad_balance_kernel.cu (branch_norms_dev[0..3] in
grad_balance_isv_update).
Other branch-keyed arrays (branch_starts, branch_lens, branch_norms,
branch_scales) use the runtime `branch = blockIdx.y` variable or loop
counter — no raw literal index, so no migration needed. Rust call sites
use struct fields (branch_0_size etc.) or loop vars — not literals.
No behavioural change; pure refactor.
Plan 1 Task 4D. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Add PLAN_PARAM_* constants to state_layout.cuh and replace raw
plan_params/pp slot accesses in experience_kernels.cu and
backtest_plan_kernel.cu.
Sites migrated: pp[0..5] in both files (12 sites), plan_params_ptr
indexed accesses at slots 0, 1, 4 in experience_kernels.cu (4 sites),
plan_params[w*6+4] in backtest_plan_kernel.cu (1 site). Loop variable
pp[p] in noisy-plan path left as-is (p is a runtime loop counter, not
a literal slot index).
No behavioural change; pure refactor.
Plan 1 Task 4C. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Add PLAN_ISV_* constants to state_layout.cuh and replace raw
plan_isv[N] and pisv[N] accesses in experience_kernels.cu and
backtest_plan_kernel.cu. backtest_plan_kernel.cu gains an
#include "state_layout.cuh" so the constants are visible.
6 code sites migrated (plan_isv[0..5] in experience_kernels.cu),
plus 6 pisv[N] local-array accesses in backtest_plan_kernel.cu
(same semantic slots).
No behavioural change; pure refactor.
Plan 1 Task 4B. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Replace raw ps[N] access across all CUDA kernels with PS_* named
constants defined in state_layout.cuh. 32 constants total covering
the full 38-slot portfolio state: position/cash/value, DSR stats,
Kelly stats, plan fields, and OFI scratch range.
Notable deviations from pre-written plan mapping: the plan's
PS_VALUE/PS_POSITION/PS_CASH values (0,1,2) had the wrong semantics.
Code wins (feedback_trust_code_not_docs): ps[0]=position, ps[1]=cash,
ps[2]=portfolio_value. All 148 raw ps[digit] accesses in
experience_kernels.cu and trade_stats_kernel.cu migrated. In-comment
range references (e.g. "ps[30..37]") left as documentation.
trade_stats_kernel.cu: migrated base+14 offset to PS_KELLY_WIN_COUNT.
docs/dqn-named-dims.md: PS_* table corrected to match actual code layout.
No behavioural change; pure refactor.
Plan 1 Task 4A. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Replaces the ad-hoc scattered fold-boundary reset calls with a single
registry-driven iteration. Adding new fold-reset state now requires
adding a registry entry AND a dispatch arm in reset_named_state in the
same commit (Invariant 2 Wire-It-Up).
Step 3.4 correction: plan_state entry removed from the registry —
plan_state_buf exists only in GpuBacktestEvaluator (val path), not in
the training-path fused ctx. No training-side fold reset is applicable.
New behaviour: isv_learning_health, isv_sharpe_ema, isv_q_means are
now properly reset to baseline at each fold boundary (previously unset,
which allowed signals from fold N to bias fold N+1 initialisation).
Tests: 3 registry unit tests pass; cargo check -p ml clean (8 pre-existing
warnings only, no new).
Authority: spec §4.A.1. Plan 1 Task 3.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Typed classification of every piece of training state by reset
lifecycle: FoldReset, WindowReset, SoftReset(decay_bars),
TrainingPersist, SchemaContract.
Replaces the previous vibes-driven fold-boundary reset logic with an
explicit registry. Adding new state requires adding an entry in the
same commit (Invariant 2 Wire-It-Up).
Consumer wiring (reset_fold_state, reset_window_state helpers that
iterate the registry) follows in Task 3 of Plan 1.
Tests: 3 unit tests covering category lookup, fold-reset filtering,
unknown-name handling.
