Commit Graph

7 Commits

Author SHA1 Message Date
jgrusewski
b25ce1dcbf fix(dqn): replace hardcoded PER memory cap with dynamic VRAM-proportional budget
The GPU PER replay buffer had a hardcoded 4 GB MAX_BYTES limit that
rejected the auto-sizer's 10M-entry proposal on H100 (80 GB VRAM).
Now per_max_buffer_bytes() computes 20% of total VRAM (min 1 GB) and
flows through OptimalReplayConfig → DQNConfig → GpuReplayBufferConfig
so both subsystems agree on the budget.

Also fixes misleading regime detection log (indices 211/219 → 40/41)
and renames dqn_config_2025 → dqn_default_config.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 10:03:21 +01:00
jgrusewski
a5ea8713b6 feat(dqn): Branching DQN + KernelWeightPack + metrics propagation
Branching DQN (Tavakoli et al., 2018):
- 3 independent advantage heads (exposure=5, order=3, urgency=3) in CUDA kernel
- `use_branching` as hyperopt-tunable parameter (index 11 in 29D space)
- Branch weight pointers packed into KernelWeightPack struct

KernelWeightPack refactor:
- 87→38 CUDA kernel params by packing 48 weight pointers into 384-byte #[repr(C)] struct
- UNPACK_WEIGHT_PTRS macro in CUDA header for clean kernel-side access
- Single .arg(&weight_pack) replaces 48 individual .arg() calls

Hyperopt metrics in JSON output:
- Added `metrics: Option<serde_json::Value>` to TrialResult<P>
- `extract_metrics()` trait method with default None (DQN overrides)
- JSON output now includes per-trial backtest metrics (Sharpe, Sortino,
  Calmar, Omega, drawdown, win_rate, trades) + top-level best_metrics

Prometheus backtest gauges (Rust-side, no CUDA):
- 8 new gauges: foxhunt_hyperopt_best_{sharpe,sortino,calmar,omega,
  max_drawdown_pct,win_rate,total_trades,total_return_pct}

Dynamic episode scaling:
- Removed hardcoded 256 episode cap on small GPUs
- VRAM budget calculation in optimal_n_episodes() handles scaling naturally
- Removed stale .min(256) in PPO trainer

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 00:46:53 +01:00
jgrusewski
3a4b9a095b fix(gpu): hard-cap episodes to 256 on small GPUs (<=8 GB)
Prevents experience collector output tensors from starving backward
graph and GPU PER on VRAM-constrained GPUs like RTX 3050 Ti 4GB.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:28:01 +01:00
jgrusewski
b4602aa499 fix(gpu): refine VRAM headroom for runtime-measured free memory
free_memory_mb is sampled after model/optimizer load, so subtract only
backward-graph + fragmentation + data upload headroom (400 MB), not the
full model/PER/data stack. Increase collector share to 50%.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:27:25 +01:00
jgrusewski
d3ced2da44 fix(gpu): prevent OOM from overflow in replay buffer, dynamic shmem tiles
- Staging/GPU replay buffer: truncate batch when it exceeds ring buffer
  capacity (CPU fallback can flush 100K+ experiences at once)
- GpuExperienceCollector: compute shmem tile rows dynamically to stay
  under 48 KB default limit instead of hardcoded 64-row constant
- Auto batch size: subtract concurrent VRAM consumers (~530 MB model +
  optimizer + PER + data) before budgeting experience collector at 40%
- Hyperopt DQN adapter: GPU PER always on, include replay buffer in
  VRAM estimate for small GPUs (was excluded assuming CPU-only PER)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:26:43 +01:00
jgrusewski
3865354d8f perf(gpu): dynamic episode scaling + BF16 cross-entropy stabilization
GPU experience collector:
- Add GpuHardwareInfo with SM count detection from device name lookup
  (H100=132, A100=108, L40S=142, RTX 4090=128, etc.)
- optimal_n_episodes() scales to GPU: sm_count × 2 warps × 32 threads,
  capped by 15% free VRAM budget, 256-aligned for block scheduling
- Remove hardcoded .min(256) cap in trainer — auto-scales from 128 to 8192
- MAX_EPISODES_LIMIT raised from 256 to 4096

Numerical stability:
- BF16 cross-entropy epsilon: 1e-8 → 1e-4 (below BF16 precision floor
  1e-8 rounds to zero, making log-stabilization a no-op → -inf → NaN)
- Add log_probs.clamp(-20, 0) guard against -inf × 0 = NaN in loss

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 21:16:47 +01:00
jgrusewski
f951fddc86 refactor(ml): move memory_optimization/ + batch_size_resolver to ml-core (5d)
- Move memory_optimization/ (4.6K lines, 7 files) from ml to ml-core
- Move batch_size_resolver.rs to ml-core (now both deps in same crate)
- Add tempfile to ml-core dev-dependencies (qat tests)
- Re-export both modules from ml facade
- Keep checkpoint/ in ml (model_implementations.rs has model-specific deps)

185 ml-core tests + 2573 ml tests = 2758 total, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00