jgrusewski
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 >
2026-05-06 11:29:22 +02:00
jgrusewski
12fdd18223
refactor: remove entire CPU training path — 5,307 lines of dead code
...
Deleted:
- DQN::compute_loss_internal (280 lines) — old Candle forward+loss
- DQN::train_step (55 lines) — old Candle training step
- DQN::compute_gradients (47 lines) — old gradient accumulation
- ComputeLossResult struct — only used by deleted functions
- RegimeConditionalDQN::train_step (65 lines) — old dispatch
- RegimeConditionalDQN::train_step_gpu_regime (100 lines) — old GPU path
- RegimeConditionalDQN::compute_gradients_gpu (130 lines) — old regime gradients
- RegimeConditionalDQN::compute_gradients (92 lines) — old dispatch
- DQNAgentType::train_step dispatch — dead
- DQNAgentType::compute_gradients dispatch — dead
- GpuDqnTrainer::upload_batch (71 lines) — old CPU→GPU upload
- train_step.rs (500 lines) — entire module including ensure_fused_ctx
- dqn_benchmark.rs — used old train_step
- examples.rs — used old train_step
- validation/adapters.rs (289 lines) — used old train_step
- dqn/trainable_adapter.rs — used old train_step
- gpu_smoketest.rs — tested old train_step
- Gradient accumulation path in training_loop.rs (144 lines)
- IQN d_h_s2().clone() → raw pointer (zero alloc)
- Causal intervention format! string alloc removed
- Dead HER relabel functions (320 lines)
Kept:
- ensure_fused_ctx logic inlined into training_loop.rs
- set_noise_sigma_scale re-added to RegimeConditionalDQN
Fixed:
- GpuReplayBuffer max_batch_size wired from batch_size parameter
(was hardcoded 1024, blocking batch_size=8192)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com >
2026-04-02 09:06:23 +02:00
jgrusewski
2c1acda2f3
feat: DQN Rainbow enhancements with hyperopt results and test coverage
...
- Update DQN trainer with gradient collapse detection warmup
- Add portfolio tracker improvements
- Include hyperopt trial results (multiple Sharpe ratio experiments)
- Add new test files for action/position sign convention, early stopping,
cash reserve bugs, and portfolio execution
- Update trained model files
- Add Claude Code configuration and skills
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude <noreply@anthropic.com >
2025-11-27 14:45:25 +01:00