Authority: docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md §4.A.1
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Plan 1 Task 1. Creates the five audit docs plus config/metric-bands.toml
that track Invariants 2, 7, 8 per the DQN v2 spec, and extends the
pre-commit hook with two checks:
- component-adding commits must touch an audit doc (Invariant 7)
- added code may not contain TODO/FIXME/XXX/HACK/TBD/unimplemented!/
todo! markers (Invariant 9)
Tests: manually verified by staging a TODO-marked file; commit
rejected with the correct error message.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Self-review caught that the CqlAlphaSeedCoupledController read_signals
example used unimplemented!("plumbed by caller"), which violates the very
Invariant 9 the plan enforces. Replaced with a concrete implementation
that reads SEED_FRACTION_EMA_INDEX from the ISV bus (a Plan 1 reserved
controller-signal slot).
No other plan had placeholder violations. The remaining TBD/TODO/FIXME
grep hits across Plans 1-5 are either the pre-commit hook's rejection
patterns (correctly quoted) or enforcement scans that DETECT the markers
in audit docs.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Fifth and final plan decomposing the DQN v2 unified spec
(docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md §2, §4.A.3,
§4.A.4, §4.A.4.1). No new policy mechanisms — orchestration, automation,
regression detection, and the final sign-off run.
Covers spec sections:
- §4.A.3 Multi-seed × multi-fold Argo harness (N=5, K=6 defaults via
--multi-seed / --folds flags on argo-train.sh)
- §4.A.4 Regression detection hard-stop (2N consecutive error-band
metrics → self-SIGTERM with TerminationReason)
- §4.A.4.1 nsys profile harness with --profile flag and
compare-nsys-profiles.py for 20% per-epoch regression detection
- §2 Tier 1 + Tier 2 + Tier 3 final exit criteria via scripts/validation/
suite (tiered tier1/tier2/tier3 check scripts + wrapper)
- §2 DQN v2 rollout close-out (spec marked LANDED, retrospective,
plan-level validation docs archived)
Plan structure: 6 tasks — 4 infrastructure (harness, regression-detect,
nsys, validation-scripts) + final-run task + rollout-closeout task. The
final-run task is the sole exit-gate for the DQN v2 rollout: ALL THREE
tiers must PASS on the first final-validation run (per stop-on-anomaly:
retrying with different seeds hoping for a different outcome is anti-
pattern).
Preserves all 9 invariants. Every mechanism wired, no stubs, no TODO/FIXME.
Retrospective written from actual implementation experience after Plans
1-5 all land.
This is the terminal plan. Plans 1-5 together constitute the complete
DQN v2 rollout. After Plan 5's final-run exit passes, the spec is marked
LANDED and the rollout is declared complete.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Fourth of five sequential plans decomposing the DQN v2 unified spec
(docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md §4.E).
Covers the six Part E IN decisions:
- §4.E.1 TFT Variable Selection Network across 6 feature groups
(market/OFI/TLOB/MTF/portfolio/plan_isv) with vsn_feature_selection kernel
- §4.E.2 Gated Residual Network — CONDITIONAL branch (ADOPT vs CANONICALISE)
based on docs/ml-supervised-to-dqn-concept-audit.md row
- §4.E.3 Multi-quantile IQN heads (5/25/50/75/95) replacing single CVaR output
- §4.E.4 Encoder-Decoder separation — explicit StateEncoder + per-branch
ValueDecoder with D.3 horizon-decomposed V_short/V_long sub-heads
- §4.E.5 Attention-weight interpretability — 7 new ISV slots [65..72) for
per-group attention focus EMAs + Mamba2 retention proxy
- §4.E.6 Multi-task auxiliary heads — next-bar return MSE + 5-bar regime CE,
ISV-coupled aux-weight schedule (sharpe-reactive)
ISV_TOTAL_DIM seals at 72 with this plan's allocations. Part E audit doc
closes out all rows (zero TBD/evaluate remain per Invariant 9).
Plan structure: 8 tasks (6 feature tasks + audit close-out + validation).
TDD-disciplined steps. Task 2 documents the CONDITIONAL branch decision
pathway explicitly (ADOPT vs CANONICALISE Branch A/B structure).
Plan 4 exit gate: Tier 1 convergence RETAINED (no regression vs Plan 3
baseline) + aux heads produce measurable signal. Tier 2 + Tier 3 checked
by Plan 5.
Preserves all 9 invariants. Zero stubs. Zero TODO/FIXME. Every Part E item
either lands fully or is explicit OUT (xLSTM, KAN); no third path.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Second of five sequential plans decomposing the DQN v2 unified spec
(docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md).
