//! DQN Training Example //! //! Trains a DQN model on market data and saves checkpoints to disk. //! //! # Usage //! //! ```bash //! # Train with default parameters (100 epochs) //! cargo run -p ml --example train_dqn --release --features cuda //! //! # Custom epochs and output path //! cargo run -p ml --example train_dqn --release --features cuda -- \ //! --epochs 500 \ //! --output ml/trained_models/dqn_model.safetensors //! //! # Custom data directory //! cargo run -p ml --example train_dqn --release --features cuda -- \ //! --data-dir test_data/real/databento/ml_training \ //! --epochs 500 //! ``` use anyhow::{Context, Result}; use std::path::PathBuf; use structopt::StructOpt; use tracing::{info, warn}; use tracing_subscriber::FmtSubscriber; use ml::checkpoint::{CheckpointConfig, CheckpointManager}; use ml::trainers::dqn::{DQNHyperparameters, DQNTrainer}; #[derive(Debug, StructOpt)] #[structopt(name = "train_dqn", about = "Train DQN model on market data")] struct Opts { /// Number of training epochs #[structopt(long, default_value = "100")] epochs: usize, /// Learning rate #[structopt(long, default_value = "0.0001")] learning_rate: f64, /// Batch size (max 230 for RTX 3050 Ti 4GB) #[structopt(long, default_value = "128")] batch_size: usize, /// Discount factor (gamma) #[structopt(long, default_value = "0.99")] gamma: f64, /// Checkpoint save frequency (epochs) #[structopt(long, default_value = "10")] checkpoint_frequency: usize, /// Output directory for trained model #[structopt(long, default_value = "ml/trained_models")] output_dir: String, /// Data directory containing DBN files #[structopt(long, default_value = "test_data/real/databento/ml_training")] data_dir: String, /// Verbose logging #[structopt(short, long)] verbose: bool, /// Enable early stopping (recommended, use --no-early-stopping to disable) #[structopt(long)] early_stopping: bool, /// Disable early stopping #[structopt(long)] no_early_stopping: bool, /// Q-value floor threshold for early stopping #[structopt(long, default_value = "0.5")] q_value_floor: f64, /// Minimum loss improvement percentage for plateau detection #[structopt(long, default_value = "2.0")] min_loss_improvement: f64, /// Plateau detection window size (epochs) #[structopt(long, default_value = "30")] plateau_window: usize, } #[tokio::main] async fn main() -> Result<()> { // Parse CLI options let opts = Opts::from_args(); // Setup logging let level = if opts.verbose { tracing::Level::DEBUG } else { tracing::Level::INFO }; let subscriber = FmtSubscriber::builder().with_max_level(level).finish(); tracing::subscriber::set_global_default(subscriber) .context("Failed to set tracing subscriber")?; info!("šŸš€ Starting DQN Training"); info!("Configuration:"); info!(" • Epochs: {}", opts.epochs); info!(" • Learning rate: {}", opts.learning_rate); info!(" • Batch size: {}", opts.batch_size); info!(" • Gamma: {}", opts.gamma); info!(" • Checkpoint frequency: {} epochs", opts.checkpoint_frequency); info!(" • Output directory: {}", opts.output_dir); info!(" • Data directory: {}", opts.data_dir); // Determine early stopping (enabled by default, unless --no-early-stopping is specified) let early_stopping_enabled = !opts.no_early_stopping; info!(" • Early stopping: {}", if early_stopping_enabled { "enabled" } else { "disabled" }); if early_stopping_enabled { info!(" - Q-value floor: {}", opts.q_value_floor); info!(" - Min loss improvement: {}%", opts.min_loss_improvement); info!(" - Plateau window: {} epochs", opts.plateau_window); } // Create output directory let output_path = PathBuf::from(&opts.output_dir); if !output_path.exists() { std::fs::create_dir_all(&output_path) .context("Failed to create output directory")?; info!("āœ… Created output directory: {}", opts.output_dir); } // Configure DQN hyperparameters let hyperparams = DQNHyperparameters { learning_rate: opts.learning_rate, batch_size: opts.batch_size, gamma: opts.gamma, epsilon_start: 1.0, epsilon_end: 0.01, epsilon_decay: 0.995, buffer_size: 100_000, epochs: opts.epochs, checkpoint_frequency: opts.checkpoint_frequency, early_stopping_enabled, q_value_floor: opts.q_value_floor, min_loss_improvement_pct: opts.min_loss_improvement, plateau_window: opts.plateau_window, min_epochs_before_stopping: 50, }; // Create DQN trainer let mut trainer = DQNTrainer::new(hyperparams) .context("Failed to create DQN trainer")?; info!("āœ… DQN trainer initialized"); // Setup checkpoint manager let checkpoint_config = CheckpointConfig { base_dir: output_path.clone(), max_checkpoints_per_model: 10, auto_cleanup: true, validate_checksums: true, ..Default::default() }; let checkpoint_manager = CheckpointManager::new(checkpoint_config) .context("Failed to create checkpoint manager")?; // Track checkpoint count let mut checkpoint_count = 0; // Create checkpoint callback let output_dir_for_callback = opts.output_dir.clone(); let checkpoint_callback = move |epoch: usize, model_data: Vec| -> Result { let checkpoint_path = PathBuf::from(&output_dir_for_callback) .join(format!("dqn_epoch_{}.safetensors", epoch)); // Save checkpoint to disk std::fs::write(&checkpoint_path, &model_data) .context(format!("Failed to save checkpoint: {:?}", checkpoint_path))?; info!( "šŸ’¾ Checkpoint saved: {} ({} bytes)", checkpoint_path.display(), model_data.len() ); Ok(checkpoint_path.to_string_lossy().to_string()) }; // Train the model info!("\nšŸ‹ļø Starting training...\n"); let start_time = std::time::Instant::now(); let metrics = trainer .train(&opts.data_dir, checkpoint_callback) .await .context("Training failed")?; let training_duration = start_time.elapsed(); // Print final metrics info!("\nāœ… Training completed successfully!"); info!("\nšŸ“Š Final Metrics:"); info!(" • Final loss: {:.6}", metrics.loss); info!(" • Epochs trained: {}", metrics.epochs_trained); info!(" • Training time: {:.1}s ({:.1} min)", metrics.training_time_seconds, metrics.training_time_seconds / 60.0); info!(" • Convergence: {}", if metrics.convergence_achieved { "āœ… Yes" } else { "āŒ No" }); // Additional metrics from training if let Some(avg_q_value) = metrics.additional_metrics.get("avg_q_value") { info!(" • Average Q-value: {:.4}", avg_q_value); } if let Some(final_epsilon) = metrics.additional_metrics.get("final_epsilon") { info!(" • Final epsilon: {:.4}", final_epsilon); } if let Some(grad_norm) = metrics.additional_metrics.get("avg_gradient_norm") { info!(" • Average gradient norm: {:.6}", grad_norm); } // Save final model let final_model_path = output_path.join(format!("dqn_final_epoch{}.safetensors", opts.epochs)); info!("\nšŸ’¾ Saving final model to: {}", final_model_path.display()); // Get final model state let final_checkpoint_data = trainer.serialize_model().await .context("Failed to serialize final model")?; std::fs::write(&final_model_path, &final_checkpoint_data) .context("Failed to save final model")?; info!("āœ… Final model saved: {} ({} bytes)", final_model_path.display(), final_checkpoint_data.len()); info!("\nšŸŽ‰ DQN training complete!"); info!("šŸ“ Model files saved to: {}", opts.output_dir); Ok(()) }