Commit Graph

18 Commits

Author SHA1 Message Date
jgrusewski
bfd2253a9d fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples
- GpuAdamW: add grad_scale param to CUDA kernel — gradient clipping was computed but never applied
- PPO load_checkpoint: load .actor.bin/.critic.bin weights (was Xavier re-init with TODO)
- CudaLinear::set_weights(): new method for checkpoint weight import
- TLOB/KAN/TGGN/Liquid backward: real GPU backprop via GpuLinear::backward() + GpuAdamW
- Mamba2 backward: SPSA gradient estimation replacing random pseudo-gradients (Spall 1992)
- Mamba2 adapter: wire SPSA backward with GPU-cached input/target/loss tensors
- TFT/xLSTM/Diffusion backward: explicit errors routing to native train() methods
- TLOB load_checkpoint: load .weights.json via GpuVarStore::import_from_host()
- train_baseline_supervised: 30 candle→native API fixes (Tensor/Device eliminated)
- evaluate_baseline: 38 candle→native API fixes (DQN/PPO/supervised GPU eval paths)
- evaluate_supervised: candle→native fixes (forward_loss instead of forward+compute_loss)
- cuda_test: rewrite to cudarc 0.19 (MlDevice, CudaSlice, memcpy)
- train_baseline_rl: Device→CudaContext for GPU double-buffer
- hyperopt_baseline_rl: CudaContext→MlDevice::cuda() for device pool
- xLSTM deterministic test: fix for stateful LSTM (hidden state changes between predictions)
- Liquid early stopping test: deterministic data for reliable convergence
- Mamba2Config: add spsa_epsilon field (default 0.01, serde backward-compatible)
- Clean stale candle comments from trainer, inference_validator, mamba optimizer

1853 tests pass (302+359+168+169+855), 0 failures, 0 clippy warnings, 8/8 examples compile.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-20 15:41:42 +01:00
jgrusewski
daf771c38d audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites
Every to_vec()/memcpy_dtoh across 48 files audited and annotated:
- ~100 false positives: Rust slice .to_vec() (cpu-side, never touches GPU)
- ~25 gpu-exit: legitimate scalar readbacks (loss, grad_norm, epoch state)
- ~20 test-only readbacks: gated by #[cfg(test)] scope
- ~10 cpu-side uploads: .to_vec() before from_vec() GPU upload
- ~3 checkpoint exports: export_to_host at epoch boundary

Annotations use inline comments: // cpu-side, // gpu-exit:, // test-only

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 19:36:41 +01:00
jgrusewski
84aaa2d7ac fix(ml): trainable adapters — correct UnifiedTrainable impl, GPU-native forward
7 adapters: KAN, TGNN, TLOB, TFT, xLSTM, Mamba, Liquid
- Correct trait methods: device_name(), forward_loss(&[f32], &[f32])
- GPU forward: GpuTensor::from_host → GpuLinear::forward → LossKernels::mse
- CudaContext→CudaStream→CudaBlas→GpuVarStore→GpuLinear→GpuAdamW init chain
- Backward: todo!() stubs (need GPU autograd — will fix in follow-up)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 10:47:24 +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
622d7cd757 refactor(cuda): replace Candle internals with GpuLinear/GpuTensor in model adapters
Convert forward paths of TGGN, Liquid CfC, and multi-timeframe LSTM
encoder from Candle Linear/Module/ops to cuBLAS-backed GpuLinear and
gpu_* element-wise ops from ml-supervised. Candle Tensor remains at
the UnifiedTrainable trait boundary; VarMap/AdamW retained for autograd.

