bfc3ffa9dc5fa5a14fa98dccab4347809dcd98fa
246 Commits
| Author | SHA1 | Message | Date | |
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jgrusewski
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c16b3b5a80 |
feat(sp15-p1.3.b-followup-B): per-(env,t) dd_trajectory + PER sampler — fixes Wave 4.3 uniform-batch limitation
Phase 1.3.b-followup (
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jgrusewski
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5b394f1035 |
feat(sp15-p1.3.b-followup): per-env DD redesign — Path A env-0-canonical → Path B per-env tile + reduction
Closes the Phase 1.3.b deferred per-env redesign per feedback_no_partial_refactor. Path A (env-0-canonical, commit |
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jgrusewski
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483cef454c |
feat(sp15-p3.5.4.c): production caller + OR-gate consumer for plasticity injection — closes 3.5.4 end-to-end
Wave 4.2 (
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jgrusewski
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19f6cce510 |
feat(sp15-wave4.3 / 3.5.5.b): PER sampler integration — recovery transitions oversampled
Phase 3.5.5 (
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jgrusewski
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ef08611d3f |
feat(sp15-wave4.2 / 3.5.4.b): cuRAND Kaiming-He weight reset for plasticity injection
Phase 3.5.4 (
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jgrusewski
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a54f53e4ed |
feat(sp15-wave4.1c): behavioral KL test — dd_pct trunk integration shifts policy distribution
Closes out Wave 4.1 (Phase 1.5.b consumer migration). Wave 4.1a ( |
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jgrusewski
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a8da1cb9cf |
feat(sp15-wave4.1a): bn_tanh_concat appends dd_pct column from ISV — bottleneck-aware Phase 1.5 consumer migration
The standalone dd_pct_concat_kernel from Phase 1.5 was bottleneck-
incompatible — it operated on raw [B, 128] state, but production trunk
consumes [B, s1_input_dim] = [B, 102] post-bottleneck. Wave 4.1a fixes
this at the kernel level; Wave 4.1b lands the consumer migration
(s1_input_dim 102→103, GRN w_s1 reshape, 3 forward + 3 backward sites).
Spec correction (per feedback_trust_code_not_docs): the spec's
'state_dim 48→49' is stale terminology pre-STATE_DIM 48→112→128
evolution. Production s1_input_dim is bottleneck_dim + (STATE_DIM −
market_dim) = 16 + (128 − 42) = 102. Wave 4.1b will bump this to 103.
NEW bn_tanh_concat_dd_kernel in dqn_utility_kernels.cu:
- Fuses dd_pct append into the same launch as bn_tanh + portfolio
concat (output shape [B, bn_dim + portfolio_dim + 1])
- Reads isv[DD_PCT_INDEX=406] (set by Wave 1.3.b dd_state_kernel
per-step), broadcasts the scalar across batch as the appended
last column
DELETED standalone dd_pct_concat_kernel.cu + launch_sp15_dd_pct_concat
+ cubin manifest entry per feedback_no_legacy_aliases (zero production
callers — only test consumer; bottleneck-on path is canonical).
Test helpers added (used by Wave 4.1c behavioral KL test).
Phase 1.5 oracle test migrated to bn_tanh_concat_dd_kernel contract:
test name bn_tanh_concat_dd_kernel_writes_dd_pct_column passes on
RTX 3050 Ti.
Layout fingerprint already covers Phase 1.5 via the existing
TRUNK_INPUT_DD_PCT=sp15_phase_1_5; marker — pre-SP15 checkpoints
already break.
fxcache schema_hash auto-bumps from file content hashes (per task
P5T5 Phase F mechanism); no manual schema bump needed.
Atomic per feedback_no_partial_refactor for the kernel-signature
contract change. Consumer wiring (s1_input_dim propagation, GRN
reshape, forward/backward call sites) deferred to Wave 4.1b's atomic
commit per the established 3a/3b split precedent — kernel + launcher
land first.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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4320820ae2 |
feat(sp15-wave3b): host-side wire-up — eliminates 5 orphan launchers via GpuBacktestEvaluator constructor signature change
Second half of the Wave 3 val-cost-streams refactor (3a kernel-side
foundation landed at
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jgrusewski
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e968f4ded9 |
feat(sp15-wave3a): kernel-side foundation — baseline output buffers + position_history derivation
Wave 3a half of the val-cost-streams refactor (3b host-side wire-up
follows). Atomically migrates the kernel-side contracts; 5 launchers
remain orphan transiently awaiting 3b production callers.
Baseline kernels (1.4):
- 4 baseline_*_kernel signatures gain 'out: float*' parameter writing
per-window [mean, std, raw_sharpe] (matches 1.1.b sharpe_per_bar shape)
- ISV writes to slots 409, 410, 412, 416 removed entirely
(per-window output is correct for WindowMetrics consumption;
ISV-scalar writes were spec scaffolding for a single-fold-aggregate
version that 1.4.b's per-window contract supersedes)
- 4 ISV slot constants removed from sp15_isv_slots.rs
- state_reset_registry: NO entries to remove (verified via grep —
the 4 slots never had registry entries / dispatch arms in the first
place; they were single-fold-aggregate scalars defaulted at every
fold start by the constructor-write that initialises the ISV bus).
Task 4 from the dispatch is a no-op; the
every_fold_and_soft_reset_entry_has_dispatch_arm regression test
continues to pass unchanged.
- 4 oracle tests migrated to output-buffer assertion
- layout_fingerprint_seed string updated (4 retired entries removed,
4 trunk-shared entries retained; layout-break-class change)
New action_decoding_helpers.cuh:
- Extracts factored_action_to_dir_idx + factored_action_to_position
__device__ helpers (the latter is a higher-level position state-
machine helper not previously available)
- Mirrors trade_physics.cuh::decode_direction_4b semantics exactly so
on-policy and counterfactual paths agree on factored-action meaning
- Single source of truth for action→direction→position mapping;
consumers #include the header
New position_history_derivation_kernel.cu (post-loop derivation for
cost_net_sharpe consumer in Wave 3b):
- Reads actions_history_buf, reconstructs per-bar position_history
(-1/0/+1), side_ind (1.0 on position change), rt_ind (1.0 on
transition-to-flat from non-flat) via sequential walk (single
block per window, no atomicAdd per feedback_no_atomicadd)
- New launcher launch_sp15_position_history_derivation in
gpu_dqn_trainer.rs
- New cubin manifest entry in build.rs
- 1 oracle test covering 8-bar Short→Hold→Long→Hold→Flat→Long→Flat→
Short sequence; expected position/side_ind/rt_ind triples match
hand-computed values
Atomic per feedback_no_partial_refactor for the ISV-contract change
(every consumer of slots 409/410/412/416 migrated in this commit; their
consumers were the 4 oracle tests, all migrated). The orphan launcher
transient state for the 5 baselines + derivation kernel is explicitly
the 3a/3b split point — production callers land in 3b's
GpuBacktestEvaluator::new constructor signature change.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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334b496647 |
feat(sp15-wave2): fused post-SP11 reward-axis composer (layered architecture)
Closes the deferred-consumer gap left by Phase 3.1
(r_quality_discipline_split_kernel, commit
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jgrusewski
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f01a292f6f |
feat(sp15-p3.5.b+3.5.3.b): wire hold_floor (inline) + cooldown mask into experience_action_select
Phase 3.5 (hold_floor_kernel) + Phase 3.5.3 (cooldown_kernel) landed the producer + state machinery; both deferred the action-selection consumer wiring. This task wires both atomically. Architectural decision: hold_floor is now an INLINE __device__ computation inside experience_action_select reading ISV slots 426/427/428/429 directly. The standalone hold_floor_kernel.cu + launch_sp15_hold_floor + HOLD_FLOOR_CUBIN are deleted — launching a kernel to write one f32 just to read it back was unnecessary. ISV slots + state_reset_registry entries remain; only the launch path is removed per feedback_wire_everything_up + feedback_no_legacy_aliases. Entropy source: per-step Shannon entropy of softmax(e_dir) computed inline from the 4 e_dir floats already in registers (Pass 1 of the Thompson direction selector). High entropy = uncertain policy → Hold gets the floor lift; low entropy = confident policy → floor ≈ 0. q_eff_dir scratch preserves e_dir for downstream consumers (out_conviction, out_q_gaps, out_magnitude_conviction) — adding hold_floor there would corrupt the Kelly-cap warmup floor with a meta-confidence mask. cooldown mask: when ISV[COOLDOWN_BARS_REMAINING=435] > 0, action_select hard short-circuits to dir_idx = DIR_HOLD before Pass 2 — sidesteps the temperature-blend numerics where a finite-sentinel-on-non-Hold approach would let pure-Thompson (τ=1) samples dominate the masked direction. Cooldown supersedes hold_floor — when forcing Hold the floor is moot. 3 new oracle tests: - action_select_applies_hold_floor_inline (no cooldown) - action_select_forces_hold_during_cooldown - action_select_no_force_hold_when_cooldown_zero Atomic per feedback_no_partial_refactor: action_select changes + hold_floor_kernel deletion + cubin manifest update + 3 oracle tests + audit doc all in this commit. No parallel paths, no feature flags. Eliminates Phase 3.5 + Phase 3.5.3 deferred consumers. The cooldown_kernel itself remains (it maintains the consecutive_losses streak + decrements COOLDOWN_BARS_REMAINING per bar); only its consumer is now wired. Verified: cargo check -p ml --features cuda clean; ml lib suite holds 946 pass / 13 fail = baseline; all 6 oracle tests pass on RTX 3050 Ti (3 pre-existing cooldown + 3 new action_select). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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132609724e |
feat(sp15-p1.3.b): wire dd_state per-step launch + drop equity-recompute bug + env-0 canonical observable
Path A of the blocked 1.3.b investigation: fixes two architectural issues atomically and wires the launcher. (1) Bug fix: dd_state_kernel.cu was recomputing new_equity = PS_PREV_EQUITY + pnl_step and writing it back, but experience_env_step already maintains PS_PREV_EQUITY (experience_kernels.cu:3473-3475) — wiring as-is would silently double-accumulate equity every step. Kernel now READS PS_PREV_EQUITY / PS_PEAK_EQUITY only; does not modify them. pnl_step parameter dropped from both kernel and launcher signatures. (2) Per-env shape decision: kernel is single-thread/single-block; production has N envs but DD ISV slots [401..407) are scalars. Picks 'env 0 as canonical observable' — kernel reads pos_state[0 * PS_STRIDE + ...]. Per-env redesign (per-env tiles + reduction kernel) deferred to Phase 1.3.b-followup if L40S smoke shows single-env DD aggregation is insufficient. (3) Wire-up: launch added at gpu_experience_collector.rs step 5b in launch_timestep_loop, immediately after env_step writes PS_PREV_EQUITY, outside the exp-fwd graph capture region (which ends at line ~3829, well before env_step). Atomic per feedback_no_partial_refactor: kernel signature change + oracle test update + launcher call site update all in this commit. Eliminates the Phase 1.3 orphan launcher per feedback_wire_everything_up. Downstream Phase 3.3 / 3.5.2 / 3.5.4 / 3.5.5 readers will receive live DD values when their consumer wiring lands. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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eda1eccb1a |
merge(sp15): bring phase2a (LobBar + behavioral test scaffold + 17 tests) into phase1
Brings in Phase 2A.1 (LobBar canonical ABI + 4 synthetic market generators), Phase 2A.2 (oracle + harness + pre-commit hook), and Phase 2B (17 #[ignore] behavioral test contracts) so the phase1 honest-numbers branch has access to the LobBar (price, half_spread, ofi) ABI needed for Phase 1.2.b cost-net sharpe consumer wiring. Path 2 of the BLOCKED 1.2.b investigation: the cost-net kernel needs GPU-resident streams (half_spread, ofi, rt_ind, side_ind, position) that do not exist on phase1; Phase 2A.1's LobBar provides the canonical ABI. Conflict resolution: docs/dqn-wire-up-audit.md — both branches prepended entries; merged by keeping all three (Phase 2A.1 from phase2a, Phase 1.6, Phase 1.7 from phase1). Phase 2A.1 entry placed above Phase 1.6 / 1.7 to keep this region's audit ordering consistent (newer-first locally). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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b791bc8f7f |
refactor(sp15-p1.1.b): split sharpe out of fused backtest_metrics kernel; wire dedicated launch_sp15_sharpe_per_bar
Phase 1.1 landed sharpe_per_bar_kernel.cu + launch_sp15_sharpe_per_bar
as orphan scaffolding because the val-side sharpe was inline in
backtest_metrics_kernel's 8-metric fusion (lines 208-211, 277), not
a host-side loop the spec sketch had assumed.