Covers spec sections:
- §4.C.1 Quantile-based atom support (8 new ISV slots, q_quantile_reduce kernel)
- §4.D.1 Mamba2 backward pipeline completion (no atomicAdd — per-sample arrays + host reduce)
- §4.D.2 Per-branch gamma via AdaptiveController (4 new ISV slots)
- §4.D.5 Soft fold-boundary transitions (extends StateResetRegistry with SoftReset category)
- §4.D.7 Liquid Time-constant audit (trace fire rate, decide wire-or-delete)
- §4.D.3 + §4.D.6 + §4.D.8 coordinated state-layout migration (horizon-decomposed V +
plan_isv[6] + TLOB integration with atomic ISV schema version bump 1→2)
Plan structure: 7 tasks + pre-plan verification, all TDD-disciplined with
bite-sized steps (test → fail → implement → pass → commit). Task 6 is
explicitly atomic to preserve Invariant 5 (state-layout consistency).
Plan 2 prerequisites: Plan 1 landed (StateResetRegistry, AdaptiveController
trait, ISV schema version, audit docs). Plan 2 exit: all 9 invariants
preserved; convergence-scaffolding run passes with 16 new ISV slots
populated; ISV schema version == 2.
Preserves all 9 invariants. No stubs. No TODO/FIXME. Every new module
wired to production path in the same task it lands in.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
First of 5 implementation plans for the DQN v2 unified integrated
policy system spec (d13b53586, 336ee40b9). Plan 1 covers:
Task 1: Audit doc scaffolding + pre-commit hook (Invariant 7, 9)
Task 2: StateResetRegistry definition (A.1)
Task 3: Wire StateResetRegistry into fold-boundary reset (A.1)
Task 4: Named-dimension refactor — ps[], plan_isv[], plan_params[],
branch indices, dir/mag sub-indices (Invariant 8)
Task 5: ISV schema version at ISV[0], fail-fast on checkpoint
mismatch (A.2)
Task 6: Orphan audit populated (A.5)
Task 7: Hot-path purity audit populated; MIGRATE calls fixed (A.6)
Task 8: AdaptiveController trait + harness (C.6)
Tasks 9–17: Migrate each adaptive controller to the trait in spec-
specified order (atoms → gamma → Kelly → cql_alpha → tau
→ epsilon → conviction_floor → plan_threshold → balancer)
Task 18: Plan 1 validation run (smoke + 3-epoch L40S)
Plan 1 landing criteria: all 9 invariants preserved across every
commit, all smoke tests pass, audit docs fully populated. Plan 2
(temporal core) starts only after Plan 1 passes exit criteria.
Plans 2–5 cover Parts B, C (minus C.6 already in Plan 1), D, E, and
final validation. Planned as separate documents in docs/superpowers/
plans/2026-04-24-dqn-v2-plan-{2..5}-*.md.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User-mandated addition:
Invariant 9 — No deferred work, no stubs, no TODO/FIXME
Every commit lands complete. No stubs (placeholder return values), no
TODO/FIXME/XXX/HACK/TBD markers, no half-finished implementations. If
it can't finish in this commit, it doesn't start. Stubs and deferrals
train the network on semantic emptiness — invisible in convergence
metrics but burn GPU time optimising against partly-fake signal.
Authority: feedback_no_stubs.md, feedback_no_todo_fixme.md,
feedback_no_quickfixes.md elevated to first-class spec enforcement.
Pre-commit hook greps for forbidden markers.
Part E decisions made concrete (per Invariant 9):
- E.1 TFT VSN: IN (full VSN extension)
- E.2 GRN: IN if A.5 audit finds absent (otherwise mark existing as canonical)
- E.3 Multi-quantile heads: IN (5/25/50/75/95 quantile decomposition)
- E.4 Encoder-decoder: IN (extends D.3 to full trunk/head separation)
- E.5 Interpretability: IN (attention-weight ISV diagnostics)
- E.6 Auxiliary heads: IN (next-return + regime-classification)
- xLSTM: OUT (redundant with Mamba2+TLOB; YAGNI)
- KAN: OUT (function approx not a bottleneck)
No "evaluate later" items. Every concept either lands or explicitly
doesn't, with rationale.