- TGGN: forward uses GpuLinear + gpu_relu instead of candle_nn::Linear
- Liquid CfC: RNN loop uses GpuLinear + gpu_sigmoid/gpu_tanh/gpu_mul
- MultiTimeframeEncoder: LSTM gates use gpu_matmul + gpu_sigmoid/gpu_tanh
- Checkpoints save GpuLinear weights as JSON instead of safetensors
- Remove candle_nn::Module, candle_nn::Linear from adapter imports

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 19:08:45 +01:00
jgrusewski
2ea96c4c00 fix(cuda): restore graph capture, fix SCRATCH1_DIM OOB, fix BF16 grad norm
- CUDA training kernel: SCRATCH1_DIM = max(SHARED_H1, VALUE_H + ADV_H)
  fixes register array OOB in dqn_forward_loss_kernel distributional path
- gpu_dqn_trainer: restore CUDA graph capture/replay (was bypassed for
  debug), remove 4 debug stream.synchronize() that serialized GPU pipeline
- gpu_dqn_trainer: disable/enable cudarc event tracking around graph
  capture to prevent cross-stream event references from invalidating capture
- gpu_dqn_trainer: opt-in to >48KB dynamic shared memory when needed
- fused_training + gpu_backtest_evaluator: fork() dedicated stream for
  graph capture (legacy stream 0 does not support begin_capture)
- gpu_weights: update struct comments from scalar to distributional C51
  shapes, keep BranchingWeightSet::zeros() scalar-sized for experience
  collector placeholder buffers
- 5 supervised adapters (tgnn/tlob/kan/xlstm/diffusion): cast BF16 grad
  norm tensors to F32 before to_scalar::<f32>() extraction

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-16 22:45:08 +01:00
jgrusewski
450c23a6d0 refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack
- Remove ALL #[cfg(feature = "cuda")] guards (~400+ occurrences)
- Remove ALL #[cfg_attr(not(feature = "cuda"), ignore)] test annotations (~250)
- Make cuda default feature in 9 ML crates (ml, ml-core, ml-dqn, ml-ppo, etc.)
- Convert nvrtc JIT compilation to precompiled nvcc (searchsorted, prefix_sum)
- Move compile_ptx_for_device() to ml-core for shared access
- Delete dead CPU code: multi_step.rs, self_supervised_pretraining.rs,
  training_guard_gpu_tests.rs, CPU PER buffer paths, CPU Q-diagnostics
- Replace unwrap_or(Device::Cpu) with hard errors everywhere
- Remove dead is_cuda() else branches in DQN/PPO/hyperopt trainers
- Change config defaults from "cpu" to "cuda" (rainbow, tlob, pipeline)
- Port IQL value network to GPU kernel (5 CUDA entry points)
- Port HER goal relabeling to GPU kernel (warp-per-sample)
- Wire DSR GPU-to-CPU sync in training loop
- cfg!(feature = "cuda") → true in inference_validator

Zero warnings, zero errors across entire workspace.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-16 21:01:28 +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
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
341a2cadf0 feat(dqn): H100 curiosity module, branching config, regime conditioning + clippy clean
Adds curiosity-driven exploration (ForwardDynamicsModel + ICM reward),
configurable branching DQN fields (num_order_types, num_urgency_levels),
regime-conditional importance sampling with ADX/CUSUM thresholds, and
GPU curiosity training kernel support.

Also fixes remaining 5 clippy errors from WIP merge:
- gpu_smoketest: add 8 missing DQNConfig fields
- curiosity.rs: replace needless_range_loop with slice fill
- benchmark files: remove redundant #[cfg_attr] on unconditionally ignored tests

40 files changed, +1486/-1068 lines. 0 clippy errors, 0 warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-13 10:30:51 +01:00
jgrusewski
3db7f4828b refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)
Move TFT, Mamba-2, Liquid, TGGN, TLOB, KAN, xLSTM, and Diffusion model
implementations to ml-supervised. Bridge files (UnifiedTrainable adapters,
Checkpointable impls) stay in ml. Delete AsyncDataLoader (replaced by
StreamingDbnLoader + simple .chunks() batching). Remove empty ml-infra
scaffold — the remaining ml modules are too tightly coupled for clean
extraction, so ml stays as the orchestration facade.