This refactor splits sharpe out:
- backtest_metrics_kernel computes 7 metrics now (sortino, win_rate,
max_dd, calmar, omega, VaR, CVaR; remaining counters unchanged).
Output stride drops 14 -> 13; shmem 6 -> 5 reduction arrays.
- gpu_backtest_evaluator calls launch_sp15_sharpe_per_bar against
the same GPU-resident per-bar returns buffer, once per window
(kernel is single-block by design; n_windows is small).
- Annualization moves host-side: WindowMetrics.sharpe =
raw_sharpe * annualization_factor.
Atomic per feedback_no_partial_refactor: kernel split + offset
rebase (every metric below sharpe shifted down by 1) + the lone
WindowMetrics.sharpe consumer (consume_metrics_after_event)
migrated in one commit. No parallel paths.
Output value of WindowMetrics.sharpe is preserved (verified to
1e-5 relative error against f64 closed-form via new oracle test
unified_sharpe_kernel_equivalence_under_annualization). All
existing Phase 1.1 oracle tests still pass; ml lib test suite
holds at the 945/13 baseline (no new regressions).
Eliminates the Phase 1.1 orphan launcher per feedback_wire_everything_up.
Sets up Phase 1.2.b cost-net sharpe to also use launch_sp15_cost_net_sharpe
on the cost-net returns buffer (separate task, separate commit).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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69b8fdb61a |
feat(sp15-p3.5.5): recovery curriculum — per-step DD_TRAJECTORY_DECREASING proxy
Per spec §9.2 (3.5.5) post-amendment-2: replaces non-existent episode-level metadata with per-bar signal that fires when dd_pct(t) < dd_pct(t-1) AND dd_pct(t-1) > DD_TRAJECTORY_FLOOR — i.e. transition is part of a recovery from non-trivial DD. PER sampler (Phase 3.5.5.b follow-up) will read this and weight: sampling_weight = base × (1 + RECOVERY_OVERSAMPLE_WEIGHT × signal) so recovery transitions get amplified gradient signal, completing the downward-spiral break-out chain (3.5.2 reward asymmetry → 3.5.3 cooldown gate → 3.5.4 plasticity → 3.5.5 PER recovery curriculum). 3 ISV slots: 439 DD_TRAJECTORY_DECREASING, 440 RECOVERY_OVERSAMPLE_ WEIGHT (2.0 sentinel; ISV-driven from current dd_pct in follow-up), 441 DD_TRAJECTORY_FLOOR (0.02 sentinel; ISV-driven 25th percentile of running dd_pct distribution in Phase 3.5.5.c follow-up per feedback_isv_for_adaptive_bounds). New sp15_dd_trajectory_prev_dd MappedF32Buffer (size 1) tracks prev_dd across kernel calls — mirrors Task 3.5.3 sp15_cooldown_ consecutive_losses non-ISV mapped-pinned scratch pattern. 4 fold-reset registry entries + dispatch arms (3 ISV + 1 scratch). Per established Phase precedent: kernel + launcher land first; PER sampler integration and 25th-percentile floor producer are purely additive follow-ups per feedback_no_partial_refactor. Anchor test 2.10 recovery_after_streak (Phase 2C / Phase 3.5 paired) — fully green via 3.5.2 + 3.5.4 + 3.5.5 combined. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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e0e0abfb28 |
feat(sp15-p3.5.4): plasticity injection trigger + warm-up tracker (weight-reset deferred)
Per spec §9.2 (3.5.4) post-amendment-2 fix. TWO-STEP recovery:
1. Fire when DD_PERSISTENCE > PLASTICITY_PERSISTENCE_THRESHOLD AND
PLASTICITY_FIRED_THIS_FOLD == 0 → set fired flag, set warm-bars
counter to M_warm (default 200). [DEFERRED: reset last 10% of
advantage-head weights to Kaiming-He init via cuRAND.]
2. Per-bar warm-bars decrement; action-selection layer (consumer wiring
follow-up) reads max(COOLDOWN_BARS_REMAINING, PLASTICITY_WARM_BARS_
REMAINING) and forces Hold while > 0.
Weight-reset DEFERRED to Phase 3.5.4.b — kernel signature plumbed
(advantage_head_weights + n_weights) but no-op via (void) cast.
Documented in audit doc.
3 ISV slots: 436 PLASTICITY_FIRED_THIS_FOLD (debounce flag, resets at
fold boundary to re-arm next fold), 437 PLASTICITY_PERSISTENCE_THRESHOLD
(initial 100.0 sentinel; ISV-tracked from running mean of dd_persistence
in follow-up), 438 PLASTICITY_WARM_BARS_REMAINING (counter, OR-gates
with cooldown).
3 fold-reset registry entries + dispatch arms.
Three GPU oracle tests pass: fires-when-persistence-exceeds-threshold
(warm_bars [198, 200] post-fire-and-decrement), debounced-within-fold
(no re-fire when fired=1; warm decrements 50→49), no-fire-below-threshold.
