Commit Graph

10 Commits

Author SHA1 Message Date
jgrusewski
448b61d095 refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants
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>
2026-04-11 11:54:09 +02:00
jgrusewski
09c515e3e9 fix(clippy): ZERO errors across entire workspace — CI ready
Final 31 ml crate fixes: unsafe_code allows, unused vars prefixed,
boolean simplification, dead code removal, integer suffix, drop cleanup.

cargo fix auto-removed ~30 unused imports from ml crate.

Total clippy cleanup: 278 errors → 0 across all ML crates.
Full workspace: `cargo clippy --workspace --lib -- -D warnings` = 0 errors.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-19 01:04:09 +01:00
jgrusewski
42e6e1053f fix(ml): validation, inference, hyperopt, PPO — GPU-native APIs
- validation/ppo_adapter.rs: complete rewrite, host-side PPO validation
- inference.rs: Arc<CudaStream> + CudaBlas + ActivationKernels
- hyperopt/adapters: 8 adapters migrated to UnifiedTrainable forward_loss
- trainers/ppo.rs: GPU collector VarStore, checkpoint, weight sync
- ppo/trainable_adapter.rs: PPO::new() constructor
- trainers/tft/trainer.rs: GpuTensor↔StreamTensor conversion helpers

334→65 errors (81% reduction). Remaining: StreamTensor vs GpuTensor
type mismatches in ensemble/trainable adapters.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 12:48:09 +01:00
jgrusewski
0d62bdba2e refactor(ml): eliminate candle from all 104 src files
Zero candle_core/candle_nn imports in ml/src/. Three-agent parallel migration:

- cuda_pipeline/ (19 files): Tensor→CudaSlice, Device→Arc<CudaStream>,
  VarMap→GpuVarStore, cudarc import path fixed
- trainers/ + adapters (45 files): DQN/PPO/TFT trainers, 10 ensemble
  adapters, 11 hyperopt adapters — all migrated to MlDevice, GpuTensor,
  GpuVarStore, GpuAdamW
- model dirs + infra (40 files): 10 trainable adapters, preprocessing,
  inference, transformers, validation, benchmarks

61 test/example files still reference candle — next commit.
candle-nn still in Cargo.toml (needed by tests until migrated).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 00:24:35 +01:00
jgrusewski
d95e205d4b refactor(ml): delete mixed_precision module — BF16 unconditional on CUDA
Eliminate the entire mixed_precision runtime indirection layer:
- Delete crates/ml-core/src/mixed_precision.rs (training_dtype, ensure_training_dtype, align_dim_for_tensor_cores)
- Inline ~100 call sites across 130 files to constants:
  training_dtype(&device) → candle_core::DType::BF16
  ensure_training_dtype(x) → x.to_dtype(candle_core::DType::BF16)
  align_dim_for_tensor_cores(x, &device) → (x + 7) & !7
- Remove re-exports from ml-dqn, ml-supervised, ml lib.rs
- Clean config/toml/json/shell references

No CPU/Metal training path exists — BF16 is the only dtype.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-16 16:11:48 +01:00
jgrusewski
686f180d7b fix(ppo): pure BF16 dtype alignment across all PPO networks and tensor ops
Cast all Tensor::full() / Tensor::from_vec() call sites to training_dtype
instead of defaulting to F32. Fixes dtype mismatch errors (BF16 vs F32)
in PPO training on CUDA:

- tensor_ops: scalar_mul, clamp, normalize match operand dtype
- trajectories: TrajectoryBatch/MiniBatch to_tensors cast to training dtype
- continuous_ppo: ContinuousTrajectoryBatch/MiniBatch to_tensors cast
- adaptive_entropy: cast entropy to F32 for alpha multiplication boundary
- continuous_policy: forward() input cast, Tensor::full scalars match dtype
- flow_policy: sample_base_noise cast to training dtype
- hidden_state_manager: reset tensors use training_dtype
- ensemble/ppo adapter: predict input cast to training dtype
- trainable_adapter: test uses training_dtype instead of hardcoded F32

Verified: 198/198 ml-ppo tests pass, 63/63 ml PPO tests pass.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-15 13:45:22 +01:00
jgrusewski
b4178952d4 fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates
- Cast input to weight dtype in DQN residual, rmsnorm, noisy_layers
- Set use_gpu=true in QNetworkConfig defaults and all config sites
- Resolve BF16 boundary mismatches in attention, curiosity, branching,
  distributional_dueling across ml-dqn
- GPU-resident regime ops with BF16 boundary casts, eliminate .expect() in CUDA paths
- Eliminate all Device::Cpu fallbacks — GPU-only across 10 ML crates
- PPO: cast logits to F32 before softmax, cast batch tensors to training dtype
- Gradient collapse detection for RegimeConditionalDQN
- Wire halt_grad_collapse from CUDA guard kernel to halt training
- Dead neuron detection uses active network VarMap + squeeze factored readback
- Increment gradient_logging_step in GPU PER path
- Gradient collapse warmup guards use original buffer_size
- Cap training steps per epoch + tracing migration
- Replace Tensor::all() with sum_all() for pinned Candle compatibility

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-15 11:59:31 +01:00
jgrusewski
cdb32cd8bf fix(dqn,ppo): comprehensive verification audit fixes — 14 files, 7 agents
DQN correctness:
- N-step Bellman target uses gamma^n (was gamma^1), fixing ~2% Q-value bias
- Cash reserve enforcement actually reduces position (was warn-only)
- CVaR sort_last_dim(true) for IQN random tau ordering
- Marsaglia-Tsang gamma sampling uses normal(0,1) not uniform(0,1)
- DQNConfig::default state_dim 51→54 (51 market + 3 portfolio)

PPO correctness:
- set_learning_rate preserves trained weights (was recreating entire model)
- update_value_only() for critic pretraining (was training both networks)
- PolicyNetwork::entropy() single forward pass (was 2x GPU compute)
- LSTM entropy uses proper H=-sum(p*log(p)) (was -mean(log_probs))
- grad_norm metric set to None (was reporting policy loss as gradient norm)

Config parity (train/eval/hyperopt/enhanced_ml):
- PPO hyperopt state_dim 51→54, value_hidden_dims 3→5 layer
- enhanced_ml feature_count 16→54, PPO policy_hidden_dims [128,64,32]→[128,64]
- Eval: tensor core alignment, Rainbow from hyperopt params, warmup alignment
- GPU batch model_state_dim 51→54 (matches kernel output)

Infrastructure:
- QNetwork dropout training mode (AtomicBool toggle, was always disabled)
- reward_history Vec→VecDeque (O(1) front removal, was O(n))
- Plateau detection distinguishes worsening from plateau in log messages

2732 tests pass, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-04 00:16:08 +01:00
jgrusewski
512535076f feat(ml): wire PPO to 45 factored actions via FactoredAction
sample_action(), act(), act_with_log_prob(), greedy_action() now return
FactoredAction instead of TradingAction. Fixes the architectural disconnect
where num_actions=45 output neurons were sampled through a 3-action bottleneck.

TrajectoryStep.action and TrajectoryBatch.actions now use FactoredAction.
Added FactoredAction::from_legacy() for backward compatibility in tests.

Updated all PPO consumers: trainers/ppo.rs, hyperopt/adapters/ppo.rs,
validation/ppo_adapter.rs, benchmark/ppo_benchmark.rs.

2487 tests pass, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:41:23 +01:00
jgrusewski
9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.

Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 11:56:00 +01:00