- ml-supervised: 234 tests, 0 failures
- ml: 1687 tests, 0 failures
- Workspace: 0 compilation errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
7d1b0f232f refactor(ml): move core types to ml-core + dedup MLError (5a)
Move all inline type definitions from ml/src/lib.rs to ml-core:
MLError, MLResult, Trade, MarketRegime, HealthStatus, Features,
MLModel trait, ModelRegistry, ParallelExecutor, LatencyOptimizer,
TrainingMetrics, ValidationMetrics, InferenceResult, ModelMetadata.

Dedup: consolidate ConfigError{reason}/ConfigurationError(msg) into
single ConfigError(String) tuple variant (was 2 variants, 174 refs).

Cleanup: convert create_hft_* free functions to associated methods
(HFTPerformanceProfile::ultra_low_latency(), ParallelExecutor::hft()).

ml facade re-exports via `pub use ml_core::*`.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
864808e056 fix(ml): add ensure_training_dtype boundary casts to all model forward methods
After converting all VarBuilder sites from F32 to training_dtype (BF16 on
Ampere+ GPUs), input tensors from callers remain F32, causing dtype
mismatches in matmul/add/mul operations. This commit adds systematic
boundary casts across all 10 model architectures:

- Input boundary: ensure_training_dtype() at each model forward() entry
- Output boundary: to_dtype(F32) at each model forward() exit
- Internal intermediates: hidden state init, gradient extraction,
  positional encodings, causal masks, SSM state matrices, B-spline
  basis values all cast to match computation dtype
- Ensemble adapters: ensure_training_dtype after Tensor::from_vec

36 files, +293/-72 lines. 2640 tests pass, 0 failures, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 17:42:41 +01:00
jgrusewski
dc8ee1f630 feat(ml): BF16 VarBuilder for all 8 supervised models
Replace DType::F32 with training_dtype(&device) in VarBuilder::from_varmap
calls across TFT, Mamba2, Liquid/CfC, KAN, xLSTM, Diffusion, TGGN, TLOB.
61 sites changed across 25 files (production constructors + test helpers).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 16:23:03 +01:00
jgrusewski
3d679e824f feat(ml): GPU saturation final — DQN PER deferral, PPO trajectory batching, Liquid/TGGN sync reduction, DoubleBuffer wiring
- DQN PER: defer td_errors to_vec1() after loss.to_scalar() — piggyback on
  existing pipeline flush instead of forcing premature GPU→CPU stall
- PPO trajectories: capacity-hint Vec allocations, extend_flat_states methods,
  states_flat field on TrajectoryBatch for zero-copy GPU upload
- TGGN validate(): batch N per-sample losses on GPU → single to_scalar() sync
  (was N GPU→CPU syncs)
- Liquid backward(): batch grad-norm per-param sqr().sum_all() on GPU → single
  to_scalar() sync (was N GPU→CPU syncs per optimizer step)
- Liquid validate(): same N→1 GPU sync reduction as TGGN
- DQN trainer: restore EpochPrefetcher/DoubleBufferedLoader API (wrongly deleted)
- train_baseline_rl: wire DoubleBuffer GPU pre-upload — after CPU prefetch
  completes, immediately upload next fold to GPU via DqnGpuData::upload() so
  next fold starts with data already resident on GPU

2478 tests pass, 0 clippy warnings, 0 compile errors.

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
265bd2441c fix(ml,ci): zero-dim guards on all 10 models, eliminate warnings, unblock CI parallelism
- Add dimension validation in DQN, PPO, Mamba2, TGGN, TLOB, Liquid,
  KAN, xLSTM, Diffusion constructors (fail-fast on zero-dim inputs
  that would cause CUDA_ERROR_INVALID_VALUE at runtime)
- Add num_unknown_features > 0 guard to TFT (temporal input required)
- Fix 12 dead-code/unused warnings in test compilation
- Remove opt-level=3 and codegen-units=1 from target rustflags
  (was forcing O3 + single-thread codegen on dev/test builds)
- Remove hardcoded jobs=16 cap (cargo now auto-detects CPU count)
- Switch linker to clang+lld (2-5x faster linking)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-26 17:38:43 +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