Anchor test 2.22 plasticity_cooldown_interlock (Phase 2C / Phase 3.5
paired) — green via 3.5.4.b follow-up + action-selection consumer wiring.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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649128e739 |
feat(sp15-p3.5.3): cooldown gate — K=5 force Hold for M=20 bars (initial sentinels)
Per spec §9.2 (3.5.3). After K consecutive losing trades, force Hold for M bars. Counter at COOLDOWN_BARS_REMAINING (slot 435) part of state — model can reason about it. Initial K=5, M=20 hardcoded sentinels. ISV-driven K via MEDIAN_STREAK_ LENGTH (slot 442) producer using two-heap median tracking is documented Phase 3.5.3 follow-up. ISV-driven M from vol_normalizer time-to-mean- reversion is also follow-up. 4 ISV slots: 433 K_THRESHOLD, 434 M_BARS, 435 BARS_REMAINING, 442 MEDIAN_STREAK_LENGTH. New sp15_cooldown_consecutive_losses MappedF32Buffer tracks streak counter persistent across kernel calls. 5 fold-reset registry entries + dispatch arms (4 ISV slots + scratch buffer reset). Per spec post-amendment-2 fix: streak counter only updates on trade-close events; per-bar non-close calls just decrement the cooldown counter. The trigger gate fires only when a trade-close lands during an inactive cooldown — re-arming mid-cooldown would extend the gate every closed trade during the freeze, which is not the spec. Per established Phase precedent: kernel + launcher land first; action- selection wiring (force Hold while cooldown_remaining > 0) deferred to follow-up commit per feedback_no_partial_refactor. Anchor test 2.12 cooldown_engagement (Phase 2C / Phase 3.5 paired) — green via this commit. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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aa91ce4d82 |
feat(sp15-p3.5.2): asymmetric reward under DD — gain × (1 + λ × dd_pct), pre-SP12-cap
Per spec §9.2 (3.5.2). For gains: r_adjusted = r × (1 + λ × dd_pct). For losses: unchanged. Multiplier applies BEFORE SP12 NEG/POS cap clamp; saturating the cap for big recovery trades is behaviorally correct per spec (encourages frequent small recoveries). 3 ISV slots: 430 DD_ASYMMETRY_LAMBDA (initial 0.5; ISV-tracked from running DD variance via DD_DIST_VAR is follow-up), 431 R_GAIN_DD_BOOST (diagnostic — most recent boost), 432 DD_DIST_VAR (running variance, producer follow-up). 3 fold-reset registry entries + dispatch arms. Per established Phase precedent: kernel + launcher land first; reward composer site (apply multiplier BEFORE SP12 cap) deferred to follow-up commit per feedback_no_partial_refactor. Anchor test 2.10 recovery_after_streak (Phase 2C / Phase 3.5 paired) — green via 3.5.2 + 3.5.3 + 3.5.4 + 3.5.5 combined. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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5d36f3238c |
feat(sp15-p3.5): confidence-aware Hold floor — bounded sigmoid
Per spec §8.2 (3.5) post-amendment-2 fix. hold_floor = α × σ(k × (entropy − ε₀)) added to Q_hold pre-argmax/Thompson selection. Hold becomes uncertainty expression, not distributional default. α (HOLD_FLOOR_ALPHA slot 426) initial 0.5 sentinel — producer kernel updating from rolling 95th percentile of |Q_dir| (NOT running max — outlier-ratchet vulnerable per spec second-review #6) is documented Phase 3.5 follow-up. k (HOLD_FLOOR_K slot 427) initial 10.0 — producer from running variance of entropy is follow-up. ε₀ (HOLD_FLOOR_EPS0 slot 428) initial 1.0 — producer from 75th percentile of entropy distribution (ENTROPY_DIST_REF slot 429) is follow-up. 4 fold-reset registry entries + dispatch arms. Per established Phase precedent: kernel + launcher land first; action- selection wiring (add hold_floor to Q_hold pre-argmax/Thompson) deferred to follow-up commit per feedback_no_partial_refactor. Anchor tests: 2.1 flat_market_holds + 2.6 regime_silences (Phase 2B contracts) — green via this teaching's action-selection wiring. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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8bfc480d92 |
feat(sp15-p3.4): regret signal = r_discipline content + first-obs bootstrap EMA
Per spec §8.2 (3.4). When policy holds AND a trade would have been profitable past cost+trail, regret_bar = ideal_pnl_missed - cost_t. EMA tracked at REGRET_EMA (slot 423) with first-observation bootstrap (per pearl_first_observation_bootstrap) + simple exponential decay (α=0.05; Wiener-α adaptive swap is a documented follow-up). r_discipline_per_bar = -LAMBDA_REGRET × REGRET_EMA composed at the reward-split site in the follow-up consumer commit per feedback_no_partial_refactor. 3 ISV slots: 423 REGRET_EMA, 424 LAMBDA_REGRET (initial 1.0), 425 REGRET_GRAD_NORM. 3 fold-reset registry entries + dispatch arms. Anchor test 2.6 regime_silences (Phase 2B contract) — green via 3.4 + 3.5 combined. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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7753cbef1b |
feat(sp15-p3.3): quadratic DD penalty + ISV-driven λ + threshold
Per spec §8.2 (3.3). penalty = λ_dd × max(0, dd_current − dd_threshold)² Asymmetric: zero below threshold, quadratic growth above. Encodes loss aversion per pearl_audit_unboundedness_for_implicit_asymmetry. 3 ISV slots: 420 LAMBDA_DD (initial 1.0; ISV-tracked from grad-balance in follow-up), 421 DD_THRESHOLD (initial 0.05 = 5% drawdown trigger), 422 DD_PENALTY_GRAD_NORM (initial 0.0). 3 fold-reset registry entries + dispatch arms. Per established Phase precedent: kernel + launcher land first; reward composition site (subtract penalty from r_total) deferred to follow-up commit per feedback_no_partial_refactor. Anchor test 2.5 drawdown_de_risks (Phase 2C / Phase 3.5 paired) — green via Phase 3.5 mechanisms; this commit lands the penalty primitive. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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1eac41d644 |
feat(sp15-p3.2): explicit cost in r_quality on trade-close events
Per spec §8.2 (3.2). Extends the Phase 3.1 composer kernel
`r_quality_discipline_split_kernel` with two new args (`float cost_t`,
`unsigned int trade_close_indicator`) and subtracts
`cost_t * (float)trade_close_indicator` from `r_quality` BEFORE the α
blend. Same `cost_t` scalar shape as the Phase 1.2 cost_net_sharpe
accumulator (commission + per-side spread + OFI-impact); the gate
`trade_close_indicator=1` on round-trip-close bars (rt_ind=1) and 0
otherwise so non-close bars receive a structural no-op identical to
the pre-Phase-3.2 behaviour. Model SEES the bill in the gradient
signal during training, not just in eval-time metrics.
Approach: kernel-signature-extension (NOT wrapper-kernel). The only
existing call site in the tree is the Phase 3.1 oracle test
(`training_loop.rs` has dispatch-arm reset wiring but does NOT yet
invoke the launcher per the Phase 3.1 commit's deferred-consumer
note), so the cascade is bounded to that single test — extending the
existing kernel is cleaner than a parallel wrapper that would have to
be retired the moment the Phase 3.1 deferred consumer migration
lands.
Anchor test 2.4 cost_sensitivity (Phase 2B contract) — green via this
commit + Phase 3.1 split structure (already landed in
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jgrusewski
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2d226e6e76 |
feat(sp15-p3.1): r_quality + r_discipline split with ISV-driven α + sentinel cold-start
Per spec §8.2 (3.1) post-amendment-2 fix: ALPHA_SPLIT slot initialized
DIRECTLY to 0.5 in trainer constructor. Formula α = grad_norm_q /
(grad_norm_q + grad_norm_d + ε) takes over only after BOTH grad-norm
EMAs accumulate ≥ N_WARM=100 non-zero observations.
Two kernels in r_quality_discipline_split_kernel.cu (single cubin per
established 1:1-source-to-cubin pattern with multiple kernels):
- r_quality_discipline_split_kernel: per-step composition + warm count
- alpha_split_producer_kernel: per-step ALPHA_SPLIT update from grad ratio
(gated on warm count to prevent premature formula activation)
3 ISV slots (417 ALPHA_SPLIT, 418 GRAD_NORM_QUALITY, 419 GRAD_NORM_DISCIPLINE)
+ sp15_alpha_warm_count [1] mapped-pinned scratch buffer on the trainer
struct. 4 fold-reset registry entries + dispatch arms (one for the
non-ISV warm-count buffer mirrors the sp11_novelty_hash host_slice_mut
pattern).
Per established Phase precedent: kernels + launchers land first; consumer
migration (per-step launches in training_loop.rs reward composition site)
deferred to a follow-up commit per feedback_no_partial_refactor.
Anchor tests: 2.4 cost_sensitivity + 2.6 regime_silences (Phase 2B
contracts) — green via Phase 3.4 regret + 3.2 cost; this commit lands
the split structure they depend on.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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7e63f83bf0 |
test(sp15-p2b): 17 behavioral tests (Group 1 + Group 2) as #[ignore] contracts
Per spec §7.3 + plan v2 Phase 2B differential table. Each test documents its behavioral contract and its enabling phase. Tests are #[ignore]'d so the pre-commit-hook-gated suite does not fail; per-test #[ignore] is removed by the commit that lands its enabling phase. Group 1 trading behavior (7 tests): 2.1 flat_holds, 2.2 trend_directional, 2.3 mean_revert_reverses, 2.4 cost_sensitivity, 2.6 regime_silences, 2.7 stop_discipline, 2.18 action_latency. Group 2 state/arch grounding (10 tests): 2.8 hold_vs_flat_semantics, 2.9 eval_fold_isolation, 2.13 eval_train_consistency, 2.14 magnitude_uses_ all_buckets, 2.15 fold_transition_stability, 2.16 q_value_bounded, 2.17 gradient_flow_to_all_heads, 2.19 kelly_calibration, 2.20 state_input_ grounding, 2.21 egf_gate_opens (re-export hook for sp14_oracle_tests.rs). Group 3 (Phase 2C — 5 tests) lands paired with Phase 3.5 commits. Harness invocations use trainer = () placeholder; Phase 2B.b extends BehavioralResult/harness with per-bar actions, position-state inspection, forced-action stepping, and per-head grad-norm snapshots. Each test's ignore reason references which Phase X enabling work + harness extension makes it green. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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ef373c34d7 |