§8 decisions tightened:
- D.8 TLOB mode: decision criterion = per-step cost benchmark ≤ 5ms
- C.6 controller order: fixed in spec (atoms→gamma→Kelly→cql_alpha→
tau→epsilon→conviction_floor→plan_threshold→balancer)
- A.3 resource plan: auto-switch L40S→H100 at 12 GPU-hour threshold
- A.4 metric band init: [mean − 3σ, mean + 3σ] from last 3 good runs
No discretionary "we'll see" remain. All decisions data/order/budget/
statistic-driven.
Counter updates: "seven invariants" → "nine" in §3 header and §5
cleanup contract.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Self-review pass on the DQN v2 unified design spec (d13b53586). Fixes
applied inline:
Ambiguity fixes:
- §3 Invariant 3: explicit definition of "training step loop" (per-step
code in fused_training::step_fused and captured graph children; NOT
per-epoch / per-fold / per-checkpoint code).
- §2 Tier 1: "stable epochs" defined as epochs [warmup_end..run_end)
with warmup_end from B.3's seed-phase decay or explicit flag.
- §4 A.2: migration mechanism clarified as fail-fast initially; helpers
added only when a specific migration need arises (no speculative
scaffolding).
- §4 A.3: N=5, K=6 stated as DEFAULTS with ≥ MINIMUMS per Invariant 6;
resource budget flagged (~8-10 GPU-hours per validation pass).
- §4 B.3: "≥ 100K experiences" (minimum), warm-restart clarified as
runtime condition not feature flag.
- §4 C.3: adaptive KL threshold mechanism made explicit (second ISV
slot for threshold EMA, third for amplification multiplier).
- §4 C.6: cleanup timing explicit — old scaffolding removed in the SAME
commit that migrates its last consumer (no deferred pass).
- §4 D.1: DQN-path-specific scope clarified; validation via grad-norm
smoke + integration test.
- §4 D.6: plan_isv index naming made consistent with existing layout;
coordinated state-layout migration commit called out.
New Invariant 8 — Named dimensions, not indices:
Every dimension, slot, offset, or semantic position in a multi-field
buffer has a named constant. Raw numeric indices (`[0]`, `[6]`, `[23]`)
appear ONLY in the definition site. Named constants specified for ISV
slots (existing), portfolio state ps[0..30), plan_isv[0..7), plan_params
[0..6), state-vector offsets, branch indices (BRANCH_DIR/MAG/ORD/URG),
action sub-indices (DIR_SHORT/HOLD/LONG/FLAT, MAG_QUARTER/HALF/FULL).
Enforcement: audit pass during A.1/A.2, lint via grep for raw-index
access outside definition modules.
Landing order revision:
- Dependency graph explicit (A.2 before new ISV slots, D.1 before
D.2-4-8, state-layout changes in ONE coordinated commit).
- Spec decomposition note added — writing-plans may produce multiple
sequential plans rather than one monolithic plan.
New doc tracked by pre-commit: docs/dqn-named-dims.md (Invariant 8).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Unifies the Q-support range source across atom grid / warm-start quantile
clamp consumers via the ISV signal bus. One broadcast written at epoch
boundary from per-branch Q-stats EMAs, read by the two consumers that
previously held disagreeing ranges. Target observation: atom utilisation
≥40% (up from 11-15% on train-fpxnw).
Phase 0 — per-branch Q-stats kernel Rust plumbing:
* Load q_stats_per_branch_reduce alongside legacy q_stats_reduce
* Add per_branch_q_stats_pinned (28 f32 = 4 × 7, device-mapped)
* PerBranchQValueStats struct: [QValueStatsResult; 4]
* reduce_current_q_stats_per_branch launches the new kernel with the
four branch (off, size) pairs derived from config.branch_N_size
Phase 1 — ISV v-range plumbing (zero behavioural change at epoch 1):
* ISV_NETWORK_DIM=23 preserved for w_isv_fc1 sizing; ISV_TOTAL_DIM=31
allocates 8 additional slots for per-branch (centre, half-width)
* Slot constants V_CENTER_DIR..V_HALF_URG covering slots 23..30
* eval_q_mean_ema / eval_q_std_ema / eval_ema_initialized promoted
to [f32; 4] / [bool; 4]; scalar setters preserved for trajectory
backtracking (broadcast same value to all branches)
* Bootstrap at construction: centre=0, half=(v_max-v_min)/2 → the
byte-identical [config.v_min, config.v_max] span per branch before
any Q observations arrive
* reset_eval_v_range_state resets the 4 per-branch EMAs AND the 8 ISV
slots to bootstrap values; legacy eval_v_range_pinned[2] still reset
(deferred removal — spec Phase 3)
* update_eval_v_range reworked: signature takes PerBranchQValueStats and
per_branch_q_gaps. Maintains 4 independent adaptive-rate EMAs,
computes (centre, half) per branch with min_half_floor=0.1×(v_max-v_min)
and clamps to config bounds, writes 8 ISV slots. Branch-0 (direction)
centre±half is also mirrored into the legacy eval_v_range_pinned for
consumers that have not yet migrated to the per-branch bus.
