13 Commits

Author SHA1 Message Date
jgrusewski
fa36d55384 feat(cuda): hard stop-loss via action override in confidence gate
The stop-loss now overrides the action to FlatFromLong/FlatFromShort
BEFORE the lobsim step — the position actually closes through the
normal fill pipeline. No state mismatch (unlike the previous
dones-override approach that killed training).

Uses drawdown from peak: (peak_equity - realized_pnl) / mean_abs_pnl.
When normalized drawdown exceeds ISV[RL_STOP_LOSS_THRESHOLD_INDEX=587]
(bootstrap 2.0), the action is overridden regardless of the model's
choice. Fires before all other gate logic.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 22:18:40 +02:00
jgrusewski
fab9c0e324 fix(cuda): disable hard stop-loss — dones override creates state mismatch
Setting dones[b]=1 in rl_drawdown_stop without actually closing the
lobsim position created a lie: Q trained on false trade-closes while
the position stayed open. Result: done_count=0 from step 99 onward,
990 trades total in 2000 steps (should be ~80k), training collapsed.

The drawdown penalty (per-step min(0, unrealized_r) × rate) is kept —
it creates exit gradient without corrupting the lobsim state. Hard
stop-loss needs to override the ACTION (to FlatL/FlatS) BEFORE the
lobsim step, not set dones after. Tracked for future implementation.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 22:17:12 +02:00
jgrusewski
35d21cb42f feat(rl): four-layer loss defense + perf sync removal
Loss minimization (wr=0.561 but PnL negative — losses 32% > wins):

A1: Exempt FlatL/FlatS from confidence gate — exit actions never
    blocked, model can always close losing positions.

A2+A3: New rl_drawdown_stop kernel — per-step drawdown penalty
    (min(0, unrealized_r) × rate) creates continuous exit gradient.
    Hard stop-loss force-closes when unrealized_r < -threshold.
    Both ISV-driven (slots 586, 587).

A4: Adaptive LOSS clamp — tracks observed neg/pos EMA ratio instead
    of static 3.0. LOSS = clamp(1.0, ratio×1.1, 3.0). Q sees
    accurate loss magnitudes.

Performance:

B0: Remove gratuitous stream.synchronize() in apply_snapshot
    (sim/mod.rs) — same-stream ordering makes it unnecessary.
    Expected: -12-49ms/step.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 22:06:59 +02:00
jgrusewski
49dd4146ee perf(cudarc): enable async alloc — eliminates 934 stream syncs/200 steps
cudarc's CudaSlice::Drop checked has_async_alloc (always false) and
fell back to stream.synchronize() + free_sync() on every drop. This
blocked the host for ~12.6ms per sync × 4.7 drops/step = ~59ms/step
of pure idle waiting (35.8% of wall time per nsys).

With has_async_alloc=true, drops use cuMemFreeAsync (non-blocking,
same-stream ordering). CUDA 12.4 on sm_86+ fully supports this.

Combined with the background diag writer and fused label gather,
the training loop should now be GPU-bound at ~13ms/step → ~77 sps.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 21:45:44 +02:00
jgrusewski
1c0c246ddf perf(rl): decouple diagnostic JSON writer to background thread
The 94KB per-step JSON record (130 fields, per-batch unit arrays)
took ~150ms CPU to build+serialize, blocking the GPU pipeline that
only needs ~13ms. Training was CPU-bound at 6.2 sps.

New architecture: training loop snapshots DiagFrame data (~0.1ms
memcpy from mapped-pinned to owned Vecs), sends via non-blocking
try_send on sync_channel(1). Background writer thread builds JSON
and writes to BufWriter at its own pace. Drops frames under
backpressure — acceptable for diagnostics.

Training loop per-step: 13ms GPU + 0.1ms snapshot = ~13.1ms.
Expected: ~50-77 sps at b=1024 on L40S (was 6.2).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 21:30:41 +02:00
jgrusewski
25ec8c7bcf perf(cuda): fuse 5 label gathers into sample_and_gather — 95.6% GPU time eliminated
nsys profile showed gpu_gather_bce_labels consumed 95.6% of GPU time:
5 separate kernel launches per step, each random-accessing a 61M-element
array. The snapshot gather kernel (gpu_sample_and_gather) already
computes the same global_idx — fusing the label reads into the same
pass eliminates 5 launches with zero extra random access cost.

Before: 6 random-access kernels (1 snapshot + 5 labels) = 13ms/step
After:  1 random-access kernel (snapshot + labels fused) = ~2.5ms/step

Expected speedup: 6 sps → 30-50+ sps at b=1024.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 21:14:26 +02:00
jgrusewski
f385558fdb fix(argo): set FOXHUNT_CUDA_ARCH from detected compute cap
ml-backtesting/build.rs reads FOXHUNT_CUDA_ARCH (defaults sm_86),
ml-alpha/build.rs reads CUDA_COMPUTE_CAP. Template only set the
latter, so lobsim cubins compiled for sm_86 on H100 (sm_90) →
CUDA_ERROR_NO_BINARY_FOR_GPU at runtime.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:53:16 +02:00
jgrusewski
7f4cd86421 feat(rl): wire checkpoint save/resume into training loop
CLI flags: --resume-from <path> and --checkpoint-every <n> (default 5000).
Resume loads checkpoint and continues from saved step. Save writes
rolling checkpoints (keeps last 2, deletes older).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:30:50 +02:00
jgrusewski
66ec7f75f4 feat(rl): IntegratedTrainer checkpoint save/load
Binary format: magic + version + step + sections. Sections include
ISV (585 f32), 26 device buffers (DQN/policy/value/IQN/FRD/NoisyNet/
outcome weights + targets), 20 AdamW optimizer states, and encoder
(delegated to CfcTrunk). All device transfers use mapped-pinned DtoD.
load_checkpoint invalidates CUDA graphs to force re-capture.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:29:26 +02:00
jgrusewski
a1277af6c7 feat(rl): AdamW save/load for checkpoint persistence
Serializes m, v moments + step_count + hyperparams to a binary writer.
Uses mapped-pinned DtoD (not raw memcpy_htod/dtoh) per
feedback_no_htod_htoh_only_mapped_pinned.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:23:25 +02:00
jgrusewski
4fa9da9fc1 perf(cuda): enable TF32 Tensor Core math on all cuBLAS handles
DQN head (dqn.rs) and Mamba2 encoder (mamba2_block.rs) were forcing
CUBLAS_COMPUTE_32F — pure FP32 scalar, bypassing Tensor Cores entirely.
TF32 (19-bit mantissa) gives 2-3× SGEMM throughput on L40S/H100 with
negligible precision loss (well within RL gradient noise).

8+ SGEMMs per step now use Tensor Cores: DQN forward/backward (4) +
Mamba2 W_in/W_a/W_b/W_out projections (4+).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:19:45 +02:00
jgrusewski
e730b5cbd1 plan: alpha-rl perf + checkpoint + walk-forward implementation
7 tasks: TF32 on DQN + Mamba2 handles, AdamW save/load, trainer
checkpoint/resume, training loop wiring, local smoke, H100 walk-forward.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:16:48 +02:00
jgrusewski
6e641b934c spec: alpha-rl perf + checkpoint + walk-forward design
P0: TF32 matmuls (2-3× SGEMM throughput, 1 line each in dqn.rs + mamba2_block.rs)
P1: Checkpoint/resume every 5k steps (~50MB flat binary to PVC)
P2: Controller kernel fusion (10 launches → 1)
P3: Walk-forward 3×25k on H100 (~84 min total)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-27 20:10:47 +02:00
38 changed files with 2208 additions and 2374 deletions

1
Cargo.lock generated
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@@ -6090,6 +6090,7 @@ dependencies = [
"approx",
"arrow 56.2.0",
"bincode",
"bytemuck",
"clap",
"cudarc",
"data",

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@@ -33,6 +33,7 @@ tracing-subscriber.workspace = true
serde = { workspace = true, features = ["derive"] }
serde_json.workspace = true
bincode.workspace = true
bytemuck = { workspace = true }
thiserror.workspace = true
clap = { workspace = true, features = ["derive"] }

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@@ -73,6 +73,7 @@ const KERNELS: &[&str] = &[
"rl_kl_reference_grad",
"rl_q_pi_distill_grad", // audit 2026-05-24 vj5f6 followup: KL(softmax(E_Q/τ) || π_new) gradient ADDED to pi_grad_logits — couples Q's improved C51 calibration to action selection (was decoupled per Option B)
"action_entropy_per_step", // POST-gate action entropy EMA for SAC α/τ co-tuning
"rl_drawdown_stop", // per-step drawdown penalty + hard stop-loss
"rl_q_distill_lambda_controller",// audit 2026-05-24 rljzl followup: adaptive λ_distill via Schulman bounded step on KL_EMA vs target
"rl_unit_state_update", // SP20 P1+P5 audit fix: per-unit trade state machine — detects open/close/reverse transitions, sets up unit slot 0 entry+trail
"rl_trail_mutate", // SP20 P1+P5 audit fix (a7/a8 dead): TrailTighten/TrailLoosen mutate unit_trail_distance bounded MIN/MAX, symmetric reciprocal adjust
@@ -96,13 +97,6 @@ const KERNELS: &[&str] = &[
"rl_iqn_forward", // IQN distributional Q-head: quantile embedding + action-value projection; complementary to C51
"rl_iqn_loss", // IQN quantile Huber loss: ρ_τ(δ) = |τ - 1(δ<0)| × Huber(δ, κ=1.0); forward + backward
"rl_iqn_backward", // IQN backward through forward pass: grad_output → grad_w_out/b_out/w_embed/b_embed per-batch scratch
"rl_dueling_q_forward", // Phase 4 (2026-05-30): Independent dueling Q head forward — V[B] + A[B,N] + composed_Q[B,N] = V + A mean_a A; parallel to C51/IQN, zero shared state per spec 2026-05-30-phase4-independent-dueling-head-design.md
"rl_dueling_q_bellman_target", // Phase 4: argmax over target composed_Q + Bellman target = r + γ^n × (1-done) × max_Q
"rl_dueling_q_loss_and_grad", // Phase 4: Huber loss on (target online_composed_Q[taken]) + grad_composed
"rl_dueling_q_decompose_and_bwd", // Phase 4: decompose grad_composed → grad_V + grad_A via mean-subtraction Jacobian + per-batch weight gradients
"rl_v_blend", // Phase 4.4 (2026-05-30): elementwise V_used = α V_scalar + (1α) V_dq, α from ISV
"rl_v_blend_alpha_controller", // Phase 4.4: ISV-adaptive Schulman-bounded controller on α from observed |V_dq V_scalar| / |V_scalar| tracking ratio
"rl_advantage_normalize", // Phase 4.5 (2026-05-30): per-batch advantage normalization (A mean)/std with ε² variance floor — standard PPO practice, self-adaptive (no tuned params)
"rl_ensemble_action_value", // C51+IQN ensemble: E_ensemble = α×E_C51 + (1-α)×E_IQN; α from ISV[544]
"rl_noisy_linear_forward", // NoisyNet: factored noisy linear forward — y = (mu_w + sigma_w ⊙ eps_w) × x + (mu_b + sigma_b ⊙ eps_b); state-dependent exploration for C51/IQN final projection
"rl_noisy_linear_backward", // NoisyNet: factored noisy linear backward — grad_mu_w/sigma_w/mu_b/sigma_b per-batch scratch for reduce_axis0

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@@ -392,14 +392,10 @@ extern "C" __global__ void heads_lr_multiplier_scale_kernel(
// `channels_in_bucket[bucket][i]` populated at transition by
// `channels_in_bucket_kernel`.
//
// Launch: grid = (N_HORIZONS, 1, 1), block = (128, 1, 1). Each block
// Launch: grid = (N_HORIZONS, 1, 1), block = (32, 1, 1). Each block
// reduces one bucket. Per `feedback_no_atomicadd`, reduction is
// block-tree on shared memory (no atomicAdd).
//
// Block size = 128 covers MAX_BUCKET_DIM=96 (smallest pow2 ≥ 96).
// Previous block_dim=32 silently dropped channels 32..bdim when bdim>32
// — caught by `tests/bucket_transition_kernels.rs` (block_dim=43 case).
//
// Input `h_state` is `[B × HIDDEN_DIM]` (ORIGINAL channel layout). Each
// block reads its bucket's `bucket_dim_k[bucket]` channels (via
// `channels_in_bucket[bucket][0..bdim]`) per sample (across all B
@@ -416,20 +412,20 @@ extern "C" __global__ void h_mag_per_bucket_kernel(
if (bucket >= N_HORIZONS) return;
int bdim = (int)bucket_dim_k[bucket];
// sdata sized for the 128-lane block reduction.
__shared__ float sdata[128];
// sdata sized for a single-warp reduction (32 lanes).
__shared__ float sdata[32];
int tid = threadIdx.x;
// Each thread sums |h| over its bucket-local index (tid), looking up
// the ORIGINAL channel via channels_in_bucket. Threads with tid >= bdim
// contribute 0. With bdim ∈ [1, MAX_BUCKET_DIM=96] and block_dim=128,
// tail lanes [bdim, 128) are always inactive — uniform predicate.
// idle — uniform predicate, no warp divergence inside [0, 32).
float local_sum = 0.0f;
if (tid < bdim) {
unsigned int c = channels_in_bucket[bucket * MAX_BUCKET_DIM + tid];
// Defensive: out-of-range channel index should not contribute.
// Predicate is uniform across active lanes (tid < bdim) — all hold
// valid entries by construction of channels_in_bucket_kernel.
// Defensive: sentinel slot OR out-of-range channel index should
// not contribute. Predicate is uniform across the warp because all
// active threads (tid < bdim) hold valid entries by construction
// of channels_in_bucket_kernel.
if (c < (unsigned int)HIDDEN_DIM) {
for (int b = 0; b < B; ++b) {
float v = h_state[b * HIDDEN_DIM + c];
@@ -437,12 +433,11 @@ extern "C" __global__ void h_mag_per_bucket_kernel(
}
}
}
sdata[tid] = local_sum;
sdata[tid] = (tid < 32) ? local_sum : 0.0f;
__syncthreads();
// Block-tree reduction over 128 lanes (multi-warp). No atomicAdd.
// Stages: 64→32→16→8→4→2→1. Each stage halves the active lane count.
for (int s = 64; s > 0; s >>= 1) {
// Block-tree reduction over 32 lanes (single warp). No atomicAdd.
for (int s = 16; s > 0; s >>= 1) {
if (tid < s) sdata[tid] += sdata[tid + s];
__syncthreads();
}

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@@ -19,26 +19,13 @@ extern "C" __global__ void compute_advantage_return(
const int b = blockIdx.x * blockDim.x + threadIdx.x;
if (b >= b_size) return;
const float gamma = isv[RL_GAMMA_INDEX];
const float r = rewards[b];
const float is_done = (dones[b] > 0.5f);
const float vt = v_t[b];
const float vtp1 = v_tp1[b];
const float gamma = isv[RL_GAMMA_INDEX];
const float r = rewards[b];
const float done = dones[b];
const float vt = v_t[b];
const float vtp1 = v_tp1[b];
// 2026-05-29: branch-gate (not multiplication-gate) the V_tp1 term
// and the (ret - vt) advantage. Multiplication-gating fails on IEEE
// `0 * Inf = NaN`: if any batch's encoder produces a non-finite V
// prediction early in training (random init outliers), the prior
// `done * (ret - vt)` multiplication propagated NaN to ALL non-done
// batches' advantages, which then broke compute_advantage_rms (sum
// of A² → NaN) and PPO (A/RMS → NaN, ratio×A → NaN, l_pi → NaN).
// Branch-gating ensures non-finite vtp1/vt are NEVER mixed into a
// non-done batch's advantage. Validated by the smoke bisect at
// 10d4614fb (deterministic NaN at step 4 with l_v=6.329 stable —
// proving V REGRESSION is fine while V FORWARD has at least one
// non-finite output that the 0*Inf trick was promoting to NaN
// everywhere). Per `pearl_atomicadd_masks_v_instability`.
const float ret = is_done ? r : (r + gamma * vtp1);
returns[b] = ret;
advantages[b] = is_done ? (ret - vt) : 0.0f;
const float ret = r + gamma * (1.0f - done) * vtp1;
returns[b] = ret;
advantages[b] = done * (ret - vt);
}

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@@ -24,6 +24,8 @@
#define BOOK_LEVELS 10
#define REGIME_DIM 6
#define N_HORIZONS 3
#define N_LABEL_SOURCES 5
// Must match #[repr(C)] Mbp10RawInput in snap_features.rs (216 bytes).
struct __align__(8) Mbp10Raw {
@@ -80,11 +82,26 @@ extern "C" __global__ void gpu_sample_and_gather(
long long* __restrict__ ts_ns_soa, // [B*K]
long long* __restrict__ prev_ts_ns_soa, // [B*K]
// Global-memory outputs for the sampled (file_offset, anchor, file_idx)
// per batch element. Read by gpu_gather_next, gpu_gather_frd_labels,
// and gpu_gather_bce_labels to reuse the same sampling decision.
// per batch element. Read by gpu_gather_next and gpu_gather_frd_labels
// to reuse the same sampling decision.
int* __restrict__ out_file_offset, // [B]
int* __restrict__ out_anchor, // [B]
int* __restrict__ out_file_idx, // [B]
// Fused label gather — 5 label sources (BCE, prof_long, prof_short,
// size_long, size_short), each [N_HORIZONS × total_snaps]. Reads in
// the same pass as snapshot gather to avoid 5 separate random-access
// kernel launches that consumed 95.6% of GPU time.
int total_snaps,
const float* __restrict__ labels_src_0, // [N_HORIZONS × total_snaps]
const float* __restrict__ labels_src_1,
const float* __restrict__ labels_src_2,
const float* __restrict__ labels_src_3,
const float* __restrict__ labels_src_4,
float* __restrict__ labels_out_0, // [K, B, N_HORIZONS]
float* __restrict__ labels_out_1,
float* __restrict__ labels_out_2,
float* __restrict__ labels_out_3,
float* __restrict__ labels_out_4,
int B
) {
int b = blockIdx.x;
@@ -148,9 +165,26 @@ extern "C" __global__ void gpu_sample_and_gather(
tc_soa[n] = (int)snap.trade_count;
ts_ns_soa[n] = (long long)snap.ts_ns;
prev_ts_ns_soa[n] = (long long)snap.prev_ts_ns;
// Fused label gather — same global_idx, zero extra random access.
// Output layout: [K, B, N_HORIZONS] row-major.
int lbl_base = (k * B + b) * N_HORIZONS;
const float* srcs[N_LABEL_SOURCES] = {
labels_src_0, labels_src_1, labels_src_2, labels_src_3, labels_src_4
};
float* outs[N_LABEL_SOURCES] = {
labels_out_0, labels_out_1, labels_out_2, labels_out_3, labels_out_4
};
#pragma unroll
for (int s = 0; s < N_LABEL_SOURCES; s++) {
#pragma unroll
for (int h = 0; h < N_HORIZONS; h++) {
outs[s][lbl_base + h] = srcs[s][h * total_snaps + global_idx];
}
}
}
// ── Label gather kernel ──────────────────────────────────────────────
// ── Label gather kernel (STANDALONE — kept for backward compat) ─────
//
// Runs AFTER gpu_sample_and_gather. Gathers per-horizon FRD labels at
// the anchor position (rightmost K position = newest snapshot in the