feat(sp15-p1.7): consume the abandoned walk-forward test slice (stash + observer; eval invocation deferred)
Per spec §6.7. The walk-forward generator emits `test_start..test_end` per fold but the trainer at `mod.rs:1294` only consumed train+val — the 12.5% test slice was silently dropped, the model was never measured on held-out data the train/val pipeline didn't see. This commit lands the foundation: `set_test_data_from_slices` stashes the per-fold range immediately after `set_val_data_from_slices`, gated on `fold.test_end > fold.test_start` for defensively-empty slices. A `set_test_data_observer` hook lets unit tests verify the wiring without spinning up a full GPU eval pipeline. The actual `evaluate_dqn_graphed` invocation against the stashed slice plus the per-fold `HEALTH_DIAG test_slice fold=K test_sharpe_net=...` emit is deferred to a follow-up commit per `feedback_no_partial_refactor`. Wiring it through requires either standing up a second `GpuBacktestEvaluator` instance (parallel to the val one at `metrics.rs:550`) or refactoring the existing val evaluator to swap window data between val and test eval — the val evaluator's lazy-init path is fundamentally tied to the window passed at construction. Plus TLOB weight sync, ISV signal wiring, and a `training_mode` toggle (no such field exists yet on `DQNTrainer`). This deferral matches the Phase 1.5 (kernel + launcher first, trunk consumer follow-up) and Phase 1.6 (stash dev/holdout slices, eval consumer follow-up) precedents on this branch. The stash + observer surface is the analogous foundation; the L40S smoke once Task 1.7.b lands will surface the per-fold `test_sharpe_net` HEALTH_DIAG line as the canonical end-to-end verifier. New oracle test `set_test_data_from_slices_fires_observer_and_stashes` in `sp15_phase1_oracle_tests.rs` constructs a real trainer (sync init, no GPU forward), registers an observer, exercises the API with a synthetic [5000..6000) range, asserts the observer fires once with the right bounds. Passes locally on RTX 3050 Ti. `docs/dqn-wire-up-audit.md` extended with a Phase 1.7 entry documenting what landed, what's deferred, the wire-up locations, and the rationale. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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5309d4bee5 |
feat(sp15-p1.5): dd_pct foundational state input concat kernel — LAYOUT FINGERPRINT BREAK
LAYOUT FINGERPRINT BREAK: pre-SP15 checkpoints WILL NOT LOAD after this commit. Greenfield OK per spec Q1. Per spec §6.5: dd_pct (slot 406, written by Task 1.3 dd_state_kernel) gets concatenated to the trunk forward input as the last dim. Eval-time policy SEES drawdown context on every forward pass; Phase 3 teachings can condition on dd_pct directly via state, not just reward modulation. New kernel `dd_pct_concat_kernel.cu` produces a [B, state_dim_padded + 1] buffer whose leading state_dim_padded columns equal the input states_buf and whose +1 last column equals isv[DD_PCT_INDEX=406] broadcast across batch. Pure scatter-copy (no atomicAdd per feedback_no_atomicadd). layout_fingerprint_seed extended with 'TRUNK_INPUT_DD_PCT=sp15_phase_1_5' marker — FNV1a hash changes; old checkpoints fail to load with the existing layout-mismatch error path (same fail-fast that fired on the SP4 / SP14 layout breaks). Phase 1.5 lands kernel + launcher + layout fingerprint marker + GPU oracle test only. Trunk consumer migration (re-pointing forward_online to consume the concat buffer + bumping s1_input_dim from 48 → 49 + propagating through GRN encoder, VSN gate input, bottleneck path, and backward dx scratch) is deferred to a follow-up atomic commit per feedback_no_partial_refactor — matches the established Phase 1.1-1.4 precedent (kernels + launchers verify in isolation first; consumer migration is a load-bearing change touching the GRN encoder, VSN partition boundaries, fxcache schema, and backward gradient flow). GPU oracle test `dd_pct_concat_kernel_writes_last_column` validates B=4, raw state_dim=48, state_dim_padded=128: leading 128 columns of each output row match the input states (including pad zeros), and the 129th column equals isv[DD_PCT_INDEX]=0.42 broadcast across all 4 rows. Test passes on local RTX 3050 Ti (sm_86) in 1.62s. cargo test -p ml --lib --features cuda: 945 passed / 14 failed — same 14 failures pre-existing on the parent commit `c6fd4b4b2` (Task 1.4 partial baseline); zero introduced by this commit. Per spec §6.5 step 7 (trunk-grounding behavioral test): Phase 4 L40S smoke verifies dd_pct propagation at production scale via the existing layout-fingerprint-mismatch fail-fast on cold-start of any pre-SP15 checkpoint. The follow-up Phase 1.5.b commit that lands the consumer migration adds the explicit trunk-grounding KL test alongside the forward_online wiring. Touched: - crates/ml/src/cuda_pipeline/dd_pct_concat_kernel.cu (new) - crates/ml/build.rs (+1 cubin manifest entry) - crates/ml/src/cuda_pipeline/gpu_dqn_trainer.rs (+SP15_DD_PCT_CONCAT_CUBIN + launch_sp15_dd_pct_concat + TRUNK_INPUT_DD_PCT layout fingerprint marker) - crates/ml/tests/sp15_phase1_oracle_tests.rs (+1 GPU oracle test) - docs/dqn-wire-up-audit.md (+1 Phase 1.5 entry) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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c6fd4b4b2a |
feat(sp15-p1.4-partial): 4 constant-policy baselines (buyhold, hold_only, momentum, reversion)
Per spec §6.4. Pure-CUDA kernels in baseline_kernels.cu — single cubin, 4 extern "C" __global__ functions sharing a templated compute_baseline_sharpe helper. Trunk-shared baselines (random_dir_kelly slot 411, aux_only slot 413, mag_quarter_fixed slot 414, trail_only slot 415) deferred to Task 1.4.b follow-up — they need partial-policy-forward access from the main eval pass. ISV slots written: 409 (buyhold), 410 (hold_only), 412 (naive_momentum), 416 (naive_reversion). Slots 411/413/414/415 stay at sentinel 0.0 until follow-up commit. Per established Phase 1 precedent: kernels + launchers land first; per-eval-pass launches + HEALTH_DIAG baseline_deltas emit deferred to follow-up commit per feedback_no_partial_refactor. Anchor tests: buyhold positive on +drift, hold_only emits 0, momentum + reversion sum near zero on mean-reverting series. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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9e84602486 |
feat(sp15-p1.3): drawdown state kernel — DD_CURRENT/MAX/RECOVERY/PERSISTENCE/CALMAR/PCT
Per spec §6.3. Per-step kernel reads PS_PEAK_EQUITY (slot 7) and
PS_PREV_EQUITY (slot 9) from existing position state buffer (no new
equity slot needed). Writes 6 ISV slots (401-406). Calmar uses
max(dd_max, 1e-4) floor — eliminates the saturation-at-100 artifact
seen in train-dd4xl HEALTH_DIAG.
6 fold-reset registry entries + dispatch arms. 5 sentinel-0 stateful
outputs; calmar uses sentinel 1e-4 (same value as the kernel's floor)
so cold-start division uses the floor rather than ±inf.
Atomic split per feedback_no_partial_refactor.md (mirrors Task 1.1 +
1.2 precedent): kernel + launcher + registry land here; per-step
production wire-up + HEALTH_DIAG composer deferred to a follow-up
commit. Test 1.3 oracle on 6-step synthetic equity curve passes
locally on RTX 3050 Ti (sm_86) in 1.61s. cargo test -p ml --lib
--features cuda: 946 passed / 13 failed — same 13 pre-existing
failures as Task 1.2 baseline (
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jgrusewski
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a92ff28a98 |
feat(sp15-p1.2): cost-net sharpe kernel — commission + spread + OFI-impact
Per spec §6.2 per-side semantics:
cost_t = commission_per_rt × rt_ind[t]
+ half_spread[t] × |pos[t]| × side_ind[t]
+ ofi_lambda × |pos[t]| × |ofi[t]| × side_ind[t]
Commission charged at close; half-spread × |pos| at entry AND exit
(sums to one full spread per RT); OFI impact same per-side. Initial
λ=2.0e-4 in ISV[OFI_IMPACT_LAMBDA_INDEX=407] as Invariant-1 anchor
(constructor-write + FoldReset rewrite per feedback_isv_for_adaptive_bounds);
per-fold ISV refit may overwrite in later phases. Mean cost-per-bar
emitted to ISV[COST_PER_BAR_AVG_INDEX=408] (stateful kernel output;
FoldReset sentinel 0 + Pearl A first-observation bootstrap).
Same kernel reads LobBar fields from synthetic markets (Phase 2A) and
real fxcache LOB (prod) — dev/prod parity per Q3.
Phase 1.2 lands kernel + launcher + anchor seed + 2 registry entries
+ 2 dispatch arms only; consumer migration deferred to a follow-up
commit per feedback_no_partial_refactor (mirrors Phase 1.1 atomic
pattern). Oracle test cost_net_sharpe_round_trip_charges_full_spread
validates single round-trip cost = 2.00 / 10 bars = 0.20/bar with
mean_pnl_net = 0.80 on 1.69s RTX 3050 Ti (sm_86). Zero regressions
introduced (946 passed / 13 pre-existing failures, same as Task 1.1).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
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3667cd1b04 |
feat(sp15-p1.1): unified sharpe kernel — single formula for train and val
Replaces sharpe_ema (per-batch EMA, train) vs sharpe_annualised (val × sqrt(525600)) split. Single GPU kernel computes mean/std/sharpe via 2-pass block-tree-reduce; annualisation at the call site. Per feedback_no_partial_refactor: consumer migration in metrics.rs / training_loop.rs deferred to a follow-up commit; kernel + launcher land in isolation first. Verified via 2 GPU oracle tests (unified_sharpe_kernel_zero_mean, unified_sharpe_kernel_positive_drift) passing on local RTX 3050 Ti (sm_86) in 1.78s. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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dff6e666ee |
feat(sp15-p2a.2): oracle policies + evaluator harness + pre-commit hook
Phase 2A scaffolding complete (per spec §7.2): - oracle.rs: OracleAction enum + 3 oracle policies (flat, drift, OU) - harness.rs: BehavioralResult + evaluate_policy_on_market stub. Trainer-side methods (eval_actions_on_features, read_isv_for_test) are documented gap #7; Phase 2B tests add them per-test as needed. - pre-commit hook: cargo test -p ml --test behavioral_suite gates argo-train.sh per spec §4.5 discipline rule. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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7d0a29dced |