Phase 2a/2b — atom grid per-branch v-range:
* adaptive_atom_positions kernel signature changed from
(v_min: float, v_max: float) to (branch_idx: int, isv_signals: float*);
reads centre/half from ISV slots 23+2·b, 24+2·b. Eliminates the f64→f32
ABI trap (spec Phase 2 side-effect) since the only per-branch range
path is now pointer-based.
* recompute_atom_positions passes branch_idx + isv_signals_dev_ptr per
branch; no scalar v_min/v_max arg remains.
Phase 2c — warm-start quantile clamp per-branch from ISV:
* warm_start_atom_positions reads per-branch (centre, half) from pinned
ISV host memory, clamps shared reward-quantile vector into each
branch's adaptive range before tiling into atom_positions_buf.
Bootstrap makes this equivalent to the pre-spec config.v_{min,max}
clamp until the first Q observation lands.
Deviations from spec:
* Phase 2d (per_sample_support_buf → [N, 4, 3]) NOT implemented. The
spec's premise was that per_sample_support is host-tiled from
eval_v_range, but the active path in this codebase has it filled by
iql_compute_per_sample_support (V(s)-centered, per-sample, already
adaptive) — orthogonal to the ISV bus. Migrating that kernel to
per-branch output would require rewriting iql_value_kernel +
iql_support_floor + C51/MSE loss kernel indexing in lockstep, which
the "no unrelated refactoring" constraint disallows. The loss-kernel
Bellman projection today uses V-centered bounds that are themselves
adaptive; the ISV v-range fix still lands the primary win (atom grid
+ warm-start agreement) without touching IQL.
Compile verified: cargo check -p ml + --workspace pass (SQLX_OFFLINE,
CARGO_INCREMENTAL=0, sccache). No TODO/FIXME/XXX introduced.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Diagnostic-only audit of all 22 ISV slots using train-mdh86 HEALTH_DIAG
(20 epochs, same oscillation pattern as train-rq6n8). Identifies three
dead writers (slots 2, 3, 4), one strongly anti-correlated signal
(slot 12 learning_health, r=-0.765 vs Sharpe), sample-0 bias in four
regime slots (8-11), and EMA-pollution risk on the Q-scale EMAs
(16, 21) that feed Kelly conviction + C51 bin weighting.
Produces a per-slot table with writer/reader citations and an ordered
fix list. Hypothesises the observed +34 → -67 Sharpe swing is driven
by health mis-reporting "improving" while policy diverges, q_dir_abs_ref
contamination collapsing Kelly, and the zero-writer TD-error EMA
disabling micro-reward regime awareness.
No code changes — reconnaissance only.
Compares the 51-feature TLOBFeatureExtractor (crates/ml-supervised/src/tlob/
features.rs + mbp10_feature_extractor.rs) against Foxhunt's 20-slot OFI
vector persisted in .fxcache.
Findings: of TLOB's 51 slots, 23 are placeholders (sine waves / hardcoded
constants), 12 duplicate existing OFI or 42-dim market features, and only
~10 carry genuinely novel information. Meanwhile the existing
MicrostructureState struct in ml-features already computes 10 features
(realized variance, Hawkes intensity, weighted book pressure, spread
dynamics, aggression ratio, queue-depletion asymmetry, order-count flux,
intra-bar momentum, regime score, OFI trajectory) that are dropped before
reaching fxcache — these dominate the TLOB novel candidates and require
zero new math.