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@@ -1,84 +0,0 @@
// rl_advantage_normalize.cu — Phase 4.5 per-batch advantage normalization (2026-05-30).
//
// Standard PPO practice (Schulman et al. 2017): normalize per-batch
// advantages before the PPO surrogate computation:
//
// mean = (1/B) Σ_b advantage[b]
// var = (1/B) Σ_b (advantage[b] mean)²
// std = sqrt(var + ε²)
// advantage_norm[b] = (advantage[b] mean) / std (in-place)
//
// Why: PPO surrogate = ratio × A. Without normalization, |A| can vary
// 1000× across batches → l_pi magnitude unstable → Adam's per-parameter
// scaling still functional, but gradient direction confidence drops
// when advantage magnitudes are wildly inconsistent.
//
// In Phase 4.3, V_dq baseline produced advantages with ~100× more
// variance than Plan A v2's V_scalar baseline → l_pi grew to 1.6e9
// vs Plan A v2's 3.6e5. Adam internally normalizes, but the policy
// updates have higher variance per step → pnl trajectory chops.
//
// Per pearl_adaptive_not_tuned: this normalization is self-adaptive
// (uses observed per-batch statistics, no tuned hyperparameters).
// Per pearl_blend_formulas_must_have_permanent_floor: ε² floor on
// variance prevents div-by-zero when all advantages are identical.
//
// Block layout: grid=(1, 1, 1), block=(BLOCK_X=1024, 1, 1). Single
// block does parallel reduction for mean → variance → normalize.
// Suitable for batch sizes up to B=1024 (current production scale).
#define BLOCK_X 1024
#define ADVANTAGE_VAR_FLOOR 1e-6f
extern "C" __global__ void rl_advantage_normalize(
float* __restrict__ advantage, // [B] in-place
int B
) {
const int tid = threadIdx.x;
if (tid >= BLOCK_X) return;
// ── Pass 1: compute mean ──
__shared__ float s_sum[BLOCK_X];
float sum_partial = 0.0f;
for (int b = tid; b < B; b += BLOCK_X) {
sum_partial += advantage[b];
}
s_sum[tid] = sum_partial;
__syncthreads();
for (int stride = BLOCK_X / 2; stride > 0; stride >>= 1) {
if (tid < stride) s_sum[tid] += s_sum[tid + stride];
__syncthreads();
}
__shared__ float s_mean;
if (tid == 0) s_mean = s_sum[0] / (float)B;
__syncthreads();
const float mean = s_mean;
// ── Pass 2: compute variance ──
__shared__ float s_var[BLOCK_X];
float var_partial = 0.0f;
for (int b = tid; b < B; b += BLOCK_X) {
const float d = advantage[b] - mean;
var_partial += d * d;
}
s_var[tid] = var_partial;
__syncthreads();
for (int stride = BLOCK_X / 2; stride > 0; stride >>= 1) {
if (tid < stride) s_var[tid] += s_var[tid + stride];
__syncthreads();
}
__shared__ float s_inv_std;
if (tid == 0) {
const float var = s_var[0] / (float)B;
s_inv_std = rsqrtf(var + ADVANTAGE_VAR_FLOOR); // 1/sqrt(var + ε²)
}
__syncthreads();
const float inv_std = s_inv_std;
// ── Pass 3: normalize in-place ──
for (int b = tid; b < B; b += BLOCK_X) {
advantage[b] = (advantage[b] - mean) * inv_std;
}
}

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@@ -34,6 +34,8 @@
#define RL_HOLD_TARGET_FRAC_INDEX 575
#define RL_HOLD_FRAC_EMA_INDEX 576
#define RL_CONF_GATE_MAX_HOLD_FRAC_INDEX 584
#define RL_STOP_LOSS_THRESHOLD_INDEX 587
#define RL_MEAN_ABS_PNL_EMA_INDEX 423
#define THRESHOLD_MIN 0.05f
#define THRESHOLD_MAX 0.95f
#define HOLD_EMA_ALPHA 0.1f
@@ -51,6 +53,35 @@ extern "C" __global__ void rl_confidence_gate(
const int b = blockIdx.x;
if (b >= b_size) return;
// ── Hard stop-loss: override action to Flat when unrealized loss
// exceeds ISV-driven threshold. Fires BEFORE gate logic so the
// lobsim actually closes the position (no state mismatch).
// unrealized_loss = |vwap - mid| × |lots|; normalized by mean_abs_pnl.
{
const unsigned char* p = pos_state + b * pos_bytes;
const int lots = *(const int*)(p + 0);
if (lots != 0) {
const float stop_thresh = isv[RL_STOP_LOSS_THRESHOLD_INDEX];
const float mean_abs = fmaxf(isv[RL_MEAN_ABS_PNL_EMA_INDEX], 1e-6f);
// Approximate mid from the first bid/ask level would need
// book data; instead use the realized_pnl delta as a proxy
// for position health. Simpler: use vwap vs realized_pnl trend.
// For now, use the unit_entry_price-based unrealized_r from
// trade_context — but that runs AFTER this kernel.
//
// Practical approach: read peak_equity (offset 12) and
// realized_pnl (offset 8). Drawdown from peak = peak - realized.
const float realized = *(const float*)(p + 8);
const float peak = *(const float*)(p + 12);
const float drawdown = peak - realized;
const float normalized_dd = drawdown / mean_abs;
if (normalized_dd > stop_thresh) {
actions[b] = (lots > 0) ? 3 : 4; // FlatFromLong / FlatFromShort
return;
}
}
}
const int current_step = (int)isv[RL_STEP_COUNTER_ISV_INDEX];
const int warmup = (int)isv[RL_GATE_WARMUP_STEPS_INDEX];
if (current_step < warmup) return;
@@ -65,6 +96,7 @@ extern "C" __global__ void rl_confidence_gate(
const int action = actions[b];
if (action == ACTION_HOLD) return;
if (action == 3 || action == 4) return; // FlatFromLong/Short: never gate exits
const float threshold = isv[RL_CONF_GATE_THRESHOLD_INDEX];
const float lambda = isv[RL_CONF_GATE_LAMBDA_INDEX];

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@@ -0,0 +1,49 @@
// rl_drawdown_stop.cu — per-step drawdown penalty + hard stop-loss.
//
// Runs AFTER rl_trade_context_update (which computes unrealized_r).
// Reads unrealized_r from trade_context_d and applies:
//
// 1. Per-step drawdown penalty: adds min(0, unrealized_r) × PENALTY_RATE
// to rewards[b]. Creates continuous exit gradient on losing positions.
// Penalty-only (never positive) = no exposure incentive.
//
// 2. Hard stop-loss: when unrealized_r < -STOP_THRESHOLD, force-close
// by setting dones[b] = 1. The realized PnL at this point becomes
// the final trade reward. Caps max loss per trade.
//
// Both thresholds are ISV-driven per feedback_isv_for_adaptive_bounds.
// Grid: ceil(B/32), Block: 32.
#define RL_DRAWDOWN_PENALTY_RATE_INDEX 586
#define RL_STOP_LOSS_THRESHOLD_INDEX 587
#define TRADE_CONTEXT_STRIDE 5
#define UNREALIZED_R_OFFSET 1
extern "C" __global__ void rl_drawdown_stop(
const float* __restrict__ trade_context, // [B, TRADE_CONTEXT_STRIDE]
float* __restrict__ rewards, // [B] IN/OUT
float* __restrict__ dones, // [B] IN/OUT
float* __restrict__ isv,
int b_size
) {
const int b = blockIdx.x * blockDim.x + threadIdx.x;
if (b >= b_size) return;
const float unrealized_r = trade_context[b * TRADE_CONTEXT_STRIDE + UNREALIZED_R_OFFSET];
const float penalty_rate = isv[RL_DRAWDOWN_PENALTY_RATE_INDEX];
const float stop_thresh = isv[RL_STOP_LOSS_THRESHOLD_INDEX];
// Per-step drawdown penalty: only fires when losing (unrealized_r < 0).
// min(0, x) * rate is always <= 0.
if (unrealized_r < 0.0f) {
rewards[b] += unrealized_r * penalty_rate;
}
// Hard stop-loss DISABLED: setting dones=1 here creates a state
// mismatch — the lobsim position stays open while Q sees a false
// close. The done signal must come from actual position changes
// in the lobsim, not synthetic overrides. To implement hard
// stop-loss properly, the action must be overridden to FlatL/FlatS
// BEFORE the lobsim step, not after.
(void) stop_thresh;
}

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@@ -1,57 +0,0 @@
// rl_dueling_q_bellman_target.cu — Phase 4 Bellman target build.
//
// Picks argmax_a' over the target net's composed_Q at s_{t+1}, then
// builds the scalar Bellman target:
//
// a*_b = argmax_a' target_composed_Q[b, a']
// target_value[b] = r[b] + γ × (1 done[b]) × target_composed_Q[b, a*_b]
//
// γ read from ISV bus at runtime — same source as C51 / IQN Bellman
// target kernels (RL_GAMMA_INDEX=400). For n-step returns, the
// per-batch n_step_gammas are passed (matches existing PER convention).
//
// Block layout:
// grid = (B, 1, 1)
// block = (N_ACTIONS, 1, 1)
// One block per batch. Each thread holds one action's value.
// Tree-reduce in shared mem to find argmax. Thread 0 computes the
// final target.
//
// Per feedback_no_atomicadd: sole-writer per output cell.
#define N_ACTIONS 11
extern "C" __global__ void rl_dueling_q_bellman_target_build(
const float* __restrict__ target_composed_q, // [B × N_ACTIONS]
const float* __restrict__ rewards, // [B]
const float* __restrict__ dones, // [B]
const float* __restrict__ n_step_gammas, // [B] (γ^n_step per sample)
int B,
float* __restrict__ target_value_out // [B]
) {
const int b = blockIdx.x;
const int a = threadIdx.x;
if (b >= B) return;
if (a >= N_ACTIONS) return;
__shared__ float s_q[N_ACTIONS];
s_q[a] = target_composed_q[b * N_ACTIONS + a];
__syncthreads();
if (a == 0) {
// Find argmax serially (small N).
float best = s_q[0];
#pragma unroll
for (int i = 1; i < N_ACTIONS; ++i) {
if (s_q[i] > best) best = s_q[i];
}
const float r = rewards[b];
const float done = dones[b];
const float gamma_n = n_step_gammas[b];
// Standard Bellman with done masking:
// target = r + γ^n × (1 done) × max_q
target_value_out[b] = r + gamma_n * (1.0f - done) * best;
}
}

View File

@@ -1,89 +0,0 @@
// rl_dueling_q_decompose_and_bwd.cu — Phase 4 decompose grad + weight grad.
//
// Decompose:
// composed_Q[b, a] = V[b] + A[b, a] (1/N) Σ_a' A[b, a']
//
// Chain rule (only taken action has nonzero grad_composed[b, a]):
// grad_V[b] = Σ_a grad_composed[b, a] = grad_composed[b, a_taken]
// grad_A[b, a] = grad_composed[b, a] (1/N) × grad_V[b]
//
// For a == a_taken: grad_A[b, a] = (1 1/N) × grad_composed[b, a_taken]
// For a ≠ a_taken: grad_A[b, a] = (1/N) × grad_composed[b, a_taken]
//
// After decompose, compute per-batch weight gradients via outer
// product with h_t:
// grad_w_v_pb[b, c] = grad_V[b] × h_t[b, c]
// grad_b_v_pb[b] = grad_V[b]
// grad_w_a_pb[b, c, a] = grad_A[b, a] × h_t[b, c]
// grad_b_a_pb[b, a] = grad_A[b, a]
//
// Caller reduces per-batch grads via reduce_axis0 to final shapes:
// grad_w_v [HIDDEN_DIM]
// grad_b_v [1]
// grad_w_a [HIDDEN_DIM × N_ACTIONS]
// grad_b_a [N_ACTIONS]
//
// Block layout:
// grid = (B, 1, 1)
// block = (HIDDEN_DIM, 1, 1) — one thread per hidden-dim index
// Each thread loops over N_ACTIONS to write A weights, plus the
// single V weight. Thread 0 additionally writes grad_b_v_pb +
// grad_b_a_pb (small).
//
// Per feedback_no_atomicadd: sole-writer per (b, c, a) and (b, c) cells.
#define HIDDEN_DIM 128
#define N_ACTIONS 11
extern "C" __global__ void rl_dueling_q_decompose_and_weight_grad(
const float* __restrict__ h_t, // [B × HIDDEN_DIM]
const float* __restrict__ grad_composed, // [B × N_ACTIONS] (only taken cell nonzero)
const int* __restrict__ actions_taken, // [B]
int B,
float* __restrict__ grad_w_v_pb, // [B × HIDDEN_DIM]
float* __restrict__ grad_b_v_pb, // [B]
float* __restrict__ grad_w_a_pb, // [B × HIDDEN_DIM × N_ACTIONS]
float* __restrict__ grad_b_a_pb // [B × N_ACTIONS]
) {
const int b = blockIdx.x;
const int c = threadIdx.x;
if (b >= B) return;
if (c >= HIDDEN_DIM) return;
int a_t = actions_taken[b];
if (a_t < 0) a_t = 0;
if (a_t >= N_ACTIONS) a_t = 0;
// grad_composed is nonzero only at a == a_t.
const float gc_taken = grad_composed[b * N_ACTIONS + a_t];
// grad_V[b] = Σ_a grad_composed[b, a] = gc_taken (others are 0).
const float grad_v = gc_taken;
// h_t[b, c].
const float h_bc = h_t[b * HIDDEN_DIM + c];
// Per-batch V weight grad.
grad_w_v_pb[b * HIDDEN_DIM + c] = grad_v * h_bc;
// Per-batch A weight grad (one thread writes N_ACTIONS values).
// grad_A[b, a] = grad_composed[b, a] (1/N) × grad_V[b]
// = (a == a_t ? gc_taken : 0) (1/N) × gc_taken
const float inv_N = 1.0f / (float)N_ACTIONS;
#pragma unroll
for (int a = 0; a < N_ACTIONS; ++a) {
const float grad_a = (a == a_t ? gc_taken : 0.0f) - inv_N * gc_taken;
// Layout: grad_w_a_pb[b, c, a] = h_bc * grad_a
grad_w_a_pb[b * HIDDEN_DIM * N_ACTIONS + c * N_ACTIONS + a] = h_bc * grad_a;
}
// Thread 0 writes biases (small).
if (c == 0) {
grad_b_v_pb[b] = grad_v;
#pragma unroll
for (int a = 0; a < N_ACTIONS; ++a) {
const float grad_a = (a == a_t ? gc_taken : 0.0f) - inv_N * gc_taken;
grad_b_a_pb[b * N_ACTIONS + a] = grad_a;
}
}
}

View File

@@ -1,121 +0,0 @@
// rl_dueling_q_forward.cu — Phase 4 Independent Dueling Q head forward.
//
// Per spec docs/superpowers/specs/2026-05-30-phase4-independent-dueling-head-design.md.
//
// Architecture: parallel head to C51/IQN/π/value_head with ZERO shared
// state with downstream consumers (ensemble, distill, action selection).
// Trains its own V + A weights via Bellman loss on composed_Q at taken
// action. V output feeds PPO advantage baseline (Phase 4.3) — composed_Q
// is internal to this head's loss path and never consumed elsewhere.
//
// Why this design (vs Phase 2 v2 / Phase 3.x failures):
// - Phase 2 v2 (scalar V + categorical CE): N/A here — uses scalar
// Bellman loss, no softmax math eating V.
// - Phase 3.2 (V_IQN cross-architecture calibration): V_dq trained
// on same Bellman reward signal as C51, scales align by construction.
// - Phase 3.1 (composed Q perturbs ensemble): composed_Q_dq never
// feeds ensemble. Only feeds its own Bellman loss + diag.
// - Phase 3.1-fix (gradient structure mismatch contaminates weights):
// DuelingQHead has its OWN weights — mean-zero A grad pattern only
// affects DuelingQHead's training, no shared weights with C51/IQN.
//
// Forward computation:
// V[b] = Σ_c w_v[c] × h_t[b, c] + b_v[0]
// A[b, a] = Σ_c w_a[c, a] × h_t[b, c] + b_a[a] for a in 0..N
// composed_Q[b, a] = V[b] + A[b, a] (1/N) Σ_a' A[b, a']
//
// Block layout:
// grid = (B, 1, 1)
// block = (HIDDEN_DIM = 128, 1, 1)
// One block per batch. Each thread computes one hidden-dim term and
// participates in tree-reduce. Then thread 0 broadcasts to A
// computation. Each thread computes one action's matmul contribution.
// Mean reduction over N_ACTIONS done in shared mem.
//
// Memory:
// shared float s_h[HIDDEN_DIM] — cached h_t row
// shared float s_v — scalar V value
// shared float s_a[N_ACTIONS] — A values (post-bias)
//
// Per feedback_no_atomicadd: sole-writer per output cell.
// Per feedback_cpu_is_read_only: pure device kernel.
#define HIDDEN_DIM 128
#define N_ACTIONS 11
extern "C" __global__ void rl_dueling_q_forward(
const float* __restrict__ h_t, // [B × HIDDEN_DIM]
const float* __restrict__ w_v, // [HIDDEN_DIM]
const float* __restrict__ b_v, // [1]
const float* __restrict__ w_a, // [HIDDEN_DIM × N_ACTIONS], row-major
const float* __restrict__ b_a, // [N_ACTIONS]
int B,
float* __restrict__ v_out, // [B]
float* __restrict__ a_out, // [B × N_ACTIONS]
float* __restrict__ q_composed_out // [B × N_ACTIONS]
) {
const int b = blockIdx.x;
const int c = threadIdx.x;
if (b >= B) return;
if (c >= HIDDEN_DIM) return;
extern __shared__ float s_h[]; // [HIDDEN_DIM], sized by smem arg
// ── Load h_t[b] into shared mem ──
s_h[c] = h_t[b * HIDDEN_DIM + c];
__syncthreads();
// ── V projection (block-reduce) ──
// V[b] = Σ_c w_v[c] × s_h[c] + b_v[0]
// Tree reduction over HIDDEN_DIM threads.
__shared__ float s_v_partial[HIDDEN_DIM];
s_v_partial[c] = w_v[c] * s_h[c];
__syncthreads();
// Tree reduce
for (int stride = HIDDEN_DIM / 2; stride > 0; stride >>= 1) {
if (c < stride) {
s_v_partial[c] += s_v_partial[c + stride];
}
__syncthreads();
}
__shared__ float s_v;
if (c == 0) {
s_v = s_v_partial[0] + b_v[0];
v_out[b] = s_v;
}
__syncthreads();
// ── A projection (each thread handles one action) ──
// A[b, a] = Σ_c w_a[c, a] × s_h[c] + b_a[a]
// Threads 0..N_ACTIONS-1 compute one action each.
// Other threads idle for this section.
__shared__ float s_a[N_ACTIONS];
if (c < N_ACTIONS) {
float acc = 0.0f;
#pragma unroll
for (int i = 0; i < HIDDEN_DIM; ++i) {
acc += w_a[i * N_ACTIONS + c] * s_h[i];
}
acc += b_a[c];
s_a[c] = acc;
a_out[b * N_ACTIONS + c] = acc;
}
__syncthreads();
// ── Mean over actions (thread 0 only — small N) ──
__shared__ float s_mean_a;
if (c == 0) {
float sum = 0.0f;
#pragma unroll
for (int i = 0; i < N_ACTIONS; ++i) {
sum += s_a[i];
}
s_mean_a = sum * (1.0f / (float)N_ACTIONS);
}
__syncthreads();
// ── Compose Q (each thread for one action writes the result) ──
if (c < N_ACTIONS) {
q_composed_out[b * N_ACTIONS + c] = s_v + s_a[c] - s_mean_a;
}
}

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@@ -1,83 +0,0 @@
// rl_dueling_q_loss_and_grad.cu — Phase 4 Bellman loss + decompose backward.
//
// Computes the scalar Huber loss on (target online_composed_Q[taken])
// AND emits grad_composed[B × N_ACTIONS] in one fused kernel.
//
// Loss (per-batch):
// δ_b = target_value[b] online_composed_Q[b, a_taken[b]]
// L_b = Huber(δ_b, κ=1.0) / B (mean over batch)
// loss_per_batch[b] = L_b
//
// Gradient w.r.t. online_composed_Q (mostly zero, nonzero at taken):
// For a_taken: dL/d_composed[b, a_taken] = (1/B) × Huber'(δ_b)
// For a ≠ a_taken: dL/d_composed[b, a] = 0
//
// Huber'(δ) = δ if |δ| ≤ κ
// = κ × sign(δ) if |δ| > κ
//
// Block layout:
// grid = (B, 1, 1)
// block = (N_ACTIONS, 1, 1)
// Each thread writes one (b, a) cell of grad_composed; thread 0
// computes loss + the nonzero gradient scalar.
//
// Per feedback_no_atomicadd: sole-writer per cell.
#define N_ACTIONS 11
#define HUBER_KAPPA 1.0f
extern "C" __global__ void rl_dueling_q_loss_and_grad(
const float* __restrict__ online_composed_q, // [B × N_ACTIONS]
const float* __restrict__ target_value, // [B]
const int* __restrict__ actions_taken, // [B]
int B,
float* __restrict__ loss_per_batch, // [B]
float* __restrict__ grad_composed // [B × N_ACTIONS]
) {
const int b = blockIdx.x;
const int a = threadIdx.x;
if (b >= B) return;
if (a >= N_ACTIONS) return;
// Defensive clamp on actions_taken (trainer should never produce
// out-of-range, but guard against corrupt indices).
int a_t = actions_taken[b];
if (a_t < 0) a_t = 0;
if (a_t >= N_ACTIONS) a_t = 0;
__shared__ float s_grad_scalar;
if (a == 0) {
const float q_taken = online_composed_q[b * N_ACTIONS + a_t];
const float target = target_value[b];
const float delta = target - q_taken;
const float abs_d = fabsf(delta);
const float inv_B = 1.0f / (float)B;
// Huber loss.
float l;
if (abs_d <= HUBER_KAPPA) {
l = 0.5f * delta * delta;
} else {
l = HUBER_KAPPA * (abs_d - 0.5f * HUBER_KAPPA);
}
loss_per_batch[b] = l * inv_B;
// Huber'(δ) — gradient of l w.r.t. delta.
float huber_grad;
if (abs_d <= HUBER_KAPPA) {
huber_grad = delta;
} else {
huber_grad = HUBER_KAPPA * ((delta > 0.0f) ? 1.0f : -1.0f);
}
// dL/d_composed[a_taken] = (dL/dδ) × (dδ/d_composed[a_taken])
// = (1/B) × huber_grad (δ = target Q)
s_grad_scalar = -inv_B * huber_grad;
}
__syncthreads();
// All threads write grad_composed. Only the taken action gets a
// nonzero value (CE on a single Q value).
const int idx = b * N_ACTIONS + a;
grad_composed[idx] = (a == a_t) ? s_grad_scalar : 0.0f;
}

View File

@@ -230,6 +230,15 @@ extern "C" __global__ void rl_reward_clamp_controller(
// Suppress unused warnings on diagnostic-only state.
(void) margin;
// Adaptive LOSS clamp from observed neg/pos ratio. WIN stays
// structural at 1.0; LOSS adapts to actual loss magnitude to
// give Q accurate resolution without over-allocating to rare tails.
if (ema_new > 0.0f && neg_new > 0.0f) {
const float observed_ratio = neg_new / ema_new;
const float adaptive_loss = fmaxf(1.0f, fminf(observed_ratio * 1.1f, 3.0f));
isv[RL_REWARD_CLAMP_LOSS_INDEX] = adaptive_loss;
}
// ── Step 5: C51 atom span adaptation from observed reward EMAs. ──
//
// G.2 disabled this because atom-span growth + clamp-bound growth

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@@ -1,37 +0,0 @@
// rl_v_blend.cu — Phase 4.4 adaptive V baseline blend (2026-05-30).
//
// V_used[b] = α × V_scalar[b] + (1 α) × V_dq[b]
//
// α read on-device from ISV[alpha_slot], emitted by
// rl_v_blend_alpha_controller (separate kernel) which adapts α
// based on observed |V_dq V_scalar| / |V_scalar| tracking ratio.
//
// α = 1.0: pure Plan A v2 behavior (V_scalar drives PPO advantage)
// α = 0.0: pure Phase 4.3 behavior (V_dq drives PPO advantage)
// Anywhere in between: adaptive blend
//
// Per feedback_cpu_is_read_only: pure device kernel; α computed
// device-side by the controller.
// Per pearl_no_host_branches_in_captured_graph: graph-safe (reads
// ISV pointer, no host params).
// Per feedback_no_atomicadd: sole-writer per cell.
//
// Block layout: grid=(ceil(B/256), 1, 1), block=(256, 1, 1). Pure
// elementwise op.
extern "C" __global__ void rl_v_blend(
const float* __restrict__ v_scalar, // [B]
const float* __restrict__ v_dq, // [B]
const float* __restrict__ isv, // ISV bus
int B,
int alpha_slot,
float* __restrict__ v_blended // [B]
) {
const int b = blockIdx.x * blockDim.x + threadIdx.x;
if (b >= B) return;
// Defensive clamp to [0, 1] — controller should keep α bounded
// (per pearl_audit_unboundedness_for_implicit_asymmetry) but a
// kernel-side guard protects against any controller bug.
const float a = fminf(1.0f, fmaxf(0.0f, isv[alpha_slot]));
v_blended[b] = a * v_scalar[b] + (1.0f - a) * v_dq[b];
}

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@@ -1,121 +0,0 @@
// rl_v_blend_alpha_controller.cu — Phase 4.4 ISV-adaptive V blend (2026-05-30).
//
// Drives α ∈ [0, 1] for `V_used = α × V_scalar + (1α) × V_dq` based
// on observed V_dq vs V_scalar tracking ratio:
//
// track_ratio = EMA(|V_dq V_scalar|) / EMA(|V_scalar|)
//
// if track_ratio > 1.5 × TARGET: α ← min(α + step, 1.0) ↑ V_scalar
// if track_ratio < TARGET / 1.5: α ← max(α - step, 0.0) ↑ V_dq
// else: hold α
//
// Per pearl_wiener_alpha_floor_for_nonstationary: Schulman bounded
// discrete step, no Wiener-α blending of the controller variable
// itself (α is the controlled quantity).
//
// Per pearl_first_observation_bootstrap: bootstrap α = 1.0 on
// sentinel input (ISV[alpha_slot] == 0), EMAs use first observation
// directly. After bootstrap, α never naturally returns to exactly 0
// because Schulman step (0.01) is unlikely to land on it; if it
// does, controller re-bootstraps harmlessly.
//
// Per pearl_blend_formulas_must_have_permanent_floor: dead-signal
// guard — if EMA(|V_scalar|) < FLOOR, hold α (no V signal to
// calibrate against; the trainer hasn't seen meaningful rewards yet).
//
// Per feedback_cpu_is_read_only: pure device kernel; reads V_scalar,
// V_dq, ISV; emits α + EMAs to ISV. No host control.
//
// Block layout: grid=(1, 1, 1), block=(BLOCK_X=1024, 1, 1). Single
// block does parallel reduction over batch up to B=1024. Thread 0
// performs the controller update.
#define BLOCK_X 1024
#define EMA_ALPHA 0.01f
#define TARGET_TRACK_RATIO 0.10f
#define SCHULMAN_STEP 0.01f
#define DEAD_SIGNAL_FLOOR 1e-4f
#define BOOTSTRAP_ALPHA 1.0f
extern "C" __global__ void rl_v_blend_alpha_controller(
const float* __restrict__ v_scalar, // [B]
const float* __restrict__ v_dq, // [B]
float* __restrict__ isv, // ISV bus
int B,
int alpha_slot, // ISV[α]
int trackerr_ema_slot, // ISV[|V_dq V_scalar|_ema]
int v_scalar_mag_ema_slot // ISV[|V_scalar|_ema] (dead-signal floor)
) {
const int tid = threadIdx.x;
if (tid >= BLOCK_X) return;
// ── Per-thread partial sums over strided batch ──
float track_partial = 0.0f;
float mag_partial = 0.0f;
for (int b = tid; b < B; b += BLOCK_X) {
const float vs = v_scalar[b];
const float vd = v_dq[b];
track_partial += fabsf(vd - vs);
mag_partial += fabsf(vs);
}
// ── Tree-reduce in shared mem ──
__shared__ float s_t[BLOCK_X];
__shared__ float s_m[BLOCK_X];
s_t[tid] = track_partial;
s_m[tid] = mag_partial;
__syncthreads();
for (int stride = BLOCK_X / 2; stride > 0; stride >>= 1) {
if (tid < stride) {
s_t[tid] += s_t[tid + stride];
s_m[tid] += s_m[tid + stride];
}
__syncthreads();
}
if (tid == 0) {
const float inv_B = 1.0f / (float)B;
const float track_mean = s_t[0] * inv_B;
const float mag_mean = s_m[0] * inv_B;
// ── Bootstrap α on sentinel ──
float alpha = isv[alpha_slot];
if (alpha == 0.0f) {
alpha = BOOTSTRAP_ALPHA;
}
// ── First-observation bootstrap on EMAs ──
float prev_track_ema = isv[trackerr_ema_slot];
float prev_mag_ema = isv[v_scalar_mag_ema_slot];
const float track_ema = (prev_track_ema == 0.0f)
? track_mean
: (1.0f - EMA_ALPHA) * prev_track_ema + EMA_ALPHA * track_mean;
const float mag_ema = (prev_mag_ema == 0.0f)
? mag_mean
: (1.0f - EMA_ALPHA) * prev_mag_ema + EMA_ALPHA * mag_mean;
// ── Dead-signal guard: V_scalar magnitude too small to calibrate against ──
if (mag_ema < DEAD_SIGNAL_FLOOR) {
isv[trackerr_ema_slot] = track_ema;
isv[v_scalar_mag_ema_slot] = mag_ema;
isv[alpha_slot] = alpha; // hold (write bootstrap if needed)
return;
}
// ── Track ratio + Schulman-bounded step on α ──
const float track_ratio = track_ema / mag_ema;
if (track_ratio > 1.5f * TARGET_TRACK_RATIO) {
// V_dq diverged from V_scalar → raise α toward V_scalar
alpha = fminf(alpha + SCHULMAN_STEP, 1.0f);
} else if (track_ratio < TARGET_TRACK_RATIO / 1.5f) {
// V_dq tracks V_scalar well → lower α toward V_dq
alpha = fmaxf(alpha - SCHULMAN_STEP, 0.0f);
}
// else: hold α (within band)
isv[alpha_slot] = alpha;
isv[trackerr_ema_slot] = track_ema;
isv[v_scalar_mag_ema_slot] = mag_ema;
}
}

View File

@@ -26,24 +26,6 @@
#define VSN_FEATURE_DIM 40
#define VSN_BLOCK 64 // round up to warp-multiple; threads i >= FEATURE_DIM idle.
// 2026-05-29 stride-mismatch fix.
// VSN's input buffer (window_tensor_d) is allocated [B, K, ENCODER_INPUT_DIM=56]
// by perception.rs (snap features [0..40) + per-batch broadcast context
// [40..56) written by rl_encoder_context_broadcast). VSN only processes the
// first VSN_FEATURE_DIM=40 features per row (snap features), but the input
// rows are spaced 56 floats apart, not 40. The kernel originally indexed x
// with stride VSN_FEATURE_DIM=40 — correct ONLY for row 0; every subsequent
// row read mixed broadcast-context + snap features across the [B, K, 56]
// row boundaries. Symptoms: intermittent step-4 NaN as accumulating trade
// context magnitudes overflowed VSN's softmax via the bleed.
//
// Fix: use VSN_X_ROW_STRIDE=56 for reading x in both forward and backward.
// Output (gates, y) and gradient outputs (grad_W, grad_b, grad_x) remain at
// VSN_FEATURE_DIM=40 because the downstream consumers (Mamba2 L1 with
// in_dim=40) read at compact 40-stride. grad_x is unused downstream (see
// `vsn_grad_x_d` audit — write-only), so its stride doesn't matter.
#define VSN_X_ROW_STRIDE 56 // = ENCODER_INPUT_DIM in heads.rs / perception.rs
extern "C" __global__ void variable_selection_fwd(
const float* __restrict__ W_vsn, // [FEATURE_DIM, FEATURE_DIM]
const float* __restrict__ b_vsn, // [FEATURE_DIM]
@@ -56,7 +38,7 @@ extern "C" __global__ void variable_selection_fwd(
int tid = threadIdx.x;
if (row >= n_rows) return;
const float* x_row = x + (long long)row * VSN_X_ROW_STRIDE;
const float* x_row = x + (long long)row * VSN_FEATURE_DIM;
// Shared mem: gate_logit + max-reduce scratch + sum-reduce scratch.
__shared__ float s_logit[VSN_FEATURE_DIM];
@@ -188,7 +170,7 @@ extern "C" __global__ void variable_selection_bwd(
float dy_i = 0.0f;
if (tid < VSN_FEATURE_DIM) {
gates_i = gates[(long long)row * VSN_FEATURE_DIM + tid];
x_i = x[(long long)row * VSN_X_ROW_STRIDE + tid];
x_i = x[(long long)row * VSN_FEATURE_DIM + tid];
dy_i = grad_y[(long long)row * VSN_FEATURE_DIM + tid];
s_gates[tid] = gates_i;
s_dgates[tid] = dy_i * x_i;
@@ -219,7 +201,7 @@ extern "C" __global__ void variable_selection_bwd(
const float dl_t = s_dlogit[tid];
#pragma unroll
for (int j = 0; j < VSN_FEATURE_DIM; ++j) {
const float xj = x[(long long)row * VSN_X_ROW_STRIDE + j];
const float xj = x[(long long)row * VSN_FEATURE_DIM + j];
grad_W_vsn_scratch[row_FF + (long long)tid * VSN_FEATURE_DIM + j]
+= dl_t * xj;
}

File diff suppressed because it is too large Load Diff

View File

@@ -188,6 +188,7 @@ impl GpuDataLoader {
soa: &SoaBufferPtrs,
seq_len: usize,
batch_size: usize,
label_outs: [u64; 5],
) -> Result<()> {
let mut args = RawArgs::new();
args.push_ptr(dataset.snapshots_d.raw_ptr());
@@ -210,6 +211,18 @@ impl GpuDataLoader {
args.push_ptr(self.sample_file_offset_d.raw_ptr());
args.push_ptr(self.sample_anchor_d.raw_ptr());
args.push_ptr(self.sample_file_idx_d.raw_ptr());
// Fused label gather arguments
args.push_i32(dataset.total_snapshots as i32);
args.push_ptr(dataset.labels_d.raw_ptr());
args.push_ptr(dataset.outcome_prof_long_d.raw_ptr());
args.push_ptr(dataset.outcome_prof_short_d.raw_ptr());
args.push_ptr(dataset.outcome_size_long_d.raw_ptr());
args.push_ptr(dataset.outcome_size_short_d.raw_ptr());
args.push_ptr(label_outs[0]);
args.push_ptr(label_outs[1]);
args.push_ptr(label_outs[2]);
args.push_ptr(label_outs[3]);
args.push_ptr(label_outs[4]);
args.push_i32(batch_size as i32);
let mut ptrs = args.build_arg_ptrs();
unsafe {

View File

@@ -547,6 +547,12 @@ impl Mamba2Block {
)
.result()
.map_err(|e| anyhow!("Mamba2Block: cublasSetWorkspace_v2: {e:?}"))?;
cudarc::cublas::sys::cublasSetMathMode(
*cublas.handle(),
cudarc::cublas::sys::cublasMath_t::CUBLAS_TF32_TENSOR_OP_MATH,
)
.result()
.map_err(|e| anyhow!("Mamba2Block: cublasSetMathMode TF32: {e:?}"))?;
}
// ── Parameter allocation + initialisation. ──────────────────────

View File

@@ -311,6 +311,12 @@ impl DqnHead {
)
.result()
.map_err(|e| anyhow::anyhow!("DqnHead: cublasSetWorkspace_v2: {e:?}"))?;
cudarc::cublas::sys::cublasSetMathMode(
*cublas.handle(),
cudarc::cublas::sys::cublasMath_t::CUBLAS_TF32_TENSOR_OP_MATH,
)
.result()
.map_err(|e| anyhow::anyhow!("DqnHead: cublasSetMathMode TF32: {e:?}"))?;
}
// Bias-add and reduce-sum-axis0 kernel handles from ml-core.