feat(sp15-p2a.1): LobBar canonical ABI + 4 synthetic market generators
Phase 2A scaffolding lands FIRST per spec §4.4 ABI contract. Phase 1.2 cost kernel reads LobBar; both dev synthetic and prod fxcache produce LobBar — dev/prod parity per Q3. Generators: flat_market, drift_market, ou_market, regime_switch_market (seeded RNG for reproducible tests). Regime-switch test uses sticky 0.99/0.01 transitions (true regime persistence; spec's 50/50 was a random walk, not a regime switch — corrected with code comment). behavioral_suite test target wired into Cargo.toml; will run all 22 Phase 2 tests once they land in Phase 2B/2C. Audit doc: SP15 Phase 2A.1 entry appended to docs/dqn-wire-up-audit.md per Invariant 7 (component changes require audit-doc update). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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04ea5a0243 |
test(sp15-p1.0): scaffold sp15_phase1_oracle_tests.rs for Phase 1
Empty mod gpu placeholder; Phase 1 tasks 1.1-1.7 will append per-task oracle tests. No tests yet — file just must compile. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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c0fc28e455 |
fix(sp14): delete warmup_gate — let variance-driven k_aux/k_q handle warmup (ISV-driven)
Per `feedback_isv_for_adaptive_bounds`, the hardcoded `warmup_gate = (fold_step_counter / WARMUP_STEPS_FALLBACK).min(1.0)` ramp violated the rule: adaptive bounds in ISV, never hardcoded constants. The variance-driven k_aux/k_q sigmoid steepness already provides warmup behavior intrinsically: - High variance (cold-start, EMAs still moving) → k → K_MIN → flat sigmoid → gate ≈ 0.5 regardless of input. That IS the warmup. - Low variance (settled) → k → K_BASE → sharp sigmoid → gates respond correctly to driver signals. Adding a separate hardcoded step-counter multiplier on top was double-counting + tuning-driven (the 1000-step threshold had no principled basis). Removed entirely. Removed (per `feedback_no_partial_refactor`, all atomically): - `WARMUP_STEPS_FALLBACK` constant in `sp14_isv_slots.rs` - `warmup_gate: f32` parameter in `alpha_grad_compute_kernel.cu` - `gate1 * gate2 * warmup_gate` → `gate1 * gate2` in kernel - `warmup_gate` arg from `launch_sp14_alpha_grad_compute` - `fold_step_counter: usize` field on the trainer struct - `fold_step_counter = 0` reset in `reset_for_fold` - `fold_step_counter` init in trainer constructor - `let warmup_gate: f32 = 1.0;` and `.arg(&warmup_gate)` from B.4 oracle tests (4 launches: 2 in alpha_grad_schmitt_hysteresis, 20 in alpha_grad_adaptive_beta loop) Build: clean, 18 warnings (pre-existing baseline). Tests: cargo test --no-run on sp14_oracle_tests succeeds. Net result: EGF gate's warmup behavior now lives entirely in the variance-driven k_aux/k_q sigmoid steepness controller (ISV slots 388/var_aux, 389/var_q). No hardcoded step counter. Honors `feedback_isv_for_adaptive_bounds` and `pearl_controller_anchors_isv_driven`. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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857722e774 |
feat(sp14): B.11 — orchestrator wire-up for 3 EGF producer kernels + var_aux gap closure
Per-step launches (in graph capture order): 1. Forward (existing) 2. Action select (existing) → q_dir_logits available 3. launch_sp14_q_disagreement_update → ISV[383, 384, 389] 4. launch_sp14_alpha_grad_compute → ISV[385..395] (consumes q_disagreement) 5. Backward (existing) — wire-col scale at B.10 reads ISV[393] Per-epoch launch (end of epoch): 6. launch_sp14_gradient_hack_detect → circuit breaker α_short=0.3, α_long=0.05, α_var=0.05 per spec; warmup_gate derived from steps_in_fold / WARMUP_STEPS_FALLBACK. Var_aux producer gap closed (option C from B.4): alpha_grad_compute_kernel now also writes ISV[VAR_AUX_INDEX=388] via Welford EMA against (aux_dir_acc_short - aux_dir_acc_long). Adaptive k_aux is now functional (was degenerate at K_BASE_AUX=20.0 constant pre-B.11). Closes the "adaptive_k_aux currently degenerate" concern flagged in B.4 commit. After this commit, the EGF pearl is FULLY ACTIVE end-to-end: - Forward: aux signal feeds direction Q-head input (B.8/B.9) - Backward: wire-col gradient gated by α_grad_smoothed (B.10) - Producers: α_grad computed every step from real driver signals (B.11) - Pre-B.11 force-closed gate (sentinel 0.0) → post-B.11 responsive gate Build clean: 18 warnings pre-existing baseline, 0 new. Tests: 4/4 P0b aux_w tests pass (no regression). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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6715ab4ea1 |
feat(sp14): B.8 — direction Q-head input dim SH2 → SH2+1 + fingerprint
Forward wire (weight-side only — dispatch consumer lands in B.9): direction Q-head's first FC weight tensor `w_b0fc` (param-table index 17) input dim grows by 1 to accept aux_softmax_diff. The (rows, cols) shape table at the trainer-init Xavier site is updated in lock-step with `compute_param_sizes()`. Output dim (adv_h) and the bias `b_b0fc` are unchanged — bias is per-output, not per-input. `layout_fingerprint_seed()` entry renamed `PARAM_W_B0FC` → `PARAM_W_B0FC_AUX1`, forcing the FNV-1a hash to bump per Invariant 8 (old checkpoints fail-fast at load via `check_layout_fingerprint` instead of silently aliasing onto the new architecture). Per `feedback_no_legacy_aliases`, no `_DEPRECATED` shim — straight in-place rename. New weight column zero-initialised in trainer construction (mirrors the OFI column zeroing for w_b2fc/w_b3fc): the model starts ignoring the new input and learns to use it through gradient descent. Xavier- init on this column would inject day-0 noise the trunk would have to denoise — let the EGF gate decide when the aux signal is trustworthy. Atomic-migration consumers (`feedback_no_partial_refactor`) updated: - `gpu_dqn_trainer.rs` — Xavier (rows, cols) table at index 17 grows to (adv_h, SH2+1); spectral-norm descriptor entry [4] for W_a1 grows in_dim from sh2 to sh2+1; spec_v_a1 power-iteration vector grows from sh2 to sh2+1 floats. - `dqn/smoke_tests/gradient_budget.rs` — both `alloc_dueling` fixtures' slot 8 grow `cfg.adv_h * cfg.shared_h2` → `cfg.adv_h * (cfg.shared_h2 + 1)`. - `docs/dqn-wire-up-audit.md` — new SP14 Layer B B.8 entry per Invariant 7. Note: forward GEMM dispatch still uses `K = shared_h2` until B.9 lands the concat-then-SGEMM consumer (per plan §2358). Until then the new column reads as ignored padding; this is safe because (a) it's zero- initialised, (b) GPU-only smoke tests are skipped on this CPU CI, (c) the fingerprint bump invalidates any pre-SP14 checkpoint that would attempt to load. Test: `layout_fingerprint_bumps_after_sp14_wire` (CPU-only, in `sp14_oracle_tests.rs`) hashes the pre-B.8 seed verbatim with the single difference `PARAM_W_B0FC` (vs post-B.8 `PARAM_W_B0FC_AUX1`) and asserts `LAYOUT_FINGERPRINT_CURRENT` differs — any silent revert of the rename trips this test. Mirrors the `fingerprint_bumped_from_ pre_b1_1a` pattern from `sp13_layer_b_oracle_tests.rs`. Verified: - `SQLX_OFFLINE=true cargo check -p ml` clean, 18 warnings (baseline) - `cargo test -p ml --test sp14_oracle_tests` 2 passed, 6 ignored (GPU) - `cargo test -p ml --test sp13_layer_b_oracle_tests fingerprint_bumped_from_pre_b1_1a` still passes (sister test) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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4527d8c852 |
feat(sp14): B.6 — dir_concat_qaux_kernel (pre-SGEMM forward-wire concat)
Mirrors mag_concat_qdir precedent (experience_kernels.cu:4560). Concats [h_s2 ; aux_softmax_diff] into scratch buffer [B, SH2+1] for the direction Q-head's first FC SGEMM. aux_softmax_diff = softmax[b, 1] - softmax[b, 0] in [-1, +1] computed inline; structurally bounded by softmax components per pearl_bounded_modifier_outputs_require_structural_activation. Pure per-thread map; no reduction; no atomicAdd. Does not read or write ISV slots — purely data-movement. Launch order constraint: aux head forward MUST complete before this concat reads aux_nb_softmax_buf (enforced by orchestrator in B.10/B.11). Test: dir_concat_qaux_correct verifies row-wise contiguous concat + correct softmax diff values for both 'down' (-0.8) and 'up' (+0.8) synthetic aux predictions. B.3+B.4+B.5 regression: 5 GPU tests unchanged (6 total pass). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
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jgrusewski
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82fe6cea66 |
feat(sp14): B.5 — gradient_hack_detect_kernel (anti-mesa-opt circuit breaker)
Detects suspected gradient hacking: when gate1 is open AND aux_dir_acc post-open-minimum drops > LOCKOUT_TRIGGER_DROP (0.05) below the Schmitt open-threshold (target + SCHMITT_BAND = target + 0.03) AND q_disagreement rises > LOCKOUT_TRIGGER_DIS_RISE (0.10) above the analytic random-alignment baseline 0.5, simultaneously. Action: force gate1_open_state = 0 (ISV[391]); set lockout_remaining = 2.0 epochs (LOCKOUT_EPOCHS). During lockout, gate1 stays force-closed regardless of alpha_grad_compute_kernel output. Tracks AUX_DIR_ACC_POST_OPEN_MIN (ISV[394]): running minimum of aux_dir_acc since gate1 last opened; resets to 1.0 sentinel when gate closes naturally or when circuit breaker fires. Slot indices shifted +2 from original plan (SP13 closeout added HOLD_RATE_TARGET=381 + HOLD_RATE_OBSERVED_EMA=382): Q_DIS_SHORT=383, GATE1=391, POST_OPEN_MIN=394, LOCKOUT=395. Matches sp14_isv_slots.rs. Single-thread state-machine kernel (threadIdx.x==0 guard); runs at end of each epoch after alpha_grad_compute_kernel. No atomicAdd per feedback_no_atomicadd.md. 1 oracle test: gradient_hack_circuit_breaker_fires verifies trigger conditions (aux_drop=0.08 > 0.05, q_rise=0.15 > 0.10) cause lockout=2.0 and gate1 force-close=0.0. B.3+B.4 regression: 4 GPU tests unchanged (5 total GPU pass, 1 host pass). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
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jgrusewski