Phase B plan (drafted inline): bump OFI_DIM 20→28, bump FXCACHE_VERSION
4→5, prioritize persisting the 10 Foxhunt-internal MicrostructureState
features before any TLOB-derived additions, sweep all hard-coded 18/20
constants across CUDA kernels + gpu_dqn_trainer.rs, and rely on the
ensure-fxcache Argo step for cache regeneration.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Extends grad_decomp_kernel to snapshot the trunk tensor slice (tensors
0..4 = w_s1, b_s1, w_s2, b_s2) in addition to the existing direction +
magnitude branch slices (8..12 / 12..16). Adds a new HEALTH_DIAG group:
grad_trunk [iqn=<abs> ens=<abs> c51=<abs> cql=<abs> distill=<abs>
rec=<abs> pred=<abs> cql_sx=<abs> c51_bs=<abs>]
Prior grad_split_bwd / grad_split_aux groups report mag_norm / dir_norm
ratios per loss component, computed over branch-head tensors only. That
measurement range structurally reports 0.0000 for any loss component
that writes exclusively to the trunk — IQN and Ens in particular. This
caused the persistent misdiagnosis that IQN-to-trunk was not wired; the
prior scoping in /tmp/foxhunt_research/iqn-to-trunk-wiring-scoping.md
confirmed the wiring is live (apply_iqn_trunk_gradient at
gpu_dqn_trainer.rs:4882) and that the zero reading was a blind spot in
the measurement pipeline.
Smoke confirms the diagnostic: after iqn_readiness ramps up (late
epochs), grad_trunk reports iqn=100..381 (real trunk SAXPY amplitude),
ens=0.07..3.57, c51=2.46..8.91 (value-head dueling path contributes
through trunk), while cql/cql_sx/distill/rec/pred stay near-zero — a
clean diagnostic baseline.
Also fixes stale documentation at dual-distributional-c51-iqn-design.md
that claimed "IQN trains in isolation — its gradients don't flow back
to the shared trunk": reworded to reflect current wired state with
file:function citation and explicit iqn_readiness gating note. Updated
the "What Changes" table ("IQN training") and "Implementation Order"
(Phase 1 marked DONE) with the same citation.
Changes:
- grad_decomp_kernel.cu: per-component result slot 2 → 3 floats
(mag_norm, dir_norm, trunk_norm); extra __shared__ sum_trunk +
tree reduction; new grad_trunk_start/trunk_len kernel args.
- gpu_dqn_trainer.rs: pinned result buffer 18 → 27 floats; snapshot
now does two copy_f32 passes (trunk → dst[0..trunk_len), branch →
dst[trunk_len..]); per-component slot offsets 0/2/… → 0/3/…;
grad_component_norms_trunk cached field + accessor; compute trunk
range from padded_byte_offset(¶m_sizes, 0..4).
- fused_training.rs: grad_trunk_norms_by_component() + per-component
grad_trunk_*_abs() accessors.
- training_loop.rs: HEALTH_DIAG emits new grad_trunk group ordered
[iqn ens c51 cql distill rec pred cql_sx c51_bs]; extended doc
comment explaining the three groups' roles.
- design spec (Problem #1 + What Changes row + Implementation Order):
stale "IQN trains in isolation" replaced by current wired-state
description, cites gpu_dqn_trainer.rs:4882 and readiness ramp at
gpu_dqn_trainer.rs:4228-4243.
Pure diagnostic — no training dynamics change, no atomicAdd, no tuning
knobs, no TF32 changes. Smokes unaffected (magnitude_distribution H10
regression pre-exists on HEAD 810b3c570; 4 other smokes pass).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Task 2.4: Relocates negative-tail compression from R6 reward-layer
(asymmetric_soft_clamp at experience_kernels.cu:78-81) to C51 Bellman
target smoothing (c51_loss_kernel.cu::block_bellman_project_f).
Functionality preserved — same invariant, better location. Upper +10
cap kept inline as fminf(reward, 10.0f) for numerical safety.