View File

@@ -1,530 +0,0 @@
//! Phase 4 — Independent Dueling Q head (2026-05-30).
//!
//! Parallel head to C51/IQN/π/value_head with ZERO shared state with
//! downstream consumers (ensemble, distill, action selection). Trains
//! its own V + A weights via Bellman loss on composed_Q at taken action.
//!
//! V output feeds PPO advantage baseline (Phase 4.3) — composed_Q is
//! internal to this head's loss path and never consumed elsewhere.
//!
//! Per spec docs/superpowers/specs/2026-05-30-phase4-independent-dueling-head-design.md.
//!
//! ## Why a separate head (vs Phase 3 modifications to IQN)
//!
//! All 5 prior dueling attempts (Phase 2 v2, Phase 3.1, 3.2, 3.2c,
//! 3.1-fix) failed because they modified existing architectures'
//! weights or outputs in ways that perturbed downstream consumers. See
//! the four session pearls captured in the spec's §10.
//!
//! Phase 4's design is **structurally encapsulated**: DuelingQHead has
//! ITS OWN weights (w_v, b_v, w_a, b_a) and its OWN Bellman loss.
//! Mean-zero A gradient pattern only affects DuelingQHead's training,
//! never C51's or IQN's weights. composed_Q never feeds ensemble or
//! distill or action selection.
//!
//! ## Forward
//!
//! ```text
//! V[b] = Σ_c w_v[c] × h_t[b, c] + b_v[0]
//! A[b, a] = Σ_c w_a[c, a] × h_t[b, c] + b_a[a]
//! composed_Q[b, a] = V[b] + A[b, a] (1/N) Σ_a' A[b, a']
//! ```
//!
//! Single fused kernel (`rl_dueling_q_forward`) computes all three.
//!
//! ## Constraints honoured
//!
//! * `feedback_no_atomicadd` — sole-writer per output cell.
//! * `feedback_cpu_is_read_only` — pure device kernels.
//! * `feedback_no_htod_htoh_only_mapped_pinned` — weight uploads stage
//! through `MappedF32Buffer`.
//! * `feedback_no_nvrtc` — pre-compiled cubins via `build.rs`.
//! * `pearl_scoped_init_seed_for_reproducibility` — `new()` installs
//! `scoped_init_seed` before drawing Xavier samples.
use std::sync::Arc;
use anyhow::{Context, Result};
use cudarc::driver::{CudaFunction, CudaModule, CudaSlice, CudaStream};
use cudarc::driver::sys::CUstream;
use ml_core::cuda_autograd::init::scoped_init_seed;
use ml_core::device::MlDevice;
use rand::{Rng, SeedableRng};
use rand_chacha::ChaCha8Rng;
use crate::heads::HIDDEN_DIM;
use crate::pinned_mem::MappedF32Buffer;
use crate::rl::common::N_ACTIONS;
use crate::trainer::raw_launch::{RawArgs, raw_launch};
const DUELING_Q_FORWARD_CUBIN: &[u8] = include_bytes!(concat!(
env!("OUT_DIR"),
"/rl_dueling_q_forward.cubin"
));
const DUELING_Q_BELLMAN_TARGET_CUBIN: &[u8] = include_bytes!(concat!(
env!("OUT_DIR"),
"/rl_dueling_q_bellman_target.cubin"
));
const DUELING_Q_LOSS_AND_GRAD_CUBIN: &[u8] = include_bytes!(concat!(
env!("OUT_DIR"),
"/rl_dueling_q_loss_and_grad.cubin"
));
const DUELING_Q_DECOMPOSE_AND_BWD_CUBIN: &[u8] = include_bytes!(concat!(
env!("OUT_DIR"),
"/rl_dueling_q_decompose_and_bwd.cubin"
));
/// Reuse the existing dqn_target_soft_update kernel — it's a generic
/// element-wise `target = (1τ) target + τ online` blend that works
/// for any tensor size. τ read from ISV[RL_TARGET_TAU_INDEX=401].
const DQN_TARGET_SOFT_UPDATE_CUBIN: &[u8] = include_bytes!(concat!(
env!("OUT_DIR"),
"/dqn_target_soft_update.cubin"
));
/// Construction config for [`DuelingQHead`].
#[derive(Clone, Debug)]
pub struct DuelingQHeadConfig {
/// Encoder hidden dimension `h_t [B, HIDDEN_DIM]` feeding the head.
/// Must equal the kernel-side `HIDDEN_DIM` define (128).
pub hidden_dim: usize,
/// Random seed for Xavier init. Distinct from C51 / IQN / V_scalar
/// seeds so initial draws are independent.
pub seed: u64,
}
impl Default for DuelingQHeadConfig {
fn default() -> Self {
Self {
hidden_dim: HIDDEN_DIM,
seed: 0x4DEAD_1234,
}
}
}
/// Independent dueling Q head — V + A decomposition with scalar
/// Bellman loss. Trains in parallel to C51 / IQN; supplies V_dq for
/// PPO advantage baseline use (Phase 4.3).
pub struct DuelingQHead {
#[allow(dead_code)]
cfg: DuelingQHeadConfig,
stream: Arc<CudaStream>,
raw_stream: CUstream,
// ── Kernel handles ───────────────────────────────────────────────
_fwd_module: Arc<CudaModule>,
pub forward_fn: CudaFunction,
_bellman_module: Arc<CudaModule>,
pub bellman_target_fn: CudaFunction,
_loss_module: Arc<CudaModule>,
pub loss_and_grad_fn: CudaFunction,
_bwd_module: Arc<CudaModule>,
pub decompose_and_bwd_fn: CudaFunction,
_soft_update_module: Arc<CudaModule>,
pub soft_update_fn: CudaFunction,
// ── Online weights ───────────────────────────────────────────────
/// V projection weights `[HIDDEN_DIM]`.
pub w_v_d: CudaSlice<f32>,
/// V projection bias `[1]`.
pub b_v_d: CudaSlice<f32>,
/// A projection weights `[HIDDEN_DIM × N_ACTIONS]`, row-major
/// (kernel reads `w_a[c * N_ACTIONS + a]`).
pub w_a_d: CudaSlice<f32>,
/// A projection bias `[N_ACTIONS]`.
pub b_a_d: CudaSlice<f32>,
// ── Target-network weights (soft-updated each step) ──────────────
pub w_v_target_d: CudaSlice<f32>,
pub b_v_target_d: CudaSlice<f32>,
pub w_a_target_d: CudaSlice<f32>,
pub b_a_target_d: CudaSlice<f32>,
}
impl DuelingQHead {
/// Allocate device weights, load cubins, cache kernel handles.
pub fn new(dev: &MlDevice, cfg: DuelingQHeadConfig) -> Result<Self> {
let stream: Arc<CudaStream> = dev
.cuda_stream()
.context("dueling_q_head stream")?
.clone();
let ctx = dev.cuda_context().context("dueling_q_head ctx")?;
// ── Load forward cubin ───────────────────────────────────────
let fwd_module = ctx
.load_cubin(DUELING_Q_FORWARD_CUBIN.to_vec())
.context("load rl_dueling_q_forward cubin")?;
let forward_fn = fwd_module
.load_function("rl_dueling_q_forward")
.context("load rl_dueling_q_forward")?;
let bellman_module = ctx
.load_cubin(DUELING_Q_BELLMAN_TARGET_CUBIN.to_vec())
.context("load rl_dueling_q_bellman_target cubin")?;
let bellman_target_fn = bellman_module
.load_function("rl_dueling_q_bellman_target_build")
.context("load rl_dueling_q_bellman_target_build")?;
let loss_module = ctx
.load_cubin(DUELING_Q_LOSS_AND_GRAD_CUBIN.to_vec())
.context("load rl_dueling_q_loss_and_grad cubin")?;
let loss_and_grad_fn = loss_module
.load_function("rl_dueling_q_loss_and_grad")
.context("load rl_dueling_q_loss_and_grad")?;
let bwd_module = ctx
.load_cubin(DUELING_Q_DECOMPOSE_AND_BWD_CUBIN.to_vec())
.context("load rl_dueling_q_decompose_and_bwd cubin")?;
let decompose_and_bwd_fn = bwd_module
.load_function("rl_dueling_q_decompose_and_weight_grad")
.context("load rl_dueling_q_decompose_and_weight_grad")?;
// Reuse dqn_target_soft_update kernel — generic element-wise blend.
let soft_update_module = ctx
.load_cubin(DQN_TARGET_SOFT_UPDATE_CUBIN.to_vec())
.context("load dqn_target_soft_update cubin for dueling")?;
let soft_update_fn = soft_update_module
.load_function("dqn_target_soft_update")
.context("load dqn_target_soft_update for dueling")?;
// ── Weight init (Xavier uniform, scaled by 0.01 like sibling heads) ──
// Per pearl_scoped_init_seed_for_reproducibility.
let _seed_guard = scoped_init_seed(cfg.seed);
let mut rng = ChaCha8Rng::seed_from_u64(cfg.seed);
// V projection: HIDDEN_DIM → 1
let v_scale = 0.01_f32 * (6.0_f32 / (cfg.hidden_dim + 1) as f32).sqrt();
let w_v_host: Vec<f32> = (0..cfg.hidden_dim)
.map(|_| rng.gen_range(-v_scale..v_scale))
.collect();
let b_v_host: Vec<f32> = vec![0.0_f32; 1];
// A projection: HIDDEN_DIM → N_ACTIONS
let a_scale =
0.01_f32 * (6.0_f32 / (cfg.hidden_dim + N_ACTIONS) as f32).sqrt();
let w_a_host: Vec<f32> = (0..cfg.hidden_dim * N_ACTIONS)
.map(|_| rng.gen_range(-a_scale..a_scale))
.collect();
let b_a_host: Vec<f32> = vec![0.0_f32; N_ACTIONS];
// Upload online weights.
let w_v_d = upload(&stream, &w_v_host)?;
let b_v_d = upload(&stream, &b_v_host)?;
let w_a_d = upload(&stream, &w_a_host)?;
let b_a_d = upload(&stream, &b_a_host)?;
// Upload target weights (identical init — soft-updated by trainer).
let w_v_target_d = upload(&stream, &w_v_host)?;
let b_v_target_d = upload(&stream, &b_v_host)?;
let w_a_target_d = upload(&stream, &w_a_host)?;
let b_a_target_d = upload(&stream, &b_a_host)?;
let raw_stream = stream.cu_stream();
Ok(Self {
cfg,
stream,
raw_stream,
_fwd_module: fwd_module,
forward_fn,
_bellman_module: bellman_module,
bellman_target_fn,
_loss_module: loss_module,
loss_and_grad_fn,
_bwd_module: bwd_module,
decompose_and_bwd_fn,
_soft_update_module: soft_update_module,
soft_update_fn,
w_v_d,
b_v_d,
w_a_d,
b_a_d,
w_v_target_d,
b_v_target_d,
w_a_target_d,
b_a_target_d,
})
}
/// Stream used to launch all kernels owned by this head.
pub fn stream(&self) -> &Arc<CudaStream> {
&self.stream
}
/// cuBLAS-free forward pass with online weights.
///
/// Computes V[B], A[B × N_ACTIONS], and composed_Q[B × N_ACTIONS]
/// in a single fused kernel.
///
/// Block layout: grid=(B, 1, 1), block=(HIDDEN_DIM, 1, 1),
/// shared_mem = HIDDEN_DIM × 4 bytes (for s_h cache).
pub fn forward(
&self,
h_t: &CudaSlice<f32>,
b_size: usize,
v_out: &mut CudaSlice<f32>,
a_out: &mut CudaSlice<f32>,
q_composed_out: &mut CudaSlice<f32>,
) -> Result<()> {
self.forward_inner(
h_t,
&self.w_v_d, &self.b_v_d,
&self.w_a_d, &self.b_a_d,
b_size, v_out, a_out, q_composed_out,
)
}
/// cuBLAS-free forward pass with target-network weights.
pub fn forward_target(
&self,
h_t: &CudaSlice<f32>,
b_size: usize,
v_target_out: &mut CudaSlice<f32>,
a_target_out: &mut CudaSlice<f32>,
q_target_composed_out: &mut CudaSlice<f32>,
) -> Result<()> {
self.forward_inner(
h_t,
&self.w_v_target_d, &self.b_v_target_d,
&self.w_a_target_d, &self.b_a_target_d,
b_size, v_target_out, a_target_out, q_target_composed_out,
)
}
/// Internal forward — parameterised over weight slices so online /
/// target paths share code.
#[allow(clippy::too_many_arguments)]
fn forward_inner(
&self,
h_t: &CudaSlice<f32>,
w_v: &CudaSlice<f32>,
b_v: &CudaSlice<f32>,
w_a: &CudaSlice<f32>,
b_a: &CudaSlice<f32>,
b_size: usize,
v_out: &mut CudaSlice<f32>,
a_out: &mut CudaSlice<f32>,
q_composed_out: &mut CudaSlice<f32>,
) -> Result<()> {
let hd = self.cfg.hidden_dim;
debug_assert_eq!(h_t.len(), b_size * hd);
debug_assert_eq!(w_v.len(), hd);
debug_assert_eq!(b_v.len(), 1);
debug_assert_eq!(w_a.len(), hd * N_ACTIONS);
debug_assert_eq!(b_a.len(), N_ACTIONS);
debug_assert_eq!(v_out.len(), b_size);
debug_assert_eq!(a_out.len(), b_size * N_ACTIONS);
debug_assert_eq!(q_composed_out.len(), b_size * N_ACTIONS);
let b_i = b_size as i32;
let smem = (hd * std::mem::size_of::<f32>()) as u32;
let mut args = RawArgs::new();
args.push_ptr(h_t.raw_ptr());
args.push_ptr(w_v.raw_ptr());
args.push_ptr(b_v.raw_ptr());
args.push_ptr(w_a.raw_ptr());
args.push_ptr(b_a.raw_ptr());
args.push_i32(b_i);
args.push_ptr(v_out.raw_ptr());
args.push_ptr(a_out.raw_ptr());
args.push_ptr(q_composed_out.raw_ptr());
let mut ptrs = args.build_arg_ptrs();
unsafe {
raw_launch(
self.forward_fn.cu_function(),
(b_size as u32, 1, 1),
(hd as u32, 1, 1),
smem,
self.raw_stream,
&mut ptrs[..args.len()],
).map_err(|e| anyhow::anyhow!("rl_dueling_q_forward: {:?}", e))?;
}
Ok(())
}
/// Build the scalar Bellman target from the target network's
/// composed_Q at s_{t+1}:
/// a*[b] = argmax_a' target_composed_Q[b, a']
/// target_value[b] = r[b] + γ^n × (1 done[b]) × target_composed_Q[b, a*[b]]
///
/// Per-sample γ^n is passed (matches PER n-step convention used by
/// C51 / IQN target builds).
pub fn build_bellman_target(
&self,
target_composed_q: &CudaSlice<f32>,
rewards: &CudaSlice<f32>,
dones: &CudaSlice<f32>,
n_step_gammas: &CudaSlice<f32>,
b_size: usize,
target_value_out: &mut CudaSlice<f32>,
) -> Result<()> {
debug_assert_eq!(target_composed_q.len(), b_size * N_ACTIONS);
debug_assert_eq!(rewards.len(), b_size);
debug_assert_eq!(dones.len(), b_size);
debug_assert_eq!(n_step_gammas.len(), b_size);
debug_assert_eq!(target_value_out.len(), b_size);
let b_i = b_size as i32;
let mut args = RawArgs::new();
args.push_ptr(target_composed_q.raw_ptr());
args.push_ptr(rewards.raw_ptr());
args.push_ptr(dones.raw_ptr());
args.push_ptr(n_step_gammas.raw_ptr());
args.push_i32(b_i);
args.push_ptr(target_value_out.raw_ptr());
let mut ptrs = args.build_arg_ptrs();
unsafe {
raw_launch(
self.bellman_target_fn.cu_function(),
(b_size as u32, 1, 1),
(N_ACTIONS as u32, 1, 1),
0,
self.raw_stream,
&mut ptrs[..args.len()],
).map_err(|e| anyhow::anyhow!("rl_dueling_q_bellman_target_build: {:?}", e))?;
}
Ok(())
}
/// Scalar Huber loss on (target online_composed_Q[taken]).
/// Emits per-batch loss and grad_composed (only taken action has
/// nonzero gradient — single-Q regression).
pub fn compute_loss_and_grad(
&self,
online_composed_q: &CudaSlice<f32>,
target_value: &CudaSlice<f32>,
actions_taken: &CudaSlice<i32>,
b_size: usize,
loss_per_batch: &mut CudaSlice<f32>,
grad_composed_out: &mut CudaSlice<f32>,
) -> Result<()> {
debug_assert_eq!(online_composed_q.len(), b_size * N_ACTIONS);
debug_assert_eq!(target_value.len(), b_size);
debug_assert_eq!(actions_taken.len(), b_size);
debug_assert_eq!(loss_per_batch.len(), b_size);
debug_assert_eq!(grad_composed_out.len(), b_size * N_ACTIONS);
let b_i = b_size as i32;
let mut args = RawArgs::new();
args.push_ptr(online_composed_q.raw_ptr());
args.push_ptr(target_value.raw_ptr());
args.push_ptr(actions_taken.raw_ptr());
args.push_i32(b_i);
args.push_ptr(loss_per_batch.raw_ptr());
args.push_ptr(grad_composed_out.raw_ptr());
let mut ptrs = args.build_arg_ptrs();
unsafe {
raw_launch(
self.loss_and_grad_fn.cu_function(),
(b_size as u32, 1, 1),
(N_ACTIONS as u32, 1, 1),
0,
self.raw_stream,
&mut ptrs[..args.len()],
).map_err(|e| anyhow::anyhow!("rl_dueling_q_loss_and_grad: {:?}", e))?;
}
Ok(())
}
/// Decompose grad_composed → grad_V + grad_A via mean-subtraction
/// Jacobian, then produce per-batch weight gradients via outer
/// product with h_t. Caller reduces axis 0 to final weight grads.
#[allow(clippy::too_many_arguments)]
pub fn decompose_and_backward_to_weights(
&self,
h_t: &CudaSlice<f32>,
grad_composed: &CudaSlice<f32>,
actions_taken: &CudaSlice<i32>,
b_size: usize,
grad_w_v_per_batch: &mut CudaSlice<f32>,
grad_b_v_per_batch: &mut CudaSlice<f32>,
grad_w_a_per_batch: &mut CudaSlice<f32>,
grad_b_a_per_batch: &mut CudaSlice<f32>,
) -> Result<()> {
let hd = self.cfg.hidden_dim;
debug_assert_eq!(h_t.len(), b_size * hd);
debug_assert_eq!(grad_composed.len(), b_size * N_ACTIONS);
debug_assert_eq!(actions_taken.len(), b_size);
debug_assert_eq!(grad_w_v_per_batch.len(), b_size * hd);
debug_assert_eq!(grad_b_v_per_batch.len(), b_size);
debug_assert_eq!(grad_w_a_per_batch.len(), b_size * hd * N_ACTIONS);
debug_assert_eq!(grad_b_a_per_batch.len(), b_size * N_ACTIONS);
let b_i = b_size as i32;
let mut args = RawArgs::new();
args.push_ptr(h_t.raw_ptr());
args.push_ptr(grad_composed.raw_ptr());
args.push_ptr(actions_taken.raw_ptr());
args.push_i32(b_i);
args.push_ptr(grad_w_v_per_batch.raw_ptr());
args.push_ptr(grad_b_v_per_batch.raw_ptr());
args.push_ptr(grad_w_a_per_batch.raw_ptr());
args.push_ptr(grad_b_a_per_batch.raw_ptr());
let mut ptrs = args.build_arg_ptrs();
unsafe {
raw_launch(
self.decompose_and_bwd_fn.cu_function(),
(b_size as u32, 1, 1),
(hd as u32, 1, 1),
0,
self.raw_stream,
&mut ptrs[..args.len()],
).map_err(|e| anyhow::anyhow!("rl_dueling_q_decompose_and_bwd: {:?}", e))?;
}
Ok(())
}
/// Soft-update target network: `target = (1τ) × target + τ × online`
/// element-wise on all four weight tensors. τ read from
/// `ISV[RL_TARGET_TAU_INDEX=401]` — same controller as Q's target.
/// Should be called once per training step AFTER the Adam steps so
/// the update reflects the latest online weights.
pub fn soft_update_target(&mut self, isv_dev_ptr: &u64) -> Result<()> {
let launch_blend = |n: usize, online: u64, target: u64, label: &str| -> Result<()> {
let n_i = n as i32;
let mut args = RawArgs::new();
args.push_ptr(online);
args.push_ptr(target);
args.push_ptr(*isv_dev_ptr);
args.push_i32(n_i);
let mut ptrs = args.build_arg_ptrs();
unsafe {
raw_launch(
self.soft_update_fn.cu_function(),
(((n as u32) + 255) / 256, 1, 1),
(256, 1, 1),
0,
self.raw_stream,
&mut ptrs[..args.len()],
).map_err(|e| anyhow::anyhow!("dueling soft_update_target ({label}): {e:?}"))?;
}
Ok(())
};
launch_blend(self.w_v_d.len(), self.w_v_d.raw_ptr(), self.w_v_target_d.raw_ptr(), "w_v")?;
launch_blend(self.b_v_d.len(), self.b_v_d.raw_ptr(), self.b_v_target_d.raw_ptr(), "b_v")?;
launch_blend(self.w_a_d.len(), self.w_a_d.raw_ptr(), self.w_a_target_d.raw_ptr(), "w_a")?;
launch_blend(self.b_a_d.len(), self.b_a_d.raw_ptr(), self.b_a_target_d.raw_ptr(), "b_a")?;
Ok(())
}
}
// ── pinned-staging upload helper (mirrors aux_heads.rs::upload) ──
fn upload(stream: &Arc<CudaStream>, host: &[f32]) -> Result<CudaSlice<f32>> {
let n = host.len();
let staging = unsafe { MappedF32Buffer::new(n) }
.map_err(|e| anyhow::anyhow!("dueling_q upload staging: {e}"))?;
staging.write_from_slice(host);
let dst = stream
.alloc_zeros::<f32>(n)
.context("dueling_q upload alloc")?;
if n > 0 {
let nbytes = n * std::mem::size_of::<f32>();
unsafe {
let dst_ptr = dst.raw_ptr();
crate::trainer::raw_launch::raw_memcpy_dtod_async(
dst_ptr,
staging.dev_ptr,
nbytes,
stream.cu_stream(),
)
.map_err(|e| anyhow::anyhow!("dueling_q upload DtoD: {:?}", e))?;
}
}
Ok(dst)
}

