Commit Graph

10 Commits

Author SHA1 Message Date
jgrusewski
9c3383420b fix(ml): update remaining PPO num_actions: 3 → 45 in hyperopt and benchmark
Hyperopt adapter and PPO benchmark still had num_actions: 3, which would
produce misconfigured PPO models when used with the 45-action FactoredAction
sampling path. Found by spec compliance review.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:41:23 +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
2fbb19d9df refactor(ml): rename real_data_loader to data_loader
The real_ prefix was misleading — there is no fake data loader.
Mechanical rename across 18 source files, no logic changes.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:41:23 +01:00
jgrusewski
2aedc2ae1a feat(ml): comprehensive GPU saturation audit — 58 fixes across all 10 models
Phase 1 — Fix broken models (P0):
- Diffusion: wire optimizer_step to actually apply gradients (was no-op)
- TLOB: connect forward pass to projection layers (was Tensor::zeros)
- Mamba2: F64→F32 migration across 5 files (~30x faster on L40S tensor cores)

Phase 2 — Eliminate hot-path GPU sync stalls:
- Mamba2: keep dt on GPU in discretize_ssm (4 functions, no CPU round-trip)
- TFT: gate attention weight logging to eval only (8 syncs/forward eliminated)
- Mamba2: defer loss scalar after backward (pipeline stall removed)
- Mamba2: delete dead gradient clipping (4N wasted GPU syncs removed)

Phase 3 — Enable BF16 for supervised models:
- Flip mixed_precision defaults to true in 4 config locations
- Fix cuda_layer_norm to support BF16/F16 via F32 intermediate

Phase 4 — Raise hyperopt bounds for datacenter GPUs:
- 7 adapters with VRAM-aware tiers (TFT, Liquid, TGGN, KAN, xLSTM,
  Diffusion, TLOB) — L40S gets full hidden_dim range
- Fix L40S tier boundary (was excluded at <48000, now >=40000)

Phase 5 — Update memory estimates:
- 10 param_count estimates updated (DQN 200K→12M, TFT 2M→50M, etc.)
- Fix power-of-two rounding (was wasting up to 49% of budget)
- Correct MODEL_OVERHEAD_MB in DQN/PPO/TFT adapters

Phase 6 — Fix per-epoch CPU bottlenecks:
- PPO: deduplicate double advantage normalization (correctness fix)
- PPO: GPU tensor reward normalization + explained variance
- Fuse per-parameter grad norm to single GPU sync (xLSTM, KAN, TGGN)

Phase 7 — Data pipeline:
- GpuBufferPool: use from_slice (eliminate staging buffer copy)

Phase 8 — Correctness:
- TFT: remove broken .detach() in forward_checkpointed (restore gradients)
- Update stale RTX 3050 Ti doc references

33 files changed, 2451 tests pass, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:41:23 +01:00
jgrusewski
d63190b9b9 feat(ml): GPU full saturation — remove artificial caps and enable VRAM-aware scaling
Phase 1: Remove artificial caps
- TFT benchmark: VRAM-scaled batch sizes (4/16/32/64) replacing hardcoded max_batch=4
- Liquid CUDA: VRAM-aware config defaults (batch 256-2048, pool 10% VRAM)
- DQN trainer: remove double-clamp between AutoBatchSizer and HardwareBudget

Phase 2: Mixed precision in training
- DQN agent: add BF16/FP16 dtype casting in forward_with_gradients and
  forward_without_gradients (training was bypassing forward_mixed)

Phase 3: Reduce CPU round-trips
- DQN trainer: flat buffer select_actions_batch (eliminate Vec<Vec<f32>>)
- DQN trainer: early-skip experience extraction (avoid .to_vec() on invalid)
- EpochPrefetcher: AtomicBool is_ready() so callers can detect completion

Phase 4: Adaptive scaling
- HardwareBudget: tiered safety factor (0.70-0.85 by GPU size)
- AutoBatchSizer: VRAM-proportional batch_overhead_mb (1.5% instead of fixed 250MB)

2451 tests pass, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 11:42:38 +01:00
jgrusewski
56374a43ac feat(ml): VRAM-aware hidden dimension scaling for datacenter GPUs
DQN and PPO trainers now resolve hidden_dim_base from GPU VRAM when no
explicit override is given, so L4/L40S/H100 GPUs use proportionally
larger networks instead of being stuck at RTX 3050 Ti defaults (256).

- Add resolve_hidden_dim_base() tiered lookup (256/512/768/1024 by VRAM)
- Add network_param_count() for accurate model size estimation
- DQN: pre-compute hidden dims, use real param count for batch sizing
- PPO: add hidden_dim_base field, VRAM resolution in PpoTrainer::new()
- PPO hyperopt: raise hidden_dim_base ceiling from 2048 to 4096
- TFT hyperopt: expand hidden_sizes from [128,256,512] to 5 tiers
- Update stale estimates (DQN 50K→200K, PPO 100K→400K params)
- Fix pre-existing clippy lints in prefetch.rs and ppo.rs

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 11:02:56 +01:00
jgrusewski
4a1add5806 cleanup: delete 92 scattered .md files and .serena artifacts
Remove stale test reports, quick-start guides, benchmark analyses,
profiling reports, and tool artifacts from across the workspace.
Keeps only root README.md per crate/service.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 22:42:36 +01:00
jgrusewski
a8c4473812 feat(ml): BF16 benchmark variants for DQN and TFT
Add test configs validating BF16 mixed precision setup:
- DQN: MixedPrecisionConfig::for_ampere() (BF16, loss_scale=1.0)
- TFT: mixed_precision=true + use_mixed_precision=true

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 21:31:38 +01:00
jgrusewski
2b2ff4ffa5 feat(ml): maximize GPU utilization — BF16 mixed precision, dynamic sizing, sync reduction
Wire BF16/FP16 mixed precision end-to-end for DQN and PPO with auto-detection
from GPU name (Ampere+ → BF16, Volta/Turing → FP16). Add hidden_dim_base to
hyperopt and wire through training/eval binaries. Reduce GPU sync points: make
DQN NaN checks periodic (every 100 steps), replace PPO GAE GPU round-trip with
pure CPU implementation. Cache training data across hyperopt trials for all 10
models via Arc. Batch DQN experience storage (128x fewer lock acquisitions).
Correct VRAM constants and batch bounds for all 9 supervised model adapters.

28 files changed, +1207/-208 lines. 2418 tests pass.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 17:54:25 +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