Commit Graph

7 Commits

Author SHA1 Message Date
jgrusewski
379c0bee37 fix(dqn): cast F32 constants to input dtype for BF16 mixed precision on H100
On H100 with BF16 mixed precision enabled, Candle's comparison ops (gt,
lt, le, ge) and arithmetic ops require matching dtypes. F32 threshold
constants compared against BF16 state tensors caused every training step
to fail with "dtype mismatch in cmp, lhs: BF16, rhs: F32".

Fixes:
- regime_conditional.rs: ADX/CUSUM thresholds cast to adx.dtype()
- quantile_regression.rs: Huber kappa, zero, and half tensors match
  input dtype (both quantile_huber_loss variants)
- rainbow_network.rs: LeakyReLU slope and ELU alpha/one tensors cast
  to x.dtype()
- continuous_ppo.rs: Huber delta/half tensors cast to abs_diff.dtype()

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 17:13:46 +01:00
jgrusewski
5191fa022a perf(ml): replace remaining CPU tensor allocations with GPU-native ops
Eliminate all remaining from_vec(vec![const; N]) patterns and CPU
tensor roundtrips in the training hot path:

- gamma discount: from_vec → Tensor::full (DQN + distributional C51)
- C51 atoms: from_vec(computed Vec) → arange+affine, 4 instances
  across forward pass and C51 loss paths (online/standard/double-DQN)
- IQN cosine embedding indices: from_vec → arange+reshape
- IQN uniform quantiles: from_vec → arange+affine (τ_i = (i+0.5)/N)
- PPO clip epsilon: from_vec+ones+sub/add+tensor_clamp → scalar clamp
  (eliminates 6 intermediate tensor allocations, 2 call sites)
- Dead neuron detection: flatten+to_vec1+CPU loop → abs().le().sum_all()
  (single scalar per parameter tensor instead of full weight transfer)

548 tests pass (350 ml-dqn + 198 ml-ppo), ml crate compiles clean.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 23:22:39 +01:00
jgrusewski
b616d024ad fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates
Three fixes for GPU PER hot path:

1. IQN quantile loss used empty CPU weights Vec instead of GPU-resident
   weights_tensor_cached — caused CUDA_ERROR_ILLEGAL_ADDRESS from
   uninitialized GPU memory. Now uses cached GPU tensor matching C51
   and standard DQN paths.

2. GpuPrioritized add()/add_batch() replaced with StagedGpuBuffer:
   add() stages on CPU (Vec::push, zero GPU ops), sample() batch-flushes
   staging→GPU in one DMA before sampling. Production path (insert_batch_tensors)
   bypasses staging entirely — GPU→GPU with zero CPU.

3. All 9 ML sub-crates default to cuda feature so `cargo test -p ml-dqn`
   exercises GPU code paths on CUDA workstations. CI service crates use
   default-features=false, unaffected.

Test results: 350 passed (was 343+7 failed), 0 failed, 1 ignored.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 22:31:49 +01:00
jgrusewski
3d68e9feaf fix(ci): make CUDA non-default to unblock CPU service builds
- Remove cuda from default features in ml-core, ml-dqn, ml-ppo, ml
- Propagate cuda feature from ml → ml-core/ml-dqn/ml-ppo
- CI compile-training already uses --features ml/cuda explicitly
- Fix MaxDD log format: {:.1}% → {:.3}% (was rounding 0.033% to 0.0%)
- Suppress unused_labels/unused_variables warnings for cfg(cuda) code
- Add CALLBACK_ENDPOINT env to ml-training-service deployment
- Fix Grafana active_workers query to use sum() with fallback

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:12:03 +01:00
jgrusewski
b95ee9d336 refactor(ml): remove dead code across 8 sub-crates — delete 742 lines
Remove unused struct fields, dead methods, unreachable code across
ml-dqn, ml-supervised, ml-features, ml-ppo, ml-checkpoint, ml-labeling,
ml-observability, and ml-universe. Gate test-only infra behind #[cfg(test)].

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
58d0f535df refactor(ml): extract PPO module into ml-ppo crate (task 7)
Move 24 PPO source files + flow_policy/ from ml into standalone
ml-ppo crate. The ml crate's ppo module is now a thin re-export layer
(`pub use ml_ppo::*`) plus two bridge files (trainable_adapter.rs,
stress_testing.rs) that depend on ml-internal types.

Key changes:
- ml-ppo: 25 modules (incl flow_policy subdir), 198 tests, standalone
- ml: depends on ml-ppo, re-exports via ppo/mod.rs
- Import rewrites: crate::common::action → ml_core::action_space,
  crate::dqn::{mixed_precision,xavier_init} → ml_core::*,
  crate::gradient_accumulation → ml_core::gradient_accumulation
- ml tests: 1929 pass (down from 2127 — 198 moved to ml-ppo)
- Workspace: 0 errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
e440de4c6b feat(ml): scaffold sub-crate directory structure for ml split
Add 5 empty sub-crates (ml-core, ml-dqn, ml-ppo, ml-supervised, ml-infra)
to workspace. Modules will be moved from monolithic ml crate in subsequent
tasks.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:07 +01:00