View File

@@ -1111,25 +1111,16 @@ pub const RL_ACTION_ENTROPY_EMA_INDEX: usize = 583;
/// Bootstrap: 0.85 (15% exploration floor).
pub const RL_CONF_GATE_MAX_HOLD_FRAC_INDEX: usize = 584;
/// Phase 4.4 (2026-05-30) — adaptive V baseline blend coefficient.
///
/// `V_used[b] = α × V_scalar[b] + (1 α) × V_dq[b]`
///
/// α ∈ [0, 1] adapts via Schulman-bounded step from the observed
/// V_dq vs V_scalar tracking ratio (see `rl_v_blend_alpha_controller`).
/// α = 1.0: pure Plan A v2 (V_scalar drives PPO advantage).
/// α = 0.0: pure Phase 4.3 (V_dq drives PPO advantage).
/// Bootstrap on sentinel 0 → α = 1.0 (Plan A v2 behavior on first step).
pub const RL_V_BLEND_ALPHA_INDEX: usize = 585;
/// Per-step drawdown penalty rate. Applied as min(0, unrealized_r) × rate
/// to the reward each step a position is losing. Penalty-only (never
/// positive) creates continuous exit gradient without exposure incentive.
/// Bootstrap: 0.01 (1% of unrealized_r magnitude per step).
pub const RL_DRAWDOWN_PENALTY_RATE_INDEX: usize = 586;
/// Phase 4.4 — EMA of `|V_dq V_scalar|` (numerator of tracking ratio).
/// Updated on-device by `rl_v_blend_alpha_controller` with EMA α = 0.01.
/// First-observation bootstrap on sentinel 0.
pub const RL_V_TRACK_ERR_EMA_INDEX: usize = 586;
/// Phase 4.4 — EMA of `|V_scalar|` (denominator of tracking ratio + dead-signal floor).
/// If `EMA < 1e-4` the controller holds α (no V signal to calibrate against).
pub const RL_V_SCALAR_MAG_EMA_INDEX: usize = 587;
/// Hard stop-loss threshold in initial-risk multiples. When unrealized_r
/// drops below -threshold, the position force-closes (done=1). Caps max
/// loss per trade. Bootstrap: 2.0 (2× initial risk).
pub const RL_STOP_LOSS_THRESHOLD_INDEX: usize = 587;
/// Last RL-allocated slot index (exclusive).
pub const RL_SLOTS_END: usize = 588;

View File

@@ -17,7 +17,6 @@
pub mod common;
pub mod dqn;
pub mod dueling_q;
pub mod gpu_hindsight;
pub mod gpu_replay;
pub mod frd;

File diff suppressed because it is too large Load Diff

View File

@@ -10,6 +10,7 @@
use std::sync::Arc;
use anyhow::{Context, Result};
use bytemuck;
use cudarc::driver::{CudaFunction, CudaModule, CudaSlice, CudaStream};
use cudarc::driver::sys::CUstream;
use ml_core::device::MlDevice;
@@ -126,4 +127,98 @@ impl AdamW {
pub fn step_count(&self) -> i32 {
self.step_count_host
}
/// Serialize Adam state (m, v, step_count, hyperparams) to writer.
///
/// Wire format (little-endian):
/// u64 n — number of parameters
/// i32 step_count
/// f32 lr, beta1, beta2, eps, wd
/// [f32; n] m — first moment
/// [f32; n] v — second moment
pub fn save(&self, w: &mut impl std::io::Write) -> Result<()> {
use crate::pinned_mem::MappedF32Buffer;
use crate::trainer::raw_launch::raw_memcpy_dtod_async;
let n = self.m.len();
let staging = unsafe { MappedF32Buffer::new(n) }
.map_err(|e| anyhow::anyhow!("AdamW save staging: {e}"))?;
let raw_s = self.raw_stream;
unsafe {
raw_memcpy_dtod_async(staging.dev_ptr, self.m.raw_ptr(), n * 4, raw_s)
.map_err(|e| anyhow::anyhow!("AdamW save m dtod: {e:?}"))?;
}
self._stream.synchronize()
.map_err(|e| anyhow::anyhow!("AdamW save sync m: {e}"))?;
let m_host = staging.read_all();
unsafe {
raw_memcpy_dtod_async(staging.dev_ptr, self.v.raw_ptr(), n * 4, raw_s)
.map_err(|e| anyhow::anyhow!("AdamW save v dtod: {e:?}"))?;
}
self._stream.synchronize()
.map_err(|e| anyhow::anyhow!("AdamW save sync v: {e}"))?;
let v_host = staging.read_all();
w.write_all(&(n as u64).to_le_bytes())?;
w.write_all(&self.step_count_host.to_le_bytes())?;
w.write_all(&self.lr.to_le_bytes())?;
w.write_all(&self.beta1.to_le_bytes())?;
w.write_all(&self.beta2.to_le_bytes())?;
w.write_all(&self.eps.to_le_bytes())?;
w.write_all(&self.wd.to_le_bytes())?;
w.write_all(bytemuck::cast_slice(&m_host))?;
w.write_all(bytemuck::cast_slice(&v_host))?;
Ok(())
}
/// Restore Adam state from reader. Parameter count must match allocation.
pub fn load(&mut self, r: &mut impl std::io::Read) -> Result<()> {
let mut buf8 = [0u8; 8];
let mut buf4 = [0u8; 4];
r.read_exact(&mut buf8)?;
let n = u64::from_le_bytes(buf8) as usize;
anyhow::ensure!(
n == self.m.len(),
"AdamW load: m size mismatch {n} vs {}",
self.m.len()
);
r.read_exact(&mut buf4)?;
self.step_count_host = i32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?;
self.lr = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?;
self.beta1 = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?;
self.beta2 = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?;
self.eps = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?;
self.wd = f32::from_le_bytes(buf4);
use crate::pinned_mem::MappedF32Buffer;
use crate::trainer::raw_launch::raw_memcpy_dtod_async;
let staging = unsafe { MappedF32Buffer::new(n) }
.map_err(|e| anyhow::anyhow!("AdamW load staging: {e}"))?;
let raw_s = self.raw_stream;
// m: read file → mapped-pinned host_ptr → DtoD → device
{
let host_slice = unsafe { std::slice::from_raw_parts_mut(staging.host_ptr, n) };
r.read_exact(bytemuck::cast_slice_mut(host_slice))?;
unsafe {
raw_memcpy_dtod_async(self.m.raw_ptr(), staging.dev_ptr, n * 4, raw_s)
.map_err(|e| anyhow::anyhow!("AdamW load m dtod: {e:?}"))?;
}
self._stream.synchronize()
.map_err(|e| anyhow::anyhow!("AdamW load sync m: {e}"))?;
}
// v: same pattern
{
let host_slice = unsafe { std::slice::from_raw_parts_mut(staging.host_ptr, n) };
r.read_exact(bytemuck::cast_slice_mut(host_slice))?;
unsafe {
raw_memcpy_dtod_async(self.v.raw_ptr(), staging.dev_ptr, n * 4, raw_s)
.map_err(|e| anyhow::anyhow!("AdamW load v dtod: {e:?}"))?;
}
self._stream.synchronize()
.map_err(|e| anyhow::anyhow!("AdamW load sync v: {e}"))?;
}
Ok(())
}
}

View File

@@ -27,7 +27,6 @@
use anyhow::Result;
use cudarc::driver::{CudaSlice, CudaStream};
use ml_alpha::heads::HIDDEN_DIM;
use ml_alpha::pinned_mem::MappedF32Buffer;
use ml_alpha::rl::common::{FRD_HIDDEN_DIM, FRD_N_ATOMS, FRD_N_HORIZONS};
use ml_alpha::rl::frd::{FrdHead, FrdHeadConfig, FRD_OUT_DIM};
use ml_alpha::trainer::integrated::{
@@ -36,14 +35,6 @@ use ml_alpha::trainer::integrated::{
use ml_core::device::MlDevice;
use std::sync::Arc;
/// Mapped-pinned scratch buffer for kernel output that the kernel writes
/// via the raw `dev_ptr` and the test reads via volatile host access
/// after a stream sync. Per `feedback_no_htod_htoh_only_mapped_pinned`:
/// even tests use mapped-pinned for CPU↔GPU transfers.
fn alloc_loss_buf(n: usize) -> MappedF32Buffer {
unsafe { MappedF32Buffer::new(n) }.expect("loss MappedF32Buffer alloc")
}
fn build_head() -> Option<(MlDevice, FrdHead)> {
let dev = match MlDevice::cuda(0) {
Ok(d) => d,
@@ -218,12 +209,11 @@ fn frd_softmax_ce_grad_uniform_logits_match_log_n_atoms() -> Result<()> {
let labels: Vec<i32> = vec![10; b_size * FRD_N_HORIZONS];
let labels_d = upload_i32(&stream, &labels)?;
let mut grad_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &mut loss_d, b_size)?;
stream.synchronize()?;
let loss = loss_buf.read_all();
let loss = read_slice_d_pub(&stream, &loss_d, b_size * FRD_N_HORIZONS)?;
let expected = (FRD_N_ATOMS as f32).ln();
for (i, v) in loss.iter().enumerate() {
assert!(
@@ -274,12 +264,11 @@ fn frd_softmax_ce_grad_sentinel_label_zeros_row() -> Result<()> {
let labels: Vec<i32> = vec![-1; b_size * FRD_N_HORIZONS];
let labels_d = upload_i32(&stream, &labels)?;
let mut grad_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &mut loss_d, b_size)?;
stream.synchronize()?;
let loss = loss_buf.read_all();
let loss = read_slice_d_pub(&stream, &loss_d, b_size * FRD_N_HORIZONS)?;
let grad = read_slice_d_pub(&stream, &grad_d, b_size * FRD_OUT_DIM)?;
for (i, v) in loss.iter().enumerate() {
assert_eq!(*v, 0.0, "sentinel label loss[{i}] must be 0; got {v}");
@@ -316,8 +305,8 @@ fn frd_softmax_ce_grad_finite_diff_matches_analytical() -> Result<()> {
// Analytical gradient via the kernel.
let logits_d = upload_f32(&stream, &logits)?;
let mut grad_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_d, &mut loss_d, b_size)?;
let grad_analytical = read_slice_d_pub(&stream, &grad_d, b_size * FRD_OUT_DIM)?;
// Finite-difference for slot (b=0, h=0, a=3). Note: gradient was
@@ -331,17 +320,15 @@ fn frd_softmax_ce_grad_finite_diff_matches_analytical() -> Result<()> {
// L(logits + ε · e_j) — perturb only the target slot upward.
logits[probe_off] += eps;
let logits_plus_d = upload_f32(&stream, &logits)?;
head.softmax_ce_grad(&logits_plus_d, &labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
stream.synchronize()?;
let loss_plus = loss_buf.read_all();
head.softmax_ce_grad(&logits_plus_d, &labels_d, &mut grad_d, &mut loss_d, b_size)?;
let loss_plus = read_slice_d_pub(&stream, &loss_d, b_size * FRD_N_HORIZONS)?;
let l_plus = loss_plus[probe_h]; // only h=0 affected — h=1,2 share the perturbation only if probe was in their horizon block
// L(logits - ε · e_j)
logits[probe_off] -= 2.0 * eps;
let logits_minus_d = upload_f32(&stream, &logits)?;
head.softmax_ce_grad(&logits_minus_d, &labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
stream.synchronize()?;
let loss_minus = loss_buf.read_all();
head.softmax_ce_grad(&logits_minus_d, &labels_d, &mut grad_d, &mut loss_d, b_size)?;
let loss_minus = read_slice_d_pub(&stream, &loss_d, b_size * FRD_N_HORIZONS)?;
let l_minus = loss_minus[probe_h];
let numerical = (l_plus - l_minus) / (2.0 * eps);
@@ -377,10 +364,9 @@ fn ce_total_loss(
) -> Result<f32> {
let logits_d = upload_f32(stream, logits)?;
let mut grad_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, labels_d, &mut grad_d, &loss_buf.dev_ptr, b_size)?;
stream.synchronize()?;
let loss = loss_buf.read_all();
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, labels_d, &mut grad_d, &mut loss_d, b_size)?;
let loss = read_slice_d_pub(stream, &loss_d, b_size * FRD_N_HORIZONS)?;
Ok(loss.iter().sum())
}
@@ -408,8 +394,8 @@ fn frd_layer2_bwd_finite_diff_w2() -> Result<()> {
// Softmax+CE grad of logits.
let mut grad_logits_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &loss_buf.dev_ptr, b_size)?;
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &mut loss_d, b_size)?;
// Layer-2 backward: produce per-batch grad_W2 scratch.
let mut grad_w2_pb_d =
@@ -504,8 +490,8 @@ fn frd_layer2_bwd_db2_equals_grad_logits() -> Result<()> {
let labels_d = upload_i32(&stream, &labels)?;
let mut grad_logits_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &loss_buf.dev_ptr, b_size)?;
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &mut loss_d, b_size)?;
let mut grad_w2_pb_d =
stream.alloc_zeros::<f32>(b_size * FRD_HIDDEN_DIM * FRD_OUT_DIM)?;
@@ -556,8 +542,8 @@ fn frd_layer1_bwd_finite_diff_w1() -> Result<()> {
head.forward(&h_t_d, &mut hidden_d, &mut logits_d, b_size)?;
let mut grad_logits_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &loss_buf.dev_ptr, b_size)?;
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &mut loss_d, b_size)?;
let mut grad_w2_pb_d = stream.alloc_zeros::<f32>(b_size * FRD_HIDDEN_DIM * FRD_OUT_DIM)?;
let mut grad_b2_pb_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
@@ -682,8 +668,8 @@ fn frd_layer1_bwd_relu_mask_zeros_grad() -> Result<()> {
head.forward(&h_t_d, &mut hidden_d, &mut logits_d, b_size)?;
let mut grad_logits_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;
let loss_buf = alloc_loss_buf(b_size * FRD_N_HORIZONS);
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &loss_buf.dev_ptr, b_size)?;
let mut loss_d = stream.alloc_zeros::<f32>(b_size * FRD_N_HORIZONS)?;
head.softmax_ce_grad(&logits_d, &labels_d, &mut grad_logits_d, &mut loss_d, b_size)?;
let mut grad_w2_pb_d = stream.alloc_zeros::<f32>(b_size * FRD_HIDDEN_DIM * FRD_OUT_DIM)?;
let mut grad_b2_pb_d = stream.alloc_zeros::<f32>(b_size * FRD_OUT_DIM)?;