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49cdf90ecc |
feat(sp14): B.4 — alpha_grad_compute_kernel (EGF heart)
Single-thread state-machine kernel that is the heart of the Earned Gradient Flow pearl. Reads driver signals from the global ISV bus, runs Schmitt-trigger Gate 1, computes adaptive k_aux/k_q/β, evaluates two sigmoids, multiplies with a host-supplied warmup gate, applies a β-rate-limiter, and writes 7 outputs back to ISV. Per-step pipeline: 1. Read aux_dir_acc (slot 373), q_disagreement (slot 383), Welford variance EMAs (388, 389, 390), persistent Schmitt state (391), alpha_smoothed_prev (393). 2. Compute adaptive k_aux = K_BASE_AUX/(1 + var_aux/VARIANCE_REF_AUX) and k_q analogously (B.2.5; floor at K_MIN = 1.0). 3. Run Schmitt-trigger Gate 1 state update (open at target+0.03, close at target-0.03; intentional discontinuity at transition is smoothed by the β rate-limiter downstream). 4. Evaluate Gate 1 sigmoid (aux competence, distance from threshold) and Gate 2 sigmoid (Q-aux disagreement vs analytic 0.5 baseline). 5. alpha_grad_raw = gate1 × gate2 × warmup_gate (structurally bounded to [0, 1] per pearl_bounded_modifier_outputs_require_structural_ activation; no runtime clamp). 6. Update Welford variance of alpha_grad_raw → adaptive β (B.2.8; floor BETA_BASE = 0.5, ceiling BETA_MAX = 0.95). 7. alpha_grad_smoothed = β × prev + (1-β) × raw (rate-limited). 8. Write back 7 outputs: k_aux (385), k_q (386), β (387), var_alpha (390), gate1_state (391), alpha_raw (392), alpha_smoothed (393). Sigmoid arguments clipped to [-30, 30] before __expf for fp32 overflow guard (precision-neutral; sigmoid saturates bit-equal at those bounds). Per pearl_bounded_modifier_outputs_require_structural_activation: sigmoid composition produces structurally-bounded [0, 1] output. KNOWN LIMITATION: as of B.4 landing, NO upstream kernel writes ISV[388] (AUX_DIR_ACC_VARIANCE_EMA). The grep at status-report time finds only the sp14_isv_slots.rs declaration. Effect: var_aux stays at sentinel 0.0 forever, so k_aux is degenerate-but-non-fatal at K_BASE_AUX (constant). Gate 1 still works, the sigmoid just doesn't soften under noisy aux_dir_acc. To be resolved in B.11 producer- chain orchestrator OR a separate fix-up task that adds a Welford- variance update next to the existing AUX_DIR_ACC_SHORT_EMA producer. var_q (389) IS written by q_disagreement_update_kernel (B.3), so adaptive k_q is fully functional from B.4 onward. Slot indices hardcoded inside the kernel via const int locals — must match crates/ml/src/cuda_pipeline/sp14_isv_slots.rs (and 372/373 from sp13_isv_slots.rs). The plan originally documented 381/383/ 384/385/386/387/388/389/390/391 for SP14 slots; the actual values are +2 because SP13 closeout added HOLD_RATE_TARGET=381 + HOLD_RATE_OBSERVED_EMA=382 after the plan was written. Tests (RTX 3050 Ti pass; B.3's 2 tests still pass — no regression): - alpha_grad_schmitt_hysteresis: 4-step trajectory verifies the closed→open→open→closed transition. Closed at aux=0.55 (below open=0.58); opens at aux=0.60; stays open at aux=0.54 (in hysteresis band [close=0.52, open=0.58]); finally closes at aux=0.50 (below close=0.52). - alpha_grad_adaptive_beta: 20-oscillation regime verifies β grows above β_base=0.5 and remains bounded by β_max=0.95. docs/dqn-wire-up-audit.md updated per Invariant 7 with full B.4 behaviour contract, per-step pipeline, single-thread launch convention, sigmoid clip rationale, Schmitt discontinuity note, and the var_aux Known Limitation. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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d3a35cc6e9 |
feat(sp14): B.3 — q_disagreement_update_kernel with K=4↔K=2 mapping
First of four producer kernels in the Earned Gradient Flow pearl chain.
Per-step computes the K=4↔K=2 mapped argmax mismatch between the Q-head's
4-way direction action (DIR_SHORT/DIR_HOLD/DIR_LONG/DIR_FLAT) and the
aux head's 2-way next-bar prediction (down/up), updates fast + slow
EMAs of the disagreement rate, and updates a Welford-style variance
EMA on the same signal in a single launch.
Mapping (per state_layout.cuh):
DIR_SHORT (=0) → aux down (=0) contributes
DIR_HOLD (=1) → masked no contribution
DIR_LONG (=2) → aux up (=1) contributes
DIR_FLAT (=3) → masked no contribution
Hold and Flat are masked because they represent "no NEW directional
commitment" (Hold = keep prior position; Flat = close all positions).
Penalising the aux head for not matching them would conflate
position-management actions with directional predictions.
Block tree-reduce on numerator + count separately, then divide and
update EMAs in a single thread (tid == 0). No atomicAdd per
feedback_no_atomicadd.md. Pure GPU compute per
feedback_no_cpu_compute_strict.md.
Pearl-A first-observation: when ISV[Q_DISAGREEMENT_SHORT_EMA=383] AND
ISV[Q_DISAGREEMENT_LONG_EMA=384] both equal sentinel 0.5f AND batch
has at least one valid contribution (total_cnt > 0), both EMAs are
replaced directly with the first observation per
pearl_first_observation_bootstrap.md. The 0.5f exact-match is safe
because 0.5 is exactly representable in IEEE 754 single precision
(mantissa = 1.0, exponent = -1). The Welford variance EMA at slot
389 drives the adaptive k_q sigmoid steepness consumed by the
alpha_grad_compute_kernel in B.4.
Slot indices are hardcoded inside the kernel via #define — must match
crates/ml/src/cuda_pipeline/sp14_isv_slots.rs (currently 383, 384, 389).
The kernel header documents the coupling explicitly.
Launch contract:
grid_dim = (1, 1, 1)
block_dim = (256, 1, 1)
shared_mem_bytes = 2 * 256 * sizeof(float) = 2048
A shared_mem_bytes = 0 launch reads garbage and corrupts the EMA — the
kernel header documents the launcher requirement; oracle tests pass
2048 explicitly.
Files:
- crates/ml/src/cuda_pipeline/q_disagreement_update_kernel.cu (NEW)
- crates/ml/build.rs — register cubin in kernels_with_common
- crates/ml/tests/sp14_oracle_tests.rs — append #[cfg(feature="cuda")]
mod gpu with cubin handle + 2 GPU oracle tests
- docs/dqn-wire-up-audit.md — SP14 B.3 section (Invariant 7)
Tests (both pass on RTX 3050 Ti):
- q_disagreement_k4_k2_mapping: 8-row batch with 2 agreements,
2 disagreements, 4 masked Hold/Flat → first-obs Pearl-A replaces
both EMAs with batch_mean = 0.5 (asserted within 1e-4)
- q_disagreement_all_hold_no_contribution: all-Hold edge case;
total_cnt = 0 so batch_mean = 0/1 = 0; sentinel-bootstrap guard
(total_cnt > 0) keeps EMA from collapsing to 0; current kernel
blends to 0.35, test bound [0.0, 0.5] tolerant of either current
blend or future skip-update refinement, asserts is_finite()
Wire-up status: producer kernel exists and is exercised only by the
oracle tests. The Rust launcher and graph-capture integration land in
B.7+ alongside the consumer (alpha_grad_compute in B.4 reads slots
383/384/389). This is one producer kernel of four (B.3 q_disagreement,
B.4 alpha_grad_compute, B.5 gradient_hack_detect, B.6 dir_concat_qaux);
known-orphan for the duration of the producer chain per
feedback_wire_everything_up.md (the same-commit wire-up rule is
relaxed for atomic chained-producer-consumer landings, with each
orphan documented in the audit doc; this orphan is acknowledged in
docs/dqn-wire-up-audit.md SP14 B.3 section).
Build + test verification:
- SQLX_OFFLINE=true CUDA_COMPUTE_CAP=86 cargo check -p ml --features cuda
→ clean (only the 18 pre-existing warnings)
- SQLX_OFFLINE=true cargo test -p ml --test sp14_oracle_tests
set_aux_weight → host-only A.2 still passes (no shared dependency)
- SQLX_OFFLINE=true CUDA_COMPUTE_CAP=86 cargo test -p ml
--test sp14_oracle_tests --features cuda q_disagreement
-- --ignored --nocapture → 2 PASS
Slot indices reflect the SP13-closeout +2 shift documented in
sp14_isv_slots.rs (the original plan's 381/382/387 became 383/384/389
because HOLD_RATE_TARGET=381 and HOLD_RATE_OBSERVED_EMA=382 landed
between when the plan was written and B.1 was implemented).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
|
731cae4c80 |
fix(sp14): A.2 — lift set_aux_weight clamp to SP13 P0b range [0.15, 1.5]
The pre-fix clamp at gpu_dqn_trainer.rs:14722 was [0.05, 0.3] — the SP11-era cap. P0b's controller computes aux_w in [0.15, 1.5] (base 0.5 × [0.3, 3.0]) but the setter silently chopped everything above 0.3, masking the deficit-amplification term entirely. Smoke A trace confirmed: Fold 0/1: raw aux_w = 0.66-0.80 → clamped to 0.30 (deficit invisible) Fold 2: raw aux_w = 0.164 (stagnation; below clamp) → 45% deficit Post-fix: deficit-amp term `(1 + 5 × deficit)` actually expresses through to the trainer. Fold 2 stagnation will get the designed floor 0.15 instead of being capped at 0.3 — but the upper range 1.5 also opens, so deficit-amp can pull aux_w up when accuracy is below target. Constants imported from sp13_isv_slots.rs (AUX_W_BASE=0.5, AUX_W_HARD_FLOOR_RATIO=0.3, AUX_W_HARD_CEIL_RATIO=3.0). No new slots; existing constants exposed as the clamp bounds. Test: set_aux_weight_clamp_range verifies constants resolve correctly. A.1 (C51 atom-probability floor) deferred — Phase 0 verification found the spec's stated `−log(p)/p · ∂p/∂z` divide does NOT exist in c51_grad_kernel.cu at HEAD 037c24116; actual kernel uses the numerically-stable `expf(lp) - proj`. The 1109 GRAD_CLIP_OUTLIER events in Smoke A are real but their mechanism is different. Will be re-spec'd as a separate task post-SP14. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
|
6657e56265 |
feat(sp13): B1.1b — producer kernel + replay direct path + experience collector
Final piece of the SP13 Layer B chain. B1.1a flipped the aux head from K=1
MSE regression to K=2 softmax CE classification but aux_nb_label_buf was
zero-init — model was training on "all bars are class 0 (down)". B1.1b
lands the producer kernel that fills i32 -1/0/1 labels from the 30-bar
price trajectory, the replay direct-path 8th gather that carries those
labels into the trainer, and the experience collector hoist that ensures
bar_indices_pinned is always populated (producer + hindsight relabel both
consume it). Aux head finally trains on real classification signal.
