Commit Graph

5 Commits

Author SHA1 Message Date
jgrusewski
89a5d0b203 refactor(per-horizon): N_HORIZONS 5→3 — horizon_lambda + bce_loss + smoothness kernels
Three CUDA kernels + atomically-coupled Rust consumer:
- horizon_lambda.cu: N_HORIZONS_LAMBDA 5→3
- bce_loss_multi_horizon.cu: BCS_N_HORIZONS 5→3
- smoothness_lambda_controller.cu: SLC_N_HORIZONS 5→3 AND TARGET_K_RATIO
  rebased from old-horizon {30,100,300,1000,6000} sqrt formula to new
  {10,100,1000} → {1.0, 0.3162, 0.1}. Payload size 10 → 6 (2×N_HORIZONS).
- gpu_log.rs: payload_json decoders for RT_INPUT, RT_STATE, RT_OUTPUT
  records updated to 3-horizon field names (h30..h6000 → h10/h100/h1000)
  per feedback_no_partial_refactor.

Bucket-coupled kernels (bucket_transition, cfc_step_per_branch,
heads_block_diagonal_fwd, multi_horizon_heads) STILL HAVE N_HORIZONS=5
and bucket geometry constants. Next commit migrates those — they share
memory layout with Rust-side bucket_routing.rs which is already at
N_HORIZONS=3 / MAX_BUCKET_DIM=96, so kernel-side mismatch would be
silent data corruption at runtime.

decision_policy.cu N_HORIZONS comes from lob_state.cuh — Task 6 scope.

cargo build -p ml-alpha and -p ml-backtesting: cubins rebuild PASS.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:14:09 +02:00
jgrusewski
b5bed9f805 fix(crt-train): sqrt K-ratio in λ controller (tames h6000 bombardment)
Local trace at base_lambda=0.1 showed the linear ratio
{1, 0.3, 0.1, 0.03, 0.005} = HORIZONS[0]/HORIZONS[h] gave h6000 a
200x stronger target-undershoot signal than h30. The controller
slammed h6000 with smoothness gradient (peak λ[h6000]≈60) while h30
saw nearly none. h6000 val_auc collapsed to 0.514 (near-random)
while h100/h300 improved.

Replace with sqrt(HORIZONS[0]/HORIZONS[h]) = {1, 0.548, 0.316, 0.173,
0.0707}. Caps the differential at ~14x. Verified locally at base=0.1:
- h6000 val_auc recovered to 0.599 (vs 0.514 collapse, vs 0.621 no-smooth)
- jitter ratio h6000/h30 = 0.51 (meaningful differentiation, was 0.84 unforced)
- λ[h6000] equilibrium = 0.7-3 (was 4-60 with linear ratio at same base)

The design target (h6000 jitter = 7% of h30) is less aggressive than
linear (was 0.5%) but produces a tractable training equilibrium that
preserves h6000 predictive capacity. Both 500-step local AND the full
40k-step L40S retrain will tell us where it lands at scale.
2026-05-21 09:14:49 +02:00
jgrusewski
fa41b39ca4 refactor(gpu-log): rename feature cuda-diag-log → kernel-step-trace
Per user direction: feature-gating is appropriate for per-step diagnostic
logging (real perf/memory cost) but the name should be specific to the
mechanism, not a generic "diag-log" catch-all. kernel-step-trace
describes what the feature provides — per-step records written to the
ring by kernels.

Pure rename, no behavioral changes. Touched: Cargo.toml feature decl,
lib.rs cfg attribute, perception.rs (~25 cfg attributes including
not(feature) pairs), gpu_log.rs + smoothness_lambda_controller.cu doc
comments, gpu_log_ring_invariants.rs file-level cfg + ignore-attribute
text.
2026-05-21 01:44:29 +02:00
jgrusewski
adc3506d3e feat(gpu-log): wire smoothness_lambda_controller as first ring producer
Atomic refactor wiring the GPU log ring's first producer end-to-end:

- cuda/gpu_log_helpers.cuh (new): extract LogHeader/LogRecord/LogRing
  struct definitions + the log_record() device __forceinline__ helper
  into a shared header. Single source of truth — other kernels include
  this rather than redefining the structs.
- cuda/gpu_log_ring.cu: refactor to include gpu_log_helpers.cuh; retain
  only the gpu_log_tick kernel.
- cuda/smoothness_lambda_controller.cu: include gpu_log_helpers.cuh, add
  trailing (LogRing*, const int*) args, capture pre-EMA jitter +
  post-EMA jitter + target + excess_ratio into shared mem, and emit
  three records per call (RT_INPUT, RT_STATE, RT_OUTPUT) gated on
  non-null ring pointer.
- trainer/perception.rs: feature-gated (cuda-diag-log) ring allocation +
  step counter (mapped-pinned host shadow), gpu_log_tick launch FIRST
  inside the captured graph, two new pointer args on the smoothness
  controller launch (null when feature off), step-counter DtoD shadow
  alongside the other telemetry shadows, drain task spawn (skipped when
  no tokio runtime — sync tests still construct the trainer), and a
  feature-gated Drop impl that aborts the drain task on shutdown.
- tests/smoothness_lambda_controller_invariants.rs: pass null pointers
  for the two new kernel args; the kernel's nullptr guard preserves
  pre-existing behaviour.
- build.rs: rerun-if-changed on cuda/gpu_log_ids.h and
  cuda/gpu_log_helpers.cuh so header edits trigger cubin rebuilds.

Verified: cargo build / check --all-targets clean both with and without
the cuda-diag-log feature; 4/4 smoothness controller invariant tests
pass; 9/9 perception_overfit integration tests pass under the feature.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-21 01:36:18 +02:00
jgrusewski
19c24d7f5a feat(crt-train): add ISV-driven smoothness_lambda_controller kernel 2026-05-21 00:23:45 +02:00