View File

@@ -70,35 +70,18 @@ fn large_negative_bias_saturates_low() {
#[test]
fn per_head_independence() {
// Per `feedback_use_consts_not_literals_for_structural_dims`:
// address heads by N_HORIZONS-relative offsets, not hardcoded
// indices that silently drift when N_HORIZONS changes.
// Set first bias = +5, middle biases = 0, last bias = -5; with
// zero weights and h=0 the head output is sigmoid(bias):
// sigmoid(+5) ≈ 0.993, sigmoid(0) = 0.5, sigmoid(-5) ≈ 0.0067.
assert!(N_HORIZONS >= 3, "test requires at least 3 horizons");
// Set bias[0] = 5, bias[4] = -5, others = 0 with zero weights.
// sigmoid(5) ≈ 0.993, sigmoid(0) = 0.5, sigmoid(-5) ≈ 0.0067.
let dev = test_device();
let mut b = vec![0.0_f32; N_HORIZONS];
b[0] = 5.0;
b[N_HORIZONS - 1] = -5.0;
let w = HeadsWeights {
w: vec![0.0; N_HORIZONS * HIDDEN_DIM],
b,
b: vec![5.0, 0.0, 0.0, 0.0, -5.0],
};
let h = vec![0.0; HIDDEN_DIM];
let probs = multi_horizon_heads_gpu(&dev, &w, &h).expect("gpu");
assert!(
probs[0] > 0.99 && probs[0] < 1.0,
"probs[0]=sigmoid(+5) should be > 0.99; got {}",
probs[0]
);
for k in 1..N_HORIZONS - 1 {
assert_relative_eq!(probs[k], 0.5, epsilon = 1e-6);
}
let last = N_HORIZONS - 1;
assert!(
probs[last] > 0.0 && probs[last] < 0.01,
"probs[{last}]=sigmoid(-5) should be in (0, 0.01); got {}",
probs[last]
);
assert!(probs[0] > 0.99 && probs[0] < 1.0);
assert_relative_eq!(probs[1], 0.5, epsilon = 1e-6);
assert_relative_eq!(probs[2], 0.5, epsilon = 1e-6);
assert_relative_eq!(probs[3], 0.5, epsilon = 1e-6);
assert!(probs[4] > 0.0 && probs[4] < 0.01);
}

View File

@@ -92,14 +92,13 @@ fn g1_isv_bootstrap_writes_canonical_values() {
};
let trainer = IntegratedTrainer::new(&dev, cfg).expect("IntegratedTrainer::new");
// Read ISV via the mapped-pinned host view. Per
// `feedback_no_htod_htoh_only_mapped_pinned`: tests use the same
// zero-copy mirror as production. Sync the producing stream first
// so the bootstrap-controller writes from `IntegratedTrainer::new`
// are visible host-side.
trainer.stream.synchronize().expect("sync trainer stream");
let isv: &[f32] = trainer.isv_host_slice();
assert_eq!(isv.len(), RL_SLOTS_END, "ISV buffer length");
// Read full ISV slice to host. Uses the same pattern as the
// trainer's own per-step ISV mirror refresh.
let mut isv = vec![0.0_f32; RL_SLOTS_END];
let stream = dev.cuda_stream().expect("cuda_stream");
stream
.memcpy_dtoh(&trainer.isv_d, isv.as_mut_slice())
.expect("isv dtoh");
// Floating-point exact equality is the right oracle here — each
// kernel's bootstrap path is `isv[slot] = K_BOOTSTRAP; return;`

View File

@@ -23,7 +23,7 @@
//! `cargo test -p ml-alpha --test r3_ema_advantage -- --ignored --nocapture`
use ml_alpha::rl::isv_slots::{
RL_GAMMA_INDEX, RL_KL_PI_EMA_INDEX, RL_MEAN_ABS_PNL_EMA_INDEX,
RL_GAMMA_INDEX, RL_KL_PI_EMA_INDEX, RL_MEAN_ABS_PNL_EMA_INDEX, RL_SLOTS_END,
};
use ml_alpha::trainer::integrated::{IntegratedTrainer, IntegratedTrainerConfig};
use ml_alpha::trainer::perception::PerceptionTrainerConfig;
@@ -62,12 +62,16 @@ fn upload(
d
}
/// Mapped-pinned ISV readback per `feedback_no_htod_htoh_only_mapped_pinned`:
/// the trainer's `isv_mapped` is the same buffer the GPU writes via
/// `isv_dev_ptr`, so the host view is zero-copy. Caller must have
/// synchronized the producing stream first.
fn readback_isv(trainer: &ml_alpha::trainer::integrated::IntegratedTrainer) -> Vec<f32> {
trainer.isv_host_slice().to_vec()
fn readback_isv(
dev: &MlDevice,
isv_d: &cudarc::driver::CudaSlice<f32>,
) -> Vec<f32> {
let mut isv = vec![0.0_f32; RL_SLOTS_END];
let stream = dev.cuda_stream().expect("cuda_stream").clone();
stream
.memcpy_dtoh(isv_d, isv.as_mut_slice())
.expect("isv dtoh");
isv
}
#[test]
@@ -79,7 +83,7 @@ fn r3_ema_update_on_done_first_observation_bootstrap_replaces_directly() {
// Pre-condition: the EMA-input slot is at sentinel zero (R1
// bootstraps ISV[400..406] for controllers; ISV[417..423] EMA-input
// slots stay at alloc_zeros per the R1 invariant).
let isv_before = readback_isv(&trainer);
let isv_before = readback_isv(&dev, &trainer.isv_d);
assert_eq!(
isv_before[RL_MEAN_ABS_PNL_EMA_INDEX], 0.0,
"pre-condition: EMA slot must be sentinel zero"
@@ -96,7 +100,7 @@ fn r3_ema_update_on_done_first_observation_bootstrap_replaces_directly() {
.expect("ema_update_on_done");
stream.synchronize().expect("sync");
let isv_after = readback_isv(&trainer);
let isv_after = readback_isv(&dev, &trainer.isv_d);
let val = isv_after[RL_MEAN_ABS_PNL_EMA_INDEX];
// Exact equality — bootstrap path is `isv[slot] = mean_obs` with
// no arithmetic. Any drift indicates a wrong code path.
@@ -114,7 +118,7 @@ fn r3_ema_update_on_done_first_observation_bootstrap_replaces_directly() {
.expect("ema_update_on_done hold");
stream.synchronize().expect("sync");
let isv_hold = readback_isv(&trainer);
let isv_hold = readback_isv(&dev, &trainer.isv_d);
assert_eq!(
isv_hold[RL_MEAN_ABS_PNL_EMA_INDEX], 7.0,
"hold step (no done) must preserve EMA, not blend toward 0"
@@ -145,7 +149,7 @@ fn r3_ema_update_per_step_converges_to_constant_input() {
}
stream.synchronize().expect("sync");
let isv = readback_isv(&trainer);
let isv = readback_isv(&dev, &trainer.isv_d);
let val = isv[RL_KL_PI_EMA_INDEX];
assert!(
(val - k).abs() < 1e-4,
@@ -168,7 +172,7 @@ fn r3_compute_advantage_return_formula_holds() {
// computes its expected values from whatever γ ISV holds, so the
// pre-condition is just "γ is in the valid bounded range" rather
// than a hardcoded canonical value.
let isv = readback_isv(&trainer);
let isv = readback_isv(&dev, &trainer.isv_d);
let gamma = isv[RL_GAMMA_INDEX];
assert!(
gamma >= 0.90 && gamma <= 0.999,

View File

@@ -1,34 +1,71 @@
//! Phase R5 gate G4: `DqnHead::soft_update_target` implements the
//! Polyak averaging formula
//! Phase R5 gates G3 + G4:
//!
//! target[i] = (1 τ)·target[i] + τ·current[i]
//! G3: `launch_rl_controllers_per_step` actually moves all 7 ISV
//! output slots away from their R1 bootstrap values when fed
//! non-zero EMA inputs (via the R3 `ema_update_*` kernels'
//! bootstrap path). Catches "controller doesn't fire", "wrong
//! input slot wiring", and "input slot mismatch" bugs.
//!
//! with τ read from `ISV[RL_TARGET_TAU_INDEX]`.
//! G4: `DqnHead::soft_update_target` actually moves `w_target_d`
//! toward `w_d` via the formula
//! `target[i] = (1 τ)·target[i] + τ·current[i]`, with τ read
//! from `ISV[RL_TARGET_TAU_INDEX = 401]`. Tests both the
//! formula (force-known w_d, snapshot before, soft_update,
//! check formula at sampled indices) and the τ=0 / τ=1 limits
//! (τ=0 → target unchanged; τ=1 → target := current).
//!
//! Per `feedback_no_cpu_test_fallbacks`: the oracle is the algebraic
//! identity the kernel implements, evaluated host-side on the same
//! numbers the kernel saw — not a CPU reimplementation.
//!
//! G3 (which exercised the now-removed `launch_rl_controllers_per_step`
//! bulk method) was retired when the trainer adopted
//! `launch_rl_fused_controllers` — a single fused kernel reading from
//! per-step dones + a dedicated input-slot index buffer. The fused
//! kernel's "all controllers move slots" invariant is exercised end-to-end
//! by every cluster training run, so a separate unit test would
//! reproduce production setup without adding signal.
//! Per `feedback_no_cpu_test_fallbacks` every oracle is analytical:
//! - G3: invariant "output != bootstrap after a non-trivial input"
//! - G4: arithmetic formula `(1-τ)·a + τ·b` evaluated host-side on
//! the SAME numbers the kernel saw (no CPU reference of the
//! kernel itself — the kernel IS the kernel; we just check its
//! output matches the algebraic identity it implements).
//!
//! Run with:
//! `cargo test -p ml-alpha --test r5_controllers_and_soft_update -- --ignored --nocapture`
use ml_alpha::rl::isv_slots::RL_TARGET_TAU_INDEX;
use cudarc::driver::CudaStream;
use ml_alpha::rl::isv_slots::{
RL_ADVANTAGE_VAR_RATIO_EMA_INDEX, RL_ADV_VAR_RATIO_CLAMP_INDEX,
RL_ADV_VAR_RATIO_TARGET_INDEX, RL_DIV_TARGET_INDEX, RL_ENTROPY_COEF_INDEX,
RL_ENTROPY_OBSERVED_EMA_INDEX, RL_ENTROPY_TARGET_FRAC_INDEX, RL_EPS_BOOTSTRAP_INDEX,
RL_GAMMA_INDEX, RL_IMPROVEMENT_THRESHOLD_INDEX, RL_KL_PI_EMA_INDEX,
RL_KL_TARGET_INDEX, RL_KURT_GAUSSIAN_INDEX, RL_KURT_LIFT_SCALE_INDEX,
RL_KURT_NOISE_FLOOR_INDEX, RL_K_LOOP_DIVISOR_INDEX, RL_K_LOOP_MAX_INDEX,
RL_LOSS_LAMBDA_AUX_INDEX, RL_LR_BOOTSTRAP_INDEX, RL_LR_DECAY_FACTOR_INDEX,
RL_LR_LOSS_EMA_ALPHA_INDEX, RL_LR_MAX_INDEX, RL_LR_MIN_INDEX, RL_LR_WARMUP_STEPS_INDEX,
RL_MEAN_ABS_PNL_EMA_INDEX, RL_MEAN_TRADE_DURATION_EMA_INDEX, RL_N_ROLLOUT_STEPS_INDEX,
RL_PER_ALPHA_INDEX, RL_PLATEAU_PATIENCE_INDEX, RL_PPO_CLAMP_MARGIN_INDEX,
RL_PPO_CLIP_INDEX, RL_PPO_RATIO_CLAMP_BOOTSTRAP_INDEX, RL_PPO_RATIO_CLAMP_MAX_INDEX,
RL_Q_DIVERGENCE_EMA_INDEX, RL_REWARD_CLAMP_LOSS_INDEX, RL_REWARD_CLAMP_WIN_INDEX,
RL_REWARD_SCALE_BOOTSTRAP_INDEX, RL_REWARD_SCALE_INDEX, RL_ROLLOUT_BOOTSTRAP_INDEX,
RL_SCHULMAN_ADJUST_RATE_INDEX, RL_SCHULMAN_TOLERANCE_INDEX, RL_SLOTS_END,
RL_STREAM_ALPHA_INDEX, RL_TARGET_TAU_INDEX, RL_TAU_BOOTSTRAP_INDEX,
RL_TD_KURTOSIS_CLAMP_INDEX, RL_TD_KURTOSIS_EMA_INDEX,
};
use ml_alpha::trainer::integrated::{IntegratedTrainer, IntegratedTrainerConfig};
use ml_alpha::trainer::perception::PerceptionTrainerConfig;
use ml_core::device::MlDevice;
use std::sync::Arc;
/// Bootstrap value the `rl_target_tau_controller` writes into
/// `ISV[RL_TARGET_TAU_INDEX]` at construction time (sentinel-input
/// path of `pearl_first_observation_bootstrap`).
// Bootstrap value at sentinel input — see isv_bootstrap.rs for the
// post-R9-audit derive-from-input pattern explanation.
const GAMMA_BOOTSTRAP: f32 = 0.90;
const TAU_BOOTSTRAP: f32 = 0.005;
const EPS_BOOTSTRAP: f32 = 0.2;
// Bootstrap value at sentinel input — see isv_bootstrap.rs for the
// post-R9-audit derive-from-input pattern explanation.
const COEF_BOOTSTRAP: f32 = 0.035;
const ROLLOUT_BOOTSTRAP: f32 = 2048.0;
// Bootstrap value at sentinel input (per the post-R9-audit
// derive-from-input bootstrap pattern in rl_per_alpha_controller.cu):
// kurt_excess=0 → target = 0.4. Was hardcoded 0.6 before R9 closed
// the dead-zone where target(kurt=10) = bootstrap froze the
// controller.
const PER_ALPHA_BOOTSTRAP: f32 = 0.4;
const REWARD_SCALE_BOOTSTRAP: f32 = 1.0;
const ALPHA_FLOOR: f32 = 0.4;
fn build_trainer() -> Option<(MlDevice, IntegratedTrainer)> {
let dev = match MlDevice::cuda(0) {
@@ -52,6 +89,194 @@ fn build_trainer() -> Option<(MlDevice, IntegratedTrainer)> {
Some((dev, trainer))
}
fn upload_f32(stream: &Arc<CudaStream>, host: &[f32]) -> cudarc::driver::CudaSlice<f32> {
let mut d = stream.alloc_zeros::<f32>(host.len()).expect("alloc");
stream.memcpy_htod(host, &mut d).expect("htod");
d
}
fn readback_isv(
dev: &MlDevice,
isv_d: &cudarc::driver::CudaSlice<f32>,
) -> Vec<f32> {
let mut isv = vec![0.0_f32; RL_SLOTS_END];
let stream = dev.cuda_stream().expect("cuda_stream").clone();
stream
.memcpy_dtoh(isv_d, isv.as_mut_slice())
.expect("isv dtoh");
isv
}
#[test]
#[ignore = "requires CUDA (MlDevice::cuda(0))"]
fn g3_per_step_controllers_move_isv_outputs_when_fed_real_emas() {
let Some((dev, trainer)) = build_trainer() else { return };
let stream = dev.cuda_stream().expect("cuda_stream").clone();
// Pre-condition: R1 bootstrapped ISV[400..406].
let isv_before = readback_isv(&dev, &trainer.isv_d);
assert_eq!(isv_before[RL_GAMMA_INDEX], GAMMA_BOOTSTRAP);
assert_eq!(isv_before[RL_TARGET_TAU_INDEX], TAU_BOOTSTRAP);
assert_eq!(isv_before[RL_PPO_CLIP_INDEX], EPS_BOOTSTRAP);
assert_eq!(isv_before[RL_ENTROPY_COEF_INDEX], COEF_BOOTSTRAP);
assert_eq!(isv_before[RL_N_ROLLOUT_STEPS_INDEX], ROLLOUT_BOOTSTRAP);
assert_eq!(isv_before[RL_PER_ALPHA_INDEX], PER_ALPHA_BOOTSTRAP);
assert_eq!(isv_before[RL_REWARD_SCALE_INDEX], REWARD_SCALE_BOOTSTRAP);
// And all EMA-input slots are still at sentinel zero. Exception:
// RL_PPO_RATIO_CLAMP_MAX_INDEX is a controller-OUTPUT slot
// bootstrapped to 10.0 by `with_controllers_bootstrapped`.
for slot in RL_MEAN_TRADE_DURATION_EMA_INDEX..RL_SLOTS_END {
if slot == RL_PPO_RATIO_CLAMP_MAX_INDEX
|| slot == RL_ADV_VAR_RATIO_CLAMP_INDEX
|| slot == RL_TD_KURTOSIS_CLAMP_INDEX
|| slot == RL_ADV_VAR_RATIO_TARGET_INDEX
|| slot == RL_K_LOOP_DIVISOR_INDEX
|| slot == RL_K_LOOP_MAX_INDEX
|| slot == RL_REWARD_CLAMP_WIN_INDEX
|| slot == RL_REWARD_CLAMP_LOSS_INDEX
|| slot == RL_KL_TARGET_INDEX
|| slot == RL_IMPROVEMENT_THRESHOLD_INDEX
|| slot == RL_PLATEAU_PATIENCE_INDEX
|| slot == RL_DIV_TARGET_INDEX
|| slot == RL_ENTROPY_TARGET_FRAC_INDEX
|| slot == RL_KURT_LIFT_SCALE_INDEX
|| slot == RL_PPO_CLAMP_MARGIN_INDEX
|| slot == RL_LR_WARMUP_STEPS_INDEX
|| slot == RL_LR_BOOTSTRAP_INDEX
|| slot == RL_LR_MIN_INDEX
|| slot == RL_LR_MAX_INDEX
|| slot == RL_LR_LOSS_EMA_ALPHA_INDEX
|| slot == RL_LR_DECAY_FACTOR_INDEX
|| slot == RL_LOSS_LAMBDA_AUX_INDEX
|| slot == RL_SCHULMAN_TOLERANCE_INDEX
|| slot == RL_SCHULMAN_ADJUST_RATE_INDEX
|| slot == RL_STREAM_ALPHA_INDEX
|| slot == RL_KURT_GAUSSIAN_INDEX
|| slot == RL_KURT_NOISE_FLOOR_INDEX
|| slot == RL_TAU_BOOTSTRAP_INDEX
|| slot == RL_EPS_BOOTSTRAP_INDEX
|| slot == RL_ROLLOUT_BOOTSTRAP_INDEX
|| slot == RL_REWARD_SCALE_BOOTSTRAP_INDEX
|| slot == RL_PPO_RATIO_CLAMP_BOOTSTRAP_INDEX
{
continue;
}
assert_eq!(isv_before[slot], 0.0);
}
assert_eq!(isv_before[RL_PPO_RATIO_CLAMP_MAX_INDEX], 10.0);
assert_eq!(isv_before[RL_ADV_VAR_RATIO_CLAMP_INDEX], 100.0);
assert_eq!(isv_before[RL_TD_KURTOSIS_CLAMP_INDEX], 30.0);
assert_eq!(isv_before[RL_ADV_VAR_RATIO_TARGET_INDEX], 5.0);
assert_eq!(isv_before[RL_K_LOOP_DIVISOR_INDEX], 2048.0);
assert_eq!(isv_before[RL_K_LOOP_MAX_INDEX], 4.0);
assert_eq!(isv_before[RL_REWARD_CLAMP_WIN_INDEX], 1.0);
assert_eq!(isv_before[RL_REWARD_CLAMP_LOSS_INDEX], 3.0);
assert_eq!(isv_before[RL_KL_TARGET_INDEX], 0.01);
assert_eq!(isv_before[RL_IMPROVEMENT_THRESHOLD_INDEX], 0.99);
assert_eq!(isv_before[RL_PLATEAU_PATIENCE_INDEX], 1000.0);
assert_eq!(isv_before[RL_DIV_TARGET_INDEX], 0.01);
assert_eq!(isv_before[RL_ENTROPY_TARGET_FRAC_INDEX], 0.7);
assert_eq!(isv_before[RL_KURT_LIFT_SCALE_INDEX], 7.0);
assert_eq!(isv_before[RL_PPO_CLAMP_MARGIN_INDEX], 10.0);
assert_eq!(isv_before[RL_LR_WARMUP_STEPS_INDEX], 2000.0);
assert!((isv_before[RL_LR_BOOTSTRAP_INDEX] - 1e-3).abs() < 1e-9);
assert!((isv_before[RL_LR_MIN_INDEX] - 1e-4).abs() < 1e-9);
assert!((isv_before[RL_LR_MAX_INDEX] - 1e-2).abs() < 1e-9);
assert!((isv_before[RL_LR_LOSS_EMA_ALPHA_INDEX] - 0.05).abs() < 1e-7);
assert_eq!(isv_before[RL_LR_DECAY_FACTOR_INDEX], 0.5);
assert_eq!(isv_before[RL_LOSS_LAMBDA_AUX_INDEX], 1.0);
assert_eq!(isv_before[RL_SCHULMAN_TOLERANCE_INDEX], 1.5);
assert_eq!(isv_before[RL_SCHULMAN_ADJUST_RATE_INDEX], 1.5);
assert!((isv_before[RL_STREAM_ALPHA_INDEX] - 0.05).abs() < 1e-7);
assert_eq!(isv_before[RL_KURT_GAUSSIAN_INDEX], 3.0);
assert_eq!(isv_before[RL_KURT_NOISE_FLOOR_INDEX], 1.0);
assert!((isv_before[RL_TAU_BOOTSTRAP_INDEX] - 0.005).abs() < 1e-7);
assert!((isv_before[RL_EPS_BOOTSTRAP_INDEX] - 0.2).abs() < 1e-7);
assert_eq!(isv_before[RL_ROLLOUT_BOOTSTRAP_INDEX], 2048.0);
assert_eq!(isv_before[RL_REWARD_SCALE_BOOTSTRAP_INDEX], 1.0);
assert_eq!(isv_before[RL_PPO_RATIO_CLAMP_BOOTSTRAP_INDEX], 10.0);
// Populate each EMA-input slot with a non-zero value via the
// R3 ema_update_per_step bootstrap path (sentinel-zero → first
// observation replaces directly). Choose distinct values per slot
// so a slot-wiring bug (controller reads wrong slot) would
// produce out-of-range outputs we can detect.
// Input values chosen to produce targets distinct from each
// controller's clamped floor — production trade duration EMAs
// typically settle in the 10-100 range, far above the d=1 edge
// where γ target clamps to GAMMA_MIN.
let inputs: [(usize, f32); 7] = [
(RL_MEAN_TRADE_DURATION_EMA_INDEX, 20.0), // → rl_gamma (target ≈ 0.966)
(RL_Q_DIVERGENCE_EMA_INDEX, 0.5), // → rl_target_tau
(RL_KL_PI_EMA_INDEX, 0.1), // → rl_ppo_clip
(RL_ENTROPY_OBSERVED_EMA_INDEX, 0.5), // → rl_entropy_coef
// Above ADV_VAR_RATIO_TARGET (5.0) × TOLERANCE (1.5) = 7.5 so
// the WIDEN branch fires and rollout_steps moves off bootstrap.
(RL_ADVANTAGE_VAR_RATIO_EMA_INDEX, 20.0), // → rl_rollout_steps
(RL_TD_KURTOSIS_EMA_INDEX, 10.0), // → rl_per_alpha
(RL_MEAN_ABS_PNL_EMA_INDEX, 50.0), // → rl_reward_scale
];
for (slot, obs_val) in inputs {
let obs_d = upload_f32(&stream, &[obs_val]);
trainer
.launch_ema_update_per_step(slot, ALPHA_FLOOR, &obs_d, 1)
.expect("ema_update_per_step");
}
stream.synchronize().expect("sync after ema seeding");
// Verify the EMA producers wrote what we expected (sanity check
// before testing the controllers themselves).
let isv_after_ema = readback_isv(&dev, &trainer.isv_d);
for (slot, expected) in inputs {
let got = isv_after_ema[slot];
assert!(
(got - expected).abs() < 1e-5,
"EMA producer should bootstrap slot {slot} to {expected}; got {got}"
);
}
// Fire all 7 RL controllers per-step. Each reads its EMA input
// and Wiener-blends its output away from the bootstrap value.
trainer
.launch_rl_controllers_per_step()
.expect("launch_rl_controllers_per_step");
stream.synchronize().expect("sync after controllers");
let isv_after = readback_isv(&dev, &trainer.isv_d);
// Each output slot must have moved off the bootstrap value. If
// the controller didn't fire (wrong slot wiring, missing launch,
// dead kernel), the slot would still equal its bootstrap.
let outputs: [(&str, usize, f32); 7] = [
("γ", RL_GAMMA_INDEX, GAMMA_BOOTSTRAP),
("τ", RL_TARGET_TAU_INDEX, TAU_BOOTSTRAP),
("ε", RL_PPO_CLIP_INDEX, EPS_BOOTSTRAP),
("entropy_coef", RL_ENTROPY_COEF_INDEX, COEF_BOOTSTRAP),
("n_rollout_steps", RL_N_ROLLOUT_STEPS_INDEX, ROLLOUT_BOOTSTRAP),
("per_α", RL_PER_ALPHA_INDEX, PER_ALPHA_BOOTSTRAP),
("reward_scale", RL_REWARD_SCALE_INDEX, REWARD_SCALE_BOOTSTRAP),
];
for (name, slot, bootstrap) in outputs {
let got = isv_after[slot];
assert!(
(got - bootstrap).abs() > 1e-6,
"controller for {name} (ISV[{slot}]) should have moved off bootstrap {bootstrap}; got {got} (controller may not have fired or read wrong input slot)"
);
}
eprintln!(
"G3 OK — all 7 controllers moved their outputs: \
γ {}{}, τ {}{}, ε {}{}, coef {}{}, n_roll {}{}, per_α {}{}, scale {}{}",
GAMMA_BOOTSTRAP, isv_after[RL_GAMMA_INDEX],
TAU_BOOTSTRAP, isv_after[RL_TARGET_TAU_INDEX],
EPS_BOOTSTRAP, isv_after[RL_PPO_CLIP_INDEX],
COEF_BOOTSTRAP, isv_after[RL_ENTROPY_COEF_INDEX],
ROLLOUT_BOOTSTRAP, isv_after[RL_N_ROLLOUT_STEPS_INDEX],
PER_ALPHA_BOOTSTRAP, isv_after[RL_PER_ALPHA_INDEX],
REWARD_SCALE_BOOTSTRAP, isv_after[RL_REWARD_SCALE_INDEX],
);
}
#[test]
#[ignore = "requires CUDA (MlDevice::cuda(0))"]
fn g4_dqn_target_soft_update_implements_polyak_formula() {
@@ -74,23 +299,19 @@ fn g4_dqn_target_soft_update_implements_polyak_formula() {
.memcpy_dtoh(&trainer.dqn_head.w_target_d, target_before.as_mut_slice())
.expect("dtoh w_target before");
// τ = ISV[RL_TARGET_TAU_INDEX] bootstrap value. Sync the trainer's
// stream first so the bootstrap-controller writes from
// `IntegratedTrainer::new` are visible through the mapped-pinned
// ISV host view per `feedback_no_htod_htoh_only_mapped_pinned`.
trainer.stream.synchronize().expect("sync trainer stream");
let tau = trainer.read_isv_host(RL_TARGET_TAU_INDEX);
// τ = ISV[401] bootstrap value = 0.005.
let isv = readback_isv(&dev, &trainer.isv_d);
let tau = isv[RL_TARGET_TAU_INDEX];
assert!(
(tau - TAU_BOOTSTRAP).abs() < 1e-6,
"pre-condition: τ should be R1-bootstrapped to {TAU_BOOTSTRAP}; got {tau}"
);
// Fire the soft update. `soft_update_target` reads τ from
// `isv_dev_ptr` (raw `CUdeviceptr`, zero-copy stable pointer).
let isv_ptr = trainer.isv_dev_ptr;
// Fire the soft update.
let isv_d_clone = trainer.isv_d.clone();
trainer
.dqn_head
.soft_update_target(&isv_ptr)
.soft_update_target(&isv_d_clone)
.expect("soft_update_target");
stream.synchronize().expect("sync after soft_update");
@@ -124,6 +345,18 @@ fn g4_dqn_target_soft_update_implements_polyak_formula() {
"soft_update should change at least one target element when w_d != target"
);
// Limit case 1: τ = 0 → target unchanged. Overwrite ISV[401] = 0
// via the EMA-update kernel's bootstrap-defer path. (mean_obs == 0
// would defer; we instead overwrite the slot by re-firing the
// controller with a new input that yields τ ≈ 0 — but that's
// brittle. Cleaner: re-firing with the bootstrap zero in ISV[401]
// is impossible because R1 already bootstrapped it.)
//
// Pragmatic approach: just verify the formula holds at the
// ACTUAL τ value the kernel sees. The Polyak invariant is the
// load-bearing assertion; the τ=0/τ=1 limits add no information
// beyond what the formula check already pins.
eprintln!(
"G4 OK — soft_update applied Polyak formula with τ={tau}: \
target[0] {}{} (expected {})",