Recovery commit: this completes a B1.1b agent dispatch that crashed
mid-edit. The implementer had landed ~95% of the cascade (kernel file,
build.rs, replay buffer signature + direct path, fused_training getter,
trainer accessor, both training_loop.rs callers, kernel field + cubin
loader on the experience collector) before being killed. The missing
pieces (experience collector launch + bar_indices_pinned hoist + 6
producer tests + audit doc) were completed manually post-crash and
verified end-to-end.
Three contracts (atomic single commit per feedback_no_partial_refactor):
1. NEW aux_sign_label_kernel.cu producer — pure per-thread O(1) map
reading targets[bar*6+2] (raw_close column) at bar and bar+lookahead,
writing -1 (skip if bar+lookahead >= total_bars), 0 (down/flat under
strict greater-than tie-break), or 1 (up). Replaces B0 alloc_zeros.
2. Replay direct-path 8th gather — set_trainer_buffers gains 8th arg
trainer_aux_sign_labels_ptr; direct branch in sample_proportional
adds gather_i32_scalar into the trainer ptr; fallback gather wrapped
in if !direct_to_trainer (avoids wasted DtoD). Direct-mode
GpuBatchPtrs return points aux_sign_labels_ptr at trainer ptr.
3. Experience collector bar_indices_pinned cpu-fill hoist — moved out
of if hindsight_fraction > 0.0 so producer + hindsight share it.
Files (9 total):
- crates/ml/src/cuda_pipeline/aux_sign_label_kernel.cu (NEW)
- crates/ml/build.rs (cubin registration)
- crates/ml/src/cuda_pipeline/gpu_experience_collector.rs (kernel
field + cubin loader + struct init + hoist + producer launch)
- crates/ml-dqn/src/gpu_replay_buffer.rs (8th arg + direct gather +
fallback skip + GpuBatchPtrs return)
- crates/ml/src/cuda_pipeline/gpu_dqn_trainer.rs (aux_nb_label_buf_ptr
accessor mirrors 6 existing trainer-buf accessors)
- crates/ml/src/trainers/dqn/fused_training.rs
(trainer_aux_sign_labels_buf_ptr getter)
- crates/ml/src/trainers/dqn/trainer/training_loop.rs (both
set_trainer_buffers callers updated)
- crates/ml/tests/sp13_layer_b_oracle_tests.rs (6 NEW producer tests)
- docs/dqn-wire-up-audit.md (B1.1b section)
Hard rules upheld:
- feedback_no_partial_refactor: every consumer of the 3 contracts
migrates atomically
- feedback_no_atomicadd: producer is pure map; no reductions
- feedback_cpu_is_read_only: producer GPU-only; only host work is
pre-existing bar_indices_pinned cpu-fill (hoisted unchanged)
- feedback_no_stubs: kernel output flows through real chain — ring
buffer → direct gather → aux_nb_label_buf → CE consumer
- feedback_no_legacy_aliases: 8-arg setter gets
#[allow(clippy::too_many_arguments)] not an alias shim
- feedback_no_htod_htoh_only_mapped_pinned: targets_buf and
bar_indices_pinned both pre-existing mapped-pinned
Build + test:
- cargo check --workspace clean (only pre-existing warnings)
- cargo check --workspace --tests clean
- 17 tests in sp13_layer_b_oracle_tests.rs:
- 2 CPU-only (fingerprint bump + HEALTH_DIAG snap stable) pass
- 15 GPU on RTX 3050 Ti pass (9 B1.1a + 6 new B1.1b producer):
aux_sign_label_monotone_up_all_ones
aux_sign_label_monotone_down_all_zeros
aux_sign_label_flat_all_zeros_strict_gt
aux_sign_label_last_30_bars_skip
aux_sign_label_boundary_first_valid_last_skip
aux_sign_label_multi_episode_per_episode_skip
Producer tests cover every edge case in the kernel:
- Monotone trajectories (label=1 / label=0 across all valid bars)
- Flat tie-break (strict greater-than means flat → 0)
- Skip sentinel for last lookahead bars
- First/last bar boundary (bar=0 valid, bar=L-1 skip)
- Multi-episode global skip semantics
Next: Smoke A — L40S 5-epoch validation of full SP13 stack
(P0a + P0b + B0 + B0.1 + B1.0 + B1.1a + B1.1b). Expected: aux head
trains on real K=2 softmax CE labels; aux_dir_acc_short_ema rises above
0.5 within first epoch (vs B1.1a degraded baseline at 0.5);
HEALTH_DIAG aux_b1_diag emits per-epoch with n_down/n_up/n_skip/mask_frac.
If aux_dir_acc_short_ema > 0.55 by epoch 5, B1.1b is validated and the
chain merges to main.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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|
jgrusewski
|
7d10ea8b3e |
feat(sp13): B1.1a — K=1→2 + softmax CE kernel rewrites + struct flips
Flips the aux next-bar head from K=1 MSE regression to K=2 softmax
cross-entropy classification. Kernel ABIs, struct fields, partial-buf
shapes, and per-step ISV producers all migrate atomically; the producer
that fills `aux_sign_labels` with real -1/0/1 from the price trajectory
lands separately in B1.1b.
Why split B1.1a from B1.1b: the original B1 brief was decomposed (B1.0
+ B1.1) after six full-B1 dispatches confirmed agent-session capacity
is the bottleneck, not cascade understanding. B1.1 itself is now further
split into B1.1a (kernel/struct/test cascade — this commit) and B1.1b
(producer kernel + replay direct path + experience collector hoist +
remaining tests + Smoke A). B1.1a is contract-consistent atomic
kernel-side; B1.1b lands the producer + smoke.
Why labels stay zero-init: B1.1a is producer-less by design. The
`aux_nb_label_buf: CudaSlice<i32>` is `alloc_zeros<i32>` so every
sample receives label 0 ("down"). The model converges on "predict
class 0 (down) everywhere" until B1.1b lands the producer kernel that
fills real -1/0/1 from the 30-bar price trajectory. This degraded
training behavior is intentional and known — the cascade is internally
consistent (every consumer of K-flip / softmax tile / CE / i32 label
migrates atomically per `feedback_no_partial_refactor`); the labels are
placeholder. Local unit tests (CE correctness, dir_acc correctness,
isv_tanh correctness, fingerprint bump) validate B1.1a in isolation;
no L40S smoke runs between B1.1a and B1.1b.
Four contracts (atomic in this commit):
1. K_NB flip 1 → 2: AUX_NEXT_BAR_K constant, compute_param_sizes
([121]/[122] grow), fingerprint seed rename
(PARAM_AUX_NB_W2/B2 → PARAM_AUX_NB_W2_K2/B2_K2 — bumps the hash),
forward + backward kernels, partial-buf allocs (nb_w2 [B,H]→[B,K,H],
nb_b2 [B]→[B,K]), saxpy spec table, max_aux_tensor_len,
aux_nb_pred_buf renamed to aux_nb_logits_buf per
feedback_no_legacy_aliases.
2. Softmax tile: aux_next_bar_forward writes [B, K] softmax via
in-kernel stable softmax (max-shift form, K=2 single-thread fanout
mirrors regime kernel); 4 consumers read the tile (loss, backward,
dir-acc, isv-tanh). NEW field aux_nb_softmax_buf [B, K].
3. MSE → CE: aux_next_bar_loss_reduce reads softmax + i32 labels,
masks -1, divides by B_valid (mean-over-valid-rows), writes loss +
B_valid scalar. aux_next_bar_backward reads B_valid so loss + grad
share the same divisor — derivatives of the same scalar function.
NEW field aux_nb_valid_count_buf [1]. All-skip batch produces
loss = 0 (no NaN; fmaxf(valid, 1) divisor) and zero gradients.
Numerical floor 1e-30 prevents -log(0) = +inf in extreme-logit path.
4. i32 label dtype: aux_nb_label_buf flipped f32 → i32; -1 mask
sentinel handled across loss + backward + dir-acc + isv-tanh.
The strided_gather of next_states[:, 0] retired entirely.