Deletions (reward layer — R6 no longer shapes the reward itself):
- asymmetric_soft_clamp() from experience_kernels.cu:78-81 (no callers)
- Reward-layer clamp replaced with fminf(reward, 10.0f) at ~1922
(segment_complete) + ~3049 (hindsight_relabel opt_reward)
- la slot from reward_contrib_fractions (was slot 4; tuple shrinks 5→4)
- loss_aversion_per_sample buffer from GpuExperienceCollector
(field + alloc + kernel arg + dtoh + memset, all removed)
- la={:.3} field from HEALTH_DIAG reward_contrib format string
- loss_aversion assertion from reward_component_audit smoke test
- loss_aversion comment reference in raw_returns comment block
Additions (gradient layer — R6 invariant moves here):
- Huber-style `if t_z < 0 { t_z = -10*(1-exp(t_z/10)); }` in
c51_loss_kernel.cu::block_bellman_project_f BEFORE v_min/v_max clamp
- Inline kernel comment documenting the relocation rationale
- Track 2 triage doc updated: R6 verdict DELETE → DELETED / RELOCATED
with landed-relocation notes (both call sites + C51 Bellman edit)
Task 2.5 Bug #6: Stale `patience_mult` docstring at
experience_kernels.cu:1144 referenced the defunct R7 V8 reward (deleted
in Task 0.8). Rewrote the reward-shape docstring to reflect current
post-V7 / Task 0.8 reality (sparse = 2.0 * vol_normalized_return, capped
inline) and notes the R6 relocation. Per feedback_trust_code_not_docs.md.
Per feedback_no_functionality_removal.md: R6's invariant is RELOCATED,
not deleted. The negative-tail compression — which protects against
catastrophic-loss-gradient dominance in the Q update — is now at the
Bellman target smoothing step where the invariant structurally belongs
(reward-inventory §"wrong-level regularization" pattern).
Tolerance band validation (smoke suite at this commit):
magnitude_distribution: F_Half=0.150 F_Full=0.237 (≥0.05 floor ✓)
(H10 eval_dist assertion fails pre-existing at HEAD 90e1e3dbb; not
introduced by this change — verified by running at HEAD before stash
pop, same [EVAL_DIST] 1.000/0.000/0.000 collapse.)
reward_component_audit: cf_flip=0.584 trail=0.304 (cf_flip≥0.1 ✓, PASS)
controller_activity: [CTRL_FIRE] anti_lr=0.000 tau=0.000 gamma=0.000
clip=0.400 cql=0.000 cost=0.000 (PASS)
exploration_coverage: entropy @ep5=0.988 @ep20=0.985 (PASS)
multi_fold_convergence: Best Sharpe 81.54/38.82/84.18 (≥20 floor ✓)
best_val_metric 0.043/0.024/0.049 (baseline was 0.028/0.018/0.019 at
policy-quality-baseline — 26 intervening commits of bug fixes from
Task 2.5 bugs #1–#7 would account for persistent drift; within
run-to-run variance of HEAD-pre-change)
Scoping output from the Full=0% investigation (post-Task-2.2 smoke showed
eval_dist [eq=0.580 eh=0.420 ef=0.000] — Quarter+Half recovered,
Full still 0%).
Root cause: Q-estimation bias (category C) — C51 expected-Q over atoms
systematically under-prices higher-variance bins. Full has 4x Quarter's
PnL variance per experience_kernels.cu risk scaling. Bias is already
documented at experience_kernels.cu:904 (commented as "structural
distributional bias — tight return distributions (Small) get higher
expected Q under the C51 softmax regardless of actual expected returns").
Not noise-starvation: Full picked on 32% of training samples across
60 epochs × 3 folds = ~61k Full samples. Ample data.
Proposed Task 2.X = Rank 1 + Rank 2 combined (~90 LOC):
Rank 1: per-bin variance weighting in C51 branch loss — amplify
Full's gradient by sqrt(var_f / mean_var)
Rank 2: Q-spread regularization — lambda * ReLU(target_spread -
Q_spread)^2 penalty preventing degenerate fixpoint
Alternative fixes ranked but not recommended:
Rank 3 per-magnitude reward shaping (~80 LOC) — only if data-disfavor
is confirmed at L40S
Rank 4 magnitude curriculum (~20 LOC) — rejected (noise-starvation ruled out)
Rank 5 state-vector enrichment (~150 LOC) — premature
Prerequisite: ~40 LOC of per-magnitude win-rate + realized-variance
instrumentation to confirm category C vs A at L40S scale.