View File

@@ -0,0 +1,145 @@
//! Phase R7d gate G6: PER buffer wired into `step_with_lobsim`.
//!
//! Asserts the load-bearing invariants that distinguish a wired PER
//! buffer from R7c's dead `src/rl/replay.rs` struct:
//!
//! 1. `trainer.replay.len()` grows by exactly `b_size` per
//! `step_with_lobsim` call (the per-batch push order documented
//! in `IntegratedTrainer::push_to_replay`).
//! 2. `replay.sample_indices(b_size, α)` returns a vec of length
//! `b_size` after the first step (buffer non-empty post-push).
//! 3. After N steps with N × b_size ≤ capacity, `replay.len() ==
//! N × b_size` (no replacement). After N steps with N × b_size
//! > capacity, `replay.len() == capacity` (ring-with-replacement
//! capped at capacity).
//!
//! Per `pearl_tests_must_prove_not_lock_observations`: asserts
//! buffer-mechanism invariants (length growth, sample size), NOT
//! observed Q values or losses — those vary across runs and lock
//! the test against any future change to Q init or PRNG state.
//!
//! Run with:
//! `cargo test -p ml-alpha --test r7d_per_wiring -- --ignored --nocapture`
use ml_alpha::cfc::snap_features::Mbp10RawInput;
use ml_alpha::trainer::integrated::{IntegratedTrainer, IntegratedTrainerConfig};
use ml_alpha::trainer::perception::PerceptionTrainerConfig;
use ml_backtesting::sim::LobSimCuda;
use ml_core::device::MlDevice;
fn synthetic_window(seq_len: usize, base_mid: f32) -> Vec<Mbp10RawInput> {
let mut out = Vec::with_capacity(seq_len);
let mut prev_mid = base_mid;
let mut ts_ns = 1_000_000_u64;
for _ in 0..seq_len {
let next_mid = prev_mid + 0.25;
let mut bid_px = [0.0_f32; 10];
let mut bid_sz = [0.0_f32; 10];
let mut ask_px = [0.0_f32; 10];
let mut ask_sz = [0.0_f32; 10];
for i in 0..10 {
bid_px[i] = next_mid - 0.125 - 0.25 * i as f32;
ask_px[i] = next_mid + 0.125 + 0.25 * i as f32;
bid_sz[i] = 10.0;
ask_sz[i] = 10.0;
}
let prev_ts = ts_ns;
ts_ns += 20_000_000;
out.push(Mbp10RawInput {
bid_px,
bid_sz,
ask_px,
ask_sz,
prev_mid,
trade_signed_vol: 0.0,
trade_count: 0,
ts_ns,
prev_ts_ns: prev_ts,
regime: [0.0; 6],
});
prev_mid = next_mid;
}
out
}
#[test]
#[ignore = "requires CUDA (MlDevice::cuda(0))"]
fn r7d_per_buffer_grows_one_per_step_at_b_size_1() {
let dev = match MlDevice::cuda(0) {
Ok(d) => d,
Err(_) => {
eprintln!("CUDA 0 not available — skipping r7d_per_wiring");
return;
}
};
// b_size = 1, small capacity so we can also verify the ring-cap
// invariant in the same test (no need for a separate fixture).
let per_capacity = 8usize;
let cfg = IntegratedTrainerConfig {
perception: PerceptionTrainerConfig {
seq_len: 4,
n_batch: 1,
..PerceptionTrainerConfig::default()
},
per_capacity,
..IntegratedTrainerConfig::default()
};
let mut trainer = IntegratedTrainer::new(&dev, cfg).expect("IntegratedTrainer::new");
let mut sim = LobSimCuda::new(1, &dev).expect("LobSimCuda::new");
// Invariant 1: buffer starts empty.
assert_eq!(
trainer.replay.len(),
0,
"PER buffer must start empty before any step_with_lobsim call"
);
// Drive N=5 steps; assert linear growth from 0 → 5.
for step in 1..=5usize {
let snapshots = synthetic_window(4, 5500.0 + step as f32 * 0.25);
let next_snapshots = synthetic_window(4, 5500.0 + (step + 1) as f32 * 0.25);
let _stats = trainer
.step_with_lobsim(&snapshots, &next_snapshots, &mut sim)
.unwrap_or_else(|e| panic!("step_with_lobsim step {step}: {e:?}"));
assert_eq!(
trainer.replay.len(),
step,
"PER buffer must grow by exactly 1 per step at b_size=1 (step {step})"
);
}
// Invariant 2: sample at α=0.6 returns batch size 1.
let sample = trainer.replay.sample_indices(1, 0.6);
assert_eq!(
sample.len(),
1,
"sample_indices(1, 0.6) on a non-empty buffer must return 1 index"
);
assert!(
sample[0] < trainer.replay.len(),
"sampled index must be in [0, replay.len()) — got {} for len {}",
sample[0],
trainer.replay.len()
);
// Invariant 3: drive past capacity, buffer caps at `per_capacity`.
// Already at len=5; drive 10 more (total 15 transitions pushed,
// capacity=8 → buffer ends at exactly 8).
for step in 6..=15usize {
let snapshots = synthetic_window(4, 5500.0 + step as f32 * 0.25);
let next_snapshots = synthetic_window(4, 5500.0 + (step + 1) as f32 * 0.25);
trainer
.step_with_lobsim(&snapshots, &next_snapshots, &mut sim)
.unwrap_or_else(|e| panic!("step_with_lobsim step {step}: {e:?}"));
}
assert_eq!(
trainer.replay.len(),
per_capacity,
"PER buffer must cap at per_capacity = {per_capacity} (ring-with-replacement)"
);
eprintln!(
"R7d G6 OK — buffer grew 0→5→{per_capacity} across 15 push cycles; sample returns expected size"
);
}

View File

@@ -152,18 +152,17 @@ fn default_pyramid_ctx(stream: &Arc<CudaStream>, b_size: usize) -> Result<Pyrami
})
}
/// Overwrite a single ISV slot via the mapped-pinned buffer's volatile
/// per-record write. The GPU sees the new value after the next stream
/// sync barrier — no explicit HtoD copy needed
/// (per `feedback_no_htod_htoh_only_mapped_pinned`).
/// Overwrite a single ISV slot host-side then push the whole isv_d
/// to the device. Cheap because the trainer's `isv_d` is small
/// (~500 floats).
fn set_isv_slot(
trainer: &mut IntegratedTrainer,
_stream: &Arc<CudaStream>,
stream: &Arc<CudaStream>,
slot: usize,
value: f32,
) -> Result<()> {
trainer.isv_mapped.write_record(slot, value);
Ok(())
trainer.isv_host[slot] = value;
write_slice_f32_d_pub(stream, &trainer.isv_host, &mut trainer.isv_d)
}
#[test]

View File

@@ -1143,7 +1143,6 @@ impl LobSimCuda {
.arg(&n)
.launch(cfg)?;
}
self.stream.synchronize()?;
Ok(())
}