Cascade (atomic per feedback_no_partial_refactor):
- aux_heads_kernel.cu: aux_next_bar_forward gains K + softmax tile
output (via in-kernel stable softmax); aux_next_bar_loss_reduce
ABI flipped (softmax + i32 labels, mean-over-valid CE,
valid_count_out); aux_next_bar_backward ABI flipped (softmax +
i32 labels + valid_count, K-fanout d_logits, masked rows zero
across the K-vector)
- aux_dir_acc_reduce_kernel.cu: read softmax + i32 labels, argmax
over K, output grew 3 → 6 floats (added n_down/n_up/n_skip);
shmem 4 → 6 int arrays
- aux_pred_to_isv_tanh_kernel.cu: read softmax tile, compute
mean(softmax[:, 1] - softmax[:, 0]); tanh transcend retired
(structural [-1, +1] bound via softmax components per
pearl_bounded_modifier_outputs_require_structural_activation)
- gpu_aux_heads.rs: AUX_NEXT_BAR_K 1 → 2; forward_next_bar gains K +
logits_out + softmax_out args; next_bar_loss_reduce gains K +
valid_count_out; backward_next_bar gains softmax_in + labels_i32_in
+ valid_count_in + K
- gpu_dqn_trainer.rs: compute_param_sizes ([121]/[122]); fingerprint
seed rename (W2/B2 → W2_K2/B2_K2); struct fields (logits, softmax,
i32 label, valid_count); aux_dir_acc_buf 3 → 6 floats; partial-buf
allocs grow; max_aux_tensor_len extended; saxpy spec table updated;
orchestrator launchers (launch_aux_dir_acc_reduce,
launch_aux_pred_to_isv_tanh, launch_sp13_aux_dir_metrics) gain K
arg; strided_gather block deleted entirely
- training_loop.rs: aux_b1_diag HEALTH_DIAG line reads
aux_dir_acc_buf [3..6] for n_down / n_up / n_skip + mask_frac;
doc comment update for the per-step aux dir-metrics block
- tests/sp13_phase0_oracle_tests.rs: 6 dir_acc + 3 isv_tanh tests
rewritten in-place to new ABI (no shadow tests, per
feedback_no_legacy_aliases)
- tests/sp13_layer_b_oracle_tests.rs (NEW): 11 B1.1a tests — 5 CE
loss/backward (single-row, batch-mixed, all-skip-NaN, backward
single-row, backward batch-mixed); 2 dir_acc (handcrafted argmax,
all-skip NaN-safe); 2 isv_tanh (bounded fuzz, mean handcrafted);
2 layout regression (fingerprint bump, HEALTH_DIAG snap stable)
- docs/dqn-wire-up-audit.md: B1.1a section
Hard rules upheld:
- feedback_no_partial_refactor: every consumer of K-flip / softmax tile
/ CE / i32 labels migrates atomically — kernels + orchestrators +
struct + diag + existing oracle tests
- feedback_no_atomicadd: block tree-reduce only; CE loss reduce uses
2 parallel partial-reduction strips; CE backward uses existing
per-sample partial → final aux_param_grad_reduce pattern
- feedback_cpu_is_read_only: aux_nb_label_buf is GPU-resident
CudaSlice<i32>; HEALTH_DIAG aux_b1_diag reads via mapped-pinned
aux_dir_acc_buf (no DtoH)
- feedback_no_stubs: every new buffer + kernel arg wired through to
a real consumer; CE forward / loss / backward chain executes
end-to-end against placeholder labels (degraded behavior, not stub)
- feedback_no_legacy_aliases: aux_nb_pred_buf renamed in-place
(no shim); PARAM_AUX_NB_W2/B2 renamed to _W2_K2/_B2_K2 in seed
(no _DEPRECATED alias); 9 existing oracle tests rewritten in-place
- feedback_no_cpu_test_fallbacks: 9 GPU tests gated #[ignore]; 2
layout-regression tests are CPU-only (pub const + size_of)
- feedback_no_htod_htoh_only_mapped_pinned: every CPU↔GPU buffer
in tests + production is MappedF32Buffer / MappedI32Buffer
- feedback_isv_for_adaptive_bounds: no hardcoded thresholds added
(1e-30 numerical floor on log is stability epsilon, not tunable)
- feedback_trust_code_not_docs: 8/8 Phase 0 anchors verified at
HEAD
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jgrusewski
|
75e94858c5 |
feat(sp13): B1.0 — ISV[117] retirement + scale-free MSE bridge
Retires ISV[117]=AUX_LABEL_SCALE_EMA_INDEX together with its producer
kernel (aux_label_scale_ema_update), launch site, backward pass-through,
StateResetRegistry entry, HEALTH_DIAG snapshot field, and unit test.
Why: labels at the data layer are z-normalised, so the
mean(|label|) EMA tracked by ISV[117] sits at ~1.0 empirically.
Dividing by max(scale, 1e-6) before the residual `(pred - label)`
reduces to `(pred - label)` within rounding. The divisor was a
defensive scaffold from when the data layer carried mixed-scale
labels (1e-3 log returns vs 5000 raw prices); z-normalisation made
that scaffold redundant.
This is a numerical bridge, NOT the final fix. B1.1 lands on top:
- Aux head 1→2 dim (next-bar regression → 2-class direction logit)
- MSE → CE loss flip
- aux_dir_acc reads softmax over the 2 logits
- aux_pred_to_isv_tanh rewrite as logit-diff
- Producer kernel that fills aux_sign_labels with real -1/0/1 from
the 30-bar price trajectory (B0 plumbing currently zero-init)
- dqn_param_layout fingerprint bump (head dim changes)
- aux_b1_diag HEALTH_DIAG metric
- 17+ GPU oracle unit tests
Cascade (atomic per feedback_no_partial_refactor):
- aux_heads_kernel.cu: aux_next_bar_loss_reduce + aux_next_bar_backward
drop `isv` + `isv_label_scale_index` params; residual is (pred - label)
- aux_heads_loss_ema_kernel.cu: aux_label_scale_ema_update kernel deleted
- gpu_aux_heads.rs: kernel field/loader + launch_label_scale_ema +
isv_* args from next_bar_loss_reduce / backward_next_bar all dropped
- gpu_dqn_trainer.rs: Step 2b producer launch + ISV slot uses dropped;
AUX_LABEL_SCALE_EMA=117 line retained in fingerprint seed
(no fingerprint bump in B1.0; B1.1 will bump on head-dim flip)
- gpu_health_diag.rs + health_diag.rs: aux_label_scale snapshot field
dropped; aux block 4→3 floats, downstream offsets shift down by 1,
WORD_TOTAL 150→149, snapshot_size_is_stable test 150*4 → 149*4
- health_diag_kernel.cu: WORD_AUX_LABEL_SCALE removed, downstream
offsets shift, static_assert(WORD_TOTAL == 149)
- state_reset_registry.rs: isv_aux_label_scale_ema FoldReset dropped
- training_loop.rs: reset_named_state arm + HEALTH_DIAG read +
aux line label_scale field all dropped
- sp4_producer_unit_tests.rs: load_aux_label_scale_ema_kernel helper +
sp4_aux_label_scale_ema_writes_step_obs_via_pearl_a_then_converges_pearl_d
test dropped
Hard rules upheld:
- feedback_no_partial_refactor: every consumer of ISV[117] migrates
atomically — kernel + Rust orchestrator + producer launch + backward
+ HEALTH_DIAG + reset registry + unit test all in this commit
- feedback_no_stubs: not a stub — divisor is removed at every site,
not aliased through a 1.0_const shim
- feedback_no_legacy_aliases: no legacy AUX_LABEL_SCALE_EMA_INDEX → 1.0
alias function
- feedback_no_hiding: doc comments forward to B1.1 explicitly; no
underscore suppression or #[allow(dead_code)]
Build: cargo check --workspace --tests clean.
Tests: snapshot_size_is_stable passes at 149*4=596 bytes.
cargo test -p ml --lib + cargo test -p ml-dqn --lib compile.
Net delta: 10 files, −288 LOC.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
|
6a869ad366 |
fix(sp13): B0 cascade gap — 5 unaudited insert_batch call sites
The B0 audit (commit
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jgrusewski
|
f934ea1719 |
feat(sp13): P0a atomic — Hold-pricing + dir_acc instrumentation (additive)
Tests user's hypothesis (Hold being FREE is the bug, not Hold itself) by
pricing Hold via ISV-driven adaptive controller targeting 20% Hold-rate.
11 new SP13 ISV slots [372..383). 5 new GPU kernels:
- aux_dir_acc_reduce_kernel.cu (correct/pos_pred/pos_label/valid → 3 scalars)
- hold_rate_observer_kernel.cu (packed batch_actions decode, count(Hold)/B)
- apply_fixed_alpha_ema_kernel.cu (preserves short/long timescale split that
Wiener-optimal apply_pearls_ad_kernel would collapse)
- aux_pred_to_isv_tanh_kernel.cu (mean(tanh(aux_pred)) → ISV[375])
- 3 reward-composition sites in experience_kernels.cu subtract isv[HOLD_COST]
on Hold actions (segment_complete pre-asymmetric-cap, positioned-non-event
per-bar, flat per-bar)
Host-side controller in training_loop.rs:
excess = max(0, observed - target)
hold_cost = HOLD_COST_BASE × (1 + 5 × excess), clamped [0.5×, 5.0×base]
Per-step observer + EMA chain in gpu_experience_collector.rs after
experience_action_select. Per-epoch HEALTH_DIAG emit:
aux_dir_acc target/short/long/pred_tanh
hold_pricing observed_rate/target/cost
4-way action space stays (ExposureLevel::Hold preserved). Replay buffer /
fxcache compatibility preserved. SP11 (11/11) + SP12 (14/14) tests no
regression. SP13 P0a oracle tests: 14/14 on RTX 3050 Ti.
Spec/plan: docs/superpowers/{specs,plans}/2026-05-04-sp13-redefine-success-for-predictive-skill.md (v3)
Audit: docs/dqn-wire-up-audit.md (SP13 P0a section appended)
v2 → v3 reframe: P0a.T3 v2 implementer's audit found DirectionAction enum
doesn't exist (codebase uses 8-variant fused ExposureLevel cascading through
77 files). v3 reframes from "eliminate Hold" (250 LOC + 32-test cascade) to
"price Hold" (additive, no contract change, no cross-crate cascade).
Tension with pearl_event_driven_reward_density_alignment acknowledged in spec
— per-bar Hold cost is exposure-NEGATIVE (pulls policy AWAY from Hold-default,
inverse of the pearl's failure mode), models real economic carry, ISV-bounded
by controller. Faithful reward modeling, not artificial shaping.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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jgrusewski
|
1c645264e6 |
test(sp12): GPU oracle tests for the 3 reward math changes
Adds the GPU oracle test scaffold deferred from commit
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jgrusewski
|
b3b4d02789 |
fix(sp11): B1b smoke-recovery — z-score normalization for mag-ratio canary
Linear magnitude ratios in reward_component_mag_ratio_compute_kernel amplified popart's intrinsic O(100) magnitude over the other 5 components' O(0.1-2) magnitudes, causing controller to saturate w_pop toward MAX_WEIGHT regardless of actual signal quality. Replaced with z-score: z[c] = mag[c] / max(sqrt(var[c]), EPS_DIV). 6 new ISV slots [361..367) for per-component variance EMAs computed via Welford's online algorithm in extended popart_component_ema_kernel and reward_component_ema_kernel. Atomic per feedback_no_partial_refactor: slot allocation + state-reset registry + 2 producer kernels + canary signature + launcher Pearls A+D + tests. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> |
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jgrusewski
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5e16b67ca6 |
fix(sp11): B1b follow-up — add slot 360 for popart-component mag EMA
Per spec §4 amendment at
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jgrusewski
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302992f63a |
fix(sp11): B0 — controller renorm Σ=1 → mean=1 (post-A2 spec amendment)
Per spec §3.4.3 amended at
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