L40S gating recommendation was:
ef >= 0.15 at L40S → Task 2.X not needed (smoke artefact)
0.05 <= ef < 0.15 → Task 2.X scoped but optional
ef < 0.05 → Task 2.X required
Per feedback_fix_aggressively.md (landed this session): we ship Task 2.X
ahead of L40S since the bias is already code-documented, the fix is
well-scoped, and the 90-LOC cost is reasonable. L40S validation (Task
2.8) will verify the fixed state end-to-end instead of the un-fixed one.
No deletions anywhere per feedback_no_functionality_removal.md.
Per feedback_no_functionality_removal.md: R5 was originally scoped as
DELETE in the Phase 2 plan and the Track 2 triage because
reward_contrib[3] = 0.000 across 60 / 60 smoke epochs and
dqn-smoketest.toml sets micro_reward_scale = 0.0. Re-examination during
Phase 2 Task 2.3 rejected the DELETE path:
- dqn-production.toml already sets micro_reward_scale = 0.1, so R5 is
load-bearing in production, not dead code. The 0.0 value in smoke is
deliberate test-isolation (td_propagation / magnitude_distribution /
reward_component_audit all want the sparse-reward TD path isolated).
- The state-vector OFI block at state[SL_OFI_START..SL_OFI_START+SL_OFI_DIM)
= [42..62) provides representation features for the encoder (policy
side). R5 is a per-bar reward gradient on the critic (critic side).
Different mechanisms — production deploys both together.
- R5 also reads PREV_MID (retrospective hold quality), which is NOT in
the state vector. That signal exists only in the kernel branch.
Changes — pure documentation, no behavior change:
- experience_kernels.cu: ~30-line comment block at the R5 wiring site
(~L1915) documenting the parameter-not-flag status, production vs
smoke values, why state-vector OFI is complementary not redundant,
and the feedback_no_functionality_removal.md seal.
- experience_kernels.cu: fix stale kernel-signature comment that claimed
OFI was at state[66..74). Correct range is [42..62) per state_layout.cuh.
- config.rs: extend DQNHyperparameters::micro_reward_scale docstring and
add a comment at the Default impl pointing back at the kernel site.
- gpu_experience_collector.rs: extend reward_contrib_fractions docstring
to mark the micro=0.000 slot as a SEMANTIC value when the loaded profile
has micro_reward_scale=0.0, not a wiring regression.
- track2-triage.md: R5 verdict changed from DELETE to FIX-documented-disable
with the rationale above; "Proposed Phase 2 changes" section 1 and
"Next Track 2 steps" updated accordingly.
Smoke tests: 3 / 4 pass (reward_component_audit, controller_activity,
exploration_coverage). magnitude_distribution is failing on baseline
HEAD c0fee5a9b as well — pre-existing H10 magnitude-head collapse
regression (eval dist_mag ef=0.000, eh=0.000), unrelated to R5.
Verified via git-stash round-trip: baseline fails, changes do not
introduce new failures.
Closes Track 2 R5 verdict (originally DELETE, now FIX-documented-disable).
User directive: "we don't remove functionality at all, we fix what's
broken". Standing rule captured in
~/.claude/projects/-home-jgrusewski-Work-foxhunt/memory/feedback_no_functionality_removal.md.
Phase 2 plan reframed:
* Task 2.3 (R5 micro-reward): was DELETE; now FIX — either (a) set a
non-zero scale that delivers real signal, or (b) document why it's
intentionally disabled while preserving the code path.
* Task 2.4 (R6 loss-aversion): unchanged — the relocation to C51
Bellman target is consolidation, not removal. Invariant preserved.
* Task 2.6 (E4 entropy-reg): was DELETE-CANDIDATE; now TUNE — if the
signal doesn't reach magnitude, re-route it rather than remove.
* Task 2.7 (C4 grad-clip): was DELETE-CANDIDATE; now
KEEP-AND-DOCUMENT — gradient clipping is a safety feature; run the
ablation for diagnostic, not for removal.
* H9 delete-magnitude-branch fallback: rejected permanently. On
magnitude convergence failure the fallback is per-magnitude reward
shaping / per-bin advantage weighting / curriculum / state enrichment.
Task 2.5 wiring-bug sweep unchanged (correctness fixes, not removal).
This commit updates only the planning narrative. Task execution hasn't
started on 2.3/2.6/2.7 yet, so no code changes required here. When
those tasks run, they will implement the fix-paths, not the
delete-paths.