View File

@@ -0,0 +1,333 @@
# Alpha-RL Performance + Checkpoint + Walk-Forward Implementation Plan
> **For agentic workers:** REQUIRED SUB-SKILL: Use superpowers:subagent-driven-development (recommended) or superpowers:executing-plans to implement this plan task-by-task. Steps use checkbox (`- [ ]`) syntax for tracking.
**Goal:** 2-3× training throughput via TF32, crash recovery via checkpointing, OOS validation via 3-fold walk-forward on H100.
**Architecture:** Enable TF32 Tensor Core math on all cuBLAS handles (2 sites). Add checkpoint/resume serialization for model weights + Adam state + ISV to the training binary. Validate with 3-fold walk-forward at 25k steps/fold on H100.
**Tech Stack:** Rust, CUDA cuBLAS, cudarc, mapped-pinned memory, Argo Workflows
---
### Task 1: Enable TF32 on DQN cuBLAS handle
**Files:**
- Modify: `crates/ml-alpha/src/rl/dqn.rs:314` (after `cublasSetWorkspace_v2`)
- [ ] **Step 1: Add TF32 math mode after workspace setup**
In `crates/ml-alpha/src/rl/dqn.rs`, after line 313 (the closing of the `cublasSetWorkspace_v2` block), add inside the same `unsafe` block:
```rust
cudarc::cublas::sys::cublasSetMathMode(
*cublas.handle(),
cudarc::cublas::sys::cublasMath_t::CUBLAS_TF32_TENSOR_OP_MATH,
)
.result()
.map_err(|e| anyhow::anyhow!("DqnHead: cublasSetMathMode TF32: {e:?}"))?;
```
- [ ] **Step 2: Build check**
Run: `SQLX_OFFLINE=true cargo check -p ml-alpha`
Expected: compiles cleanly
- [ ] **Step 3: Commit**
```bash
git add crates/ml-alpha/src/rl/dqn.rs
git commit -m "perf(cuda): enable TF32 Tensor Core math on DQN cuBLAS handle"
```
### Task 2: Enable TF32 on Mamba2 cuBLAS handle
**Files:**
- Modify: `crates/ml-alpha/src/mamba2_block.rs:549` (after `cublasSetWorkspace_v2`)
- [ ] **Step 1: Add TF32 math mode after workspace setup**
In `crates/ml-alpha/src/mamba2_block.rs`, after line 549 (the closing of the `cublasSetWorkspace_v2` block), add inside the same `unsafe` block:
```rust
cudarc::cublas::sys::cublasSetMathMode(
*cublas.handle(),
cudarc::cublas::sys::cublasMath_t::CUBLAS_TF32_TENSOR_OP_MATH,
)
.result()
.map_err(|e| anyhow!("Mamba2Block: cublasSetMathMode TF32: {e:?}"))?;
```
- [ ] **Step 2: Build check**
Run: `SQLX_OFFLINE=true cargo check -p ml-alpha`
Expected: compiles cleanly
- [ ] **Step 3: Local smoke test (RTX 3050 Ti, sm_86 supports TF32)**
Run a 100-step local smoke and verify l_q is within 1% of baseline:
```bash
FOXHUNT_TEST_DATA=test_data/futures-baseline cargo test -p ml-alpha --lib -- smoke_tests --ignored --nocapture 2>&1 | tail -5
```
Expected: smoke passes, no NaN
- [ ] **Step 4: Commit**
```bash
git add crates/ml-alpha/src/mamba2_block.rs
git commit -m "perf(cuda): enable TF32 Tensor Core math on Mamba2 cuBLAS handle"
```
### Task 3: Add AdamW save/load methods
**Files:**
- Modify: `crates/ml-alpha/src/trainer/optim.rs`
- [ ] **Step 1: Add save method to AdamW**
Add after the existing `impl AdamW` block (or at the end of the impl):
```rust
/// Serialize Adam state (m, v, step_count, hyperparams) to writer.
/// Reads device buffers via mapped-pinned DtoH (one-shot, not hot path).
pub fn save(&self, w: &mut impl std::io::Write) -> Result<()> {
let m_host = self._stream.clone().read_sync(&self.m)
.map_err(|e| anyhow::anyhow!("AdamW save m: {e}"))?;
let v_host = self._stream.clone().read_sync(&self.v)
.map_err(|e| anyhow::anyhow!("AdamW save v: {e}"))?;
let n = m_host.len() as u64;
w.write_all(&n.to_le_bytes())?;
w.write_all(&self.step_count_host.to_le_bytes())?;
w.write_all(&self.lr.to_le_bytes())?;
w.write_all(&self.beta1.to_le_bytes())?;
w.write_all(&self.beta2.to_le_bytes())?;
w.write_all(&self.eps.to_le_bytes())?;
w.write_all(&self.wd.to_le_bytes())?;
let m_bytes: &[u8] = bytemuck::cast_slice(&m_host);
w.write_all(m_bytes)?;
let v_bytes: &[u8] = bytemuck::cast_slice(&v_host);
w.write_all(v_bytes)?;
Ok(())
}
/// Restore Adam state from reader. Sizes must match.
pub fn load(&mut self, r: &mut impl std::io::Read) -> Result<()> {
let mut buf8 = [0u8; 8];
let mut buf4 = [0u8; 4];
r.read_exact(&mut buf8)?;
let n = u64::from_le_bytes(buf8) as usize;
anyhow::ensure!(n == self.m.len(), "AdamW load: m size mismatch {n} vs {}", self.m.len());
r.read_exact(&mut buf4)?;
self.step_count_host = i32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?; self.lr = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?; self.beta1 = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?; self.beta2 = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?; self.eps = f32::from_le_bytes(buf4);
r.read_exact(&mut buf4)?; self.wd = f32::from_le_bytes(buf4);
let mut m_host = vec![0f32; n];
r.read_exact(bytemuck::cast_slice_mut(&mut m_host))?;
self._stream.clone().write_sync(&m_host, &mut self.m)
.map_err(|e| anyhow::anyhow!("AdamW load m: {e}"))?;
let mut v_host = vec![0f32; n];
r.read_exact(bytemuck::cast_slice_mut(&mut v_host))?;
self._stream.clone().write_sync(&v_host, &mut self.v)
.map_err(|e| anyhow::anyhow!("AdamW load v: {e}"))?;
Ok(())
}
```
- [ ] **Step 2: Verify bytemuck is in dependencies**
Run: `grep bytemuck crates/ml-alpha/Cargo.toml`
If missing, add `bytemuck = { version = "1", features = ["derive"] }`.
- [ ] **Step 3: Build check**
Run: `SQLX_OFFLINE=true cargo check -p ml-alpha`
- [ ] **Step 4: Commit**
```bash
git add crates/ml-alpha/src/trainer/optim.rs crates/ml-alpha/Cargo.toml
git commit -m "feat(rl): AdamW save/load for checkpoint persistence"
```
### Task 4: Add IntegratedTrainer checkpoint save/load
**Files:**
- Modify: `crates/ml-alpha/src/trainer/integrated.rs`
- [ ] **Step 1: Add save_checkpoint method**
Add a `save_checkpoint` method to `IntegratedTrainer` that serializes:
- DQN weights (online + target): `dqn_head.w_d`, `dqn_head.b_d`, `dqn_head.w_target_d`, `dqn_head.b_target_d`
- Policy/V head weights
- ISV bus (585 f32 from mapped-pinned `isv_mapped.host_ptr`)
- All 20 AdamW states via `adam.save()`
- Step counter
- Encoder via `perception.save_checkpoint()`
Format: sequential sections with `[name_len: u16][name: bytes][data_len: u64][data: bytes]`.
File header: `[magic: u32 = 0x464F5843][version: u32 = 1][step: u64]`.
Write to `<out_dir>/checkpoint-<step>.bin`. Keep last 2, delete older.
- [ ] **Step 2: Add load_checkpoint method**
Inverse of save: read header, validate magic/version, restore each section by name lookup. Skip unknown sections for forward compatibility.
- [ ] **Step 3: Build check**
Run: `SQLX_OFFLINE=true cargo check -p ml-alpha`
- [ ] **Step 4: Commit**
```bash
git add crates/ml-alpha/src/trainer/integrated.rs
git commit -m "feat(rl): IntegratedTrainer checkpoint save/load"
```
### Task 5: Wire checkpoint into training loop
**Files:**
- Modify: `crates/ml-alpha/examples/alpha_rl_train.rs`
- [ ] **Step 1: Add CLI flags**
Add to the CLI struct (clap):
```rust
/// Resume from checkpoint file path. Restores model weights, Adam
/// state, ISV, and step counter. Training continues from saved step.
#[arg(long)]
resume_from: Option<PathBuf>,
/// Checkpoint interval in steps (default: 5000). Set to 0 to disable.
#[arg(long, default_value = "5000")]
checkpoint_every: usize,
```
- [ ] **Step 2: Add resume logic before training loop**
After trainer init, before `for step in 0..cli.n_steps`:
```rust
let start_step = if let Some(ref ckpt_path) = cli.resume_from {
trainer.load_checkpoint(ckpt_path)
.with_context(|| format!("resume from {}", ckpt_path.display()))?
} else {
0
};
```
Change loop to `for step in start_step..cli.n_steps`.
- [ ] **Step 3: Add checkpoint save inside training loop**
After the per-step JSONL write, before the next iteration:
```rust
if cli.checkpoint_every > 0 && step > 0 && step % cli.checkpoint_every == 0 {
let ckpt_path = cli.out.join(format!("checkpoint-{step}.bin"));
trainer.save_checkpoint(&ckpt_path, step as u64)
.with_context(|| format!("checkpoint at step {step}"))?;
eprintln!("checkpoint saved: {}", ckpt_path.display());
// Rolling: keep last 2, delete older
let old_step = step.saturating_sub(cli.checkpoint_every * 2);
if old_step > 0 {
let old_path = cli.out.join(format!("checkpoint-{old_step}.bin"));
let _ = std::fs::remove_file(&old_path);
}
}
```
- [ ] **Step 4: Build check**
Run: `SQLX_OFFLINE=true cargo check -p ml-alpha`
- [ ] **Step 5: Commit**
```bash
git add crates/ml-alpha/examples/alpha_rl_train.rs
git commit -m "feat(rl): wire checkpoint save/resume into training loop"
```
### Task 6: Local validation smoke
**Files:** None (test only)
- [ ] **Step 1: Run 200-step local smoke with TF32**
```bash
SQLX_OFFLINE=true cargo build --release -p ml-alpha --example alpha_rl_train
# Run 200 steps with checkpoint at 100
./target/release/examples/alpha_rl_train \
--n-backtests 16 --n-steps 200 --checkpoint-every 100 \
--out /tmp/smoke-tf32 \
--mbp10-data-dir test_data/futures-baseline \
--trades-data-dir test_data/futures-baseline 2>&1 | tail -5
```
Expected: completes without NaN, checkpoint files at `/tmp/smoke-tf32/checkpoint-100.bin`
- [ ] **Step 2: Test resume**
```bash
./target/release/examples/alpha_rl_train \
--n-backtests 16 --n-steps 200 --checkpoint-every 100 \
--resume-from /tmp/smoke-tf32/checkpoint-100.bin \
--out /tmp/smoke-tf32-resume \
--mbp10-data-dir test_data/futures-baseline \
--trades-data-dir test_data/futures-baseline 2>&1 | tail -5
```
Expected: starts from step 100, runs to 200, no crash
- [ ] **Step 3: Commit all together**
```bash
git add -A
git commit -m "test: validate TF32 + checkpoint save/resume local smoke"
```
### Task 7: Deploy walk-forward on H100
**Files:** None (deployment only)
- [ ] **Step 1: Push branch**
```bash
git push origin ml-alpha-phase-a
```
- [ ] **Step 2: Submit 3-fold walk-forward on H100**
```bash
./scripts/argo-train.sh \
--model alpha-rl \
--branch ml-alpha-phase-a \
--gpu-pool ci-training-h100 \
--folds 3
```
If `argo-train.sh` doesn't support `--folds` with step override, submit directly:
```bash
argo submit --from=wftmpl/alpha-rl -n foxhunt \
-p git-branch=ml-alpha-phase-a \
-p n-steps=25000 \
-p n-backtests=1024 \
-p per-capacity=65536 \
-p gpu-pool=ci-training-h100
```
Run 3 times with fold-idx 0, 1, 2.
- [ ] **Step 3: Monitor with log-only (no extra pods on GPU node)**
```bash
kubectl logs <pod-name> -n foxhunt --tail=1 -f | grep "step.*wr="
```
- [ ] **Step 4: Validate success criteria**
All 3 folds must show:
- wr > 0.55
- No fold with wr < 0.50
- Entropy stable (no collapse)
- hold% between 30-70%

View File

@@ -0,0 +1,152 @@
# Alpha-RL Performance + Checkpoint + Walk-Forward
**Date**: 2026-05-27
**Status**: Approved
**Scope**: TF32 matmuls, checkpoint/resume, controller fusion, walk-forward validation
## Context
The alpha-rl pipeline achieves wr=0.567 at b=1024 but takes 4.5h for 100k steps on L40S at 6.2 sps — and the model converges by 5-10k steps. The last 90k steps are wasted. The L40S node OOM'd at 58k from monitoring pod overhead, losing all state (zero checkpoint infrastructure). All cuBLAS SGEMMs force `CUBLAS_COMPUTE_32F`, bypassing Tensor Cores entirely on both L40S and H100.
## Goals
1. **2-3× throughput** via TF32 Tensor Core acceleration on cuBLAS SGEMMs
2. **Crash recovery** via checkpoint/resume every 5k steps
3. **~30% launch overhead reduction** via controller kernel fusion
4. **OOS validation** via 3-fold walk-forward at 25k steps/fold on H100
Target wall clock: 3 folds × 25k steps at ~15 sps on H100 = ~83 min total (vs 4.5h+ single-fold L40S that never finished).
## P0: TF32 Matmuls
### What
Enable TF32 Tensor Core math on all cuBLAS handles. TF32 uses 19-bit mantissa (vs FP32's 23-bit) with identical range. Precision loss is well within RL gradient noise. PyTorch default since 1.7.
### Where
Two cuBLAS handle creation sites:
1. `crates/ml-alpha/src/rl/dqn.rs` — after `cublasCreate_v2()`, add `cublasSetMathMode(handle, CUBLAS_TF32_TENSOR_OP_MATH)`. Affects DQN forward (online + target) and backward (grad_h + grad_w) = 4 SGEMMs/step.
2. `crates/ml-alpha/src/mamba2_block.rs` — same pattern after handle creation. Affects W_in, W_a, W_b, W_out projection GEMMs = 4+ SGEMMs/step.
### Impact
8+ SGEMMs per step go from FP32 scalar to TF32 Tensor Core. On L40S (Ada Lovelace): ~2× throughput. On H100 (Hopper): ~3× throughput. Combined with H100's 2× memory bandwidth: expect 12-20 sps at b=1024 (vs 6.2 current).
### Verification
Run 1k-step local smoke on RTX 3050 Ti (sm_86, supports TF32). Compare l_q at step 1000 with and without TF32 — should be within 1%.
## P1: Checkpoint/Resume
### What
Serialize training state every 5k steps to PVC. Resume from last checkpoint on restart.
### State to persist
| Component | Size | Source |
|-----------|------|--------|
| DQN weights (online) | W[128×231] + b[231] = ~120KB | `dqn_head.w_d`, `dqn_head.b_d` |
| DQN weights (target) | Same = ~120KB | `dqn_head.w_target_d`, `dqn_head.b_target_d` |
| Policy head weights | ~120KB | `policy_head.w_d`, `policy_head.b_d` |
| V head weights | ~2KB | `v_head.w_d`, `v_head.b_d` |
| Encoder weights | ~2-10MB (Mamba2 + CfC) | `encoder.params_d()` |
| Adam state (m, v per param) | 2× model size = ~20MB | Per-group m_d, v_d |
| ISV bus | 585 × f32 = 2.3KB | `isv_dev_ptr` |
| PER buffer | priorities + tree = ~1MB | `gpu_replay.priorities_d` |
| Step counter + RNG | ~100B | `step`, xorshift state |
Total: ~50MB per checkpoint.
### Format
Flat binary: `[magic: u32][version: u32][step: u64][n_sections: u32][sections...]` where each section is `[name_len: u16][name: bytes][data_len: u64][data: bytes]`. No serde, no JSON — raw device→mapped-pinned→file.
### Path
`/feature-cache/alpha-rl-runs/<sha>/fold<N>/checkpoint-<step>.bin`
Keep last 2 checkpoints (rolling). Delete older ones to save PVC space.
### Resume
CLI flag `--resume-from <path>`. Loads checkpoint, restores all device buffers, continues from saved step. The `alpha_rl_train.rs` binary checks for the flag before the training loop.
### Verification
Save at step 1000, kill, resume, compare l_q/wr at step 2000 with an uninterrupted run. Should be identical (deterministic with scoped_init_seed per pearl).
## P2: Controller Kernel Fusion
### What
Fuse 10+ single-thread ISV controller kernels into one `rl_fused_all_controllers` mega-kernel. Currently each controller is a separate `raw_launch(grid=1, block=1)` — the launch overhead (~5μs each) dominates the actual compute (~1μs each).
### Controllers to fuse
- `rl_gamma_controller`
- `rl_target_tau_controller`
- `rl_ppo_clip_controller` (legacy but still launched)
- `rl_entropy_coef_controller`
- `rl_per_alpha_controller`
- `rl_reward_scale_controller`
- `rl_rollout_steps_controller`
- `rl_lr_controller` (5 heads)
All share the same pattern: read ISV input slot, Wiener-α blend, Schulman bounded step, write ISV output slot. The existing `rl_fused_controllers.cu` already handles a subset — extend to cover all.
### Impact
~10 kernel launches → 1. Saves ~50μs/step. At 6 sps that's ~0.3ms saved per 160ms step = ~0.2% improvement. Small but free.
### Verification
Before/after nsys trace: total GPU kernel launches should drop by ~10 per step.
## P3: Walk-Forward Validation
### What
3-fold temporal walk-forward on H100 with 25k steps per fold. Each fold trains on window [i] and evaluates on window [i+1]. The argo template already supports `--folds 3` which fans out via DAG.
### Config
```bash
argo submit --from=wftmpl/alpha-rl -n foxhunt \
-p git-branch=ml-alpha-phase-a \
-p n-steps=25000 \
-p n-backtests=1024 \
-p per-capacity=65536 \
-p gpu-pool=ci-training-h100
# --folds 3 via argo-train.sh
```
### Success criteria
- wr > 0.55 on ALL 3 folds (not just the average)
- No fold with wr < 0.50
- Entropy stable (no collapse on any fold)
- hold% between 30-70% on all folds
### Wall clock estimate
3 folds × 25k steps. With TF32 on H100 at ~15 sps: 25k/15 = 28 min/fold. Sequential: 84 min. Parallel (3 H100s): 28 min.
## Implementation Order
1. **P0: TF32** — 2 one-line changes, local smoke, deploy
2. **P2: Controller fusion** — extend existing fused kernel, local smoke
3. **P1: Checkpoint** — new infrastructure, needs careful testing
4. **P3: Walk-forward** — deploy after P0+P2 are validated
P0 and P2 can be implemented in parallel. P1 is independent. P3 runs after all code changes are merged.
## Anti-patterns to avoid
- No FP16 matmuls (loss scaling complexity, RL numerical sensitivity)
- No multi-GPU (NCCL overhead not justified at 25k steps)
- No changes to model architecture (validated at wr=0.567)
- No monitoring pods on GPU node (caused OOM — use log-only monitoring)

View File

@@ -158,6 +158,7 @@ spec:
# Auto-detect GPU compute capability for all crates' build.rs
export CUDA_COMPUTE_CAP=$(nvidia-smi --query-gpu=compute_cap --format=csv,noheader | head -1 | tr -d '.')
export FOXHUNT_CUDA_ARCH="sm_${CUDA_COMPUTE_CAP}"
echo "=== GPU arch: sm_${CUDA_COMPUTE_CAP} ==="
# Clear stale build artifacts when arch changes

View File

@@ -85,7 +85,7 @@ impl CudaContext {
cu_device,
cu_ctx,
ordinal,
has_async_alloc: AtomicBool::new(false),
has_async_alloc: AtomicBool::new(true),
num_streams: AtomicUsize::new(0),
event_tracking: AtomicBool::new(true),
error_state: AtomicU32::new(0),