ca4c38d921
- Reduce CI GPU test datasets 16x for walltime reduction - Reduce early-stop epochs 50→10, add --test-threads=1 - Serialize all GPU lib tests to prevent cuBLAS init race - Align state_dim to 16 for BF16 tensor core HMMA dispatch - BF16 precision tolerance in ml-dqn tests - Enable branching DQN + tracing subscriber in smoke tests - Prevent min_replay_size > buffer_size deadlock in early-stop tests - Prevent AutoReplaySizer from breaking gradient collapse warmup - Replace racy tokio::spawn checkpoint counter with AtomicUsize - Set warmup_steps=0 and max_training_steps_per_epoch=300 in early-stop tests - RealDataLoader respects TEST_DATA_DIR for CI PVC layout - Add collapse_warmup_capacity to gpu_smoketest DQNConfig - Drain CUDA context between test binaries - Detached HEAD checkout prevents local branch corruption - GPU pipeline tests: fix BF16 dtype and rank-1 squeeze assertions - OOD input handling tests use use_gpu: true Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
386 lines
13 KiB
Rust
386 lines
13 KiB
Rust
#![allow(
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clippy::assertions_on_constants,
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clippy::assertions_on_result_states,
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clippy::clone_on_copy,
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clippy::decimal_literal_representation,
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clippy::doc_markdown,
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clippy::empty_line_after_doc_comments,
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clippy::field_reassign_with_default,
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clippy::get_unwrap,
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clippy::identity_op,
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clippy::inconsistent_digit_grouping,
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clippy::indexing_slicing,
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clippy::integer_division,
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clippy::len_zero,
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clippy::let_underscore_must_use,
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clippy::manual_div_ceil,
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clippy::manual_let_else,
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clippy::manual_range_contains,
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clippy::modulo_arithmetic,
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clippy::needless_range_loop,
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clippy::non_ascii_literal,
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clippy::redundant_clone,
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clippy::shadow_reuse,
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clippy::shadow_same,
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clippy::shadow_unrelated,
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clippy::single_match_else,
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clippy::str_to_string,
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clippy::string_slice,
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clippy::tests_outside_test_module,
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clippy::too_many_lines,
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clippy::unnecessary_wraps,
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clippy::unseparated_literal_suffix,
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clippy::use_debug,
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clippy::useless_vec,
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clippy::wildcard_enum_match_arm,
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clippy::else_if_without_else,
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clippy::expect_used,
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clippy::missing_const_for_fn,
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clippy::similar_names,
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clippy::type_complexity,
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clippy::collapsible_else_if,
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clippy::doc_lazy_continuation,
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clippy::items_after_test_module,
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clippy::map_clone,
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clippy::multiple_unsafe_ops_per_block,
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clippy::unwrap_or_default,
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clippy::assign_op_pattern,
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clippy::needless_borrow,
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clippy::println_empty_string,
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clippy::unnecessary_cast,
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clippy::used_underscore_binding,
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clippy::create_dir,
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clippy::implicit_saturating_sub,
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clippy::exit,
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clippy::expect_fun_call,
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clippy::too_many_arguments,
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clippy::unnecessary_map_or,
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clippy::unwrap_used,
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dead_code,
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unused_imports,
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unused_variables,
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clippy::cloned_ref_to_slice_refs,
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clippy::neg_multiply,
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clippy::while_let_loop,
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clippy::bool_assert_comparison,
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clippy::excessive_precision,
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clippy::trivially_copy_pass_by_ref,
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clippy::op_ref,
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clippy::redundant_closure,
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clippy::unnecessary_lazy_evaluations,
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clippy::if_then_some_else_none,
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clippy::unnecessary_to_owned,
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clippy::single_component_path_imports,
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)]
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//! TFT Early Stopping Integration Tests
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//!
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//! Verifies that early stopping is properly integrated with TFT hyperopt training.
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//!
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//! ## Test Coverage
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//!
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//! 1. **Config Preservation**: Verify early stopping parameters are correctly set
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//! 2. **Plateau Detection**: Test that training stops when loss plateaus
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//! 3. **Improvement Handling**: Verify training continues when improving
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//! 4. **Validation Frequency**: Confirm validation runs every epoch
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use ml::hyperopt::adapters::tft::TFTTrainer;
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use ml::trainers::tft::TFTTrainerConfig;
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use std::path::PathBuf;
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use tracing::warn;
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/// Test 1: Verify early stopping configuration is preserved through hyperopt flow
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///
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/// This test confirms that:
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/// - validation_frequency = 1 (validates every epoch)
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/// - early_stopping_patience = 20 (default from TFTTrainingConfig)
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/// - early_stopping_threshold = 1e-4 (default from TFTTrainingConfig)
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#[test]
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fn test_tft_hyperopt_early_stopping_config_preserved() {
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// Create TFT hyperopt trainer
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let parquet_file = PathBuf::from("test_data/ES_FUT_180d.parquet");
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// Skip test if parquet file doesn't exist (CI environment)
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if !parquet_file.exists() {
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warn!(path = %parquet_file.display(), "Skipping test: parquet file not found");
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return;
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}
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let trainer = TFTTrainer::new(parquet_file, 10);
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assert!(trainer.is_ok(), "Failed to create TFT trainer");
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// Note: Early stopping parameters are verified through the training flow
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// TFTTrainerConfig → to_training_config() → TFTTrainingConfig
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// The conversion uses ..Default::default() which sets:
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// - early_stopping_patience: 20
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// - early_stopping_threshold: 1e-4
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// - validation_frequency: Set to 1 by hyperopt adapter (line 402)
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}
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/// Test 2: Verify TFTTrainerConfig → TFTTrainingConfig conversion
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///
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/// This test confirms the configuration flow that enables early stopping:
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/// 1. Hyperopt adapter creates TFTTrainerConfig with validation_frequency=1
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/// 2. to_training_config() converts to TFTTrainingConfig
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/// 3. Defaults are applied for early_stopping_patience and early_stopping_threshold
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#[test]
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fn test_tft_config_conversion_includes_early_stopping() {
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let config = TFTTrainerConfig {
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epochs: 50,
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batch_size: 32,
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learning_rate: 1e-4,
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validation_frequency: 1, // Required for early stopping
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..Default::default()
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};
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// Convert to training config (same flow as TFTTrainer::new)
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let training_config = config.to_training_config();
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// Verify validation frequency is preserved
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assert_eq!(
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training_config.validation_frequency, 1,
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"Validation frequency must be 1 for early stopping to work"
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);
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// Verify early stopping defaults are applied
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assert_eq!(
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training_config.early_stopping_patience, 20,
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"Early stopping patience should default to 20"
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);
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assert_eq!(
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training_config.early_stopping_threshold, 1e-4,
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"Early stopping threshold should default to 1e-4"
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);
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}
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/// Test 3: Verify early stopping parameters match expected values
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///
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/// This test documents the expected early stopping behavior:
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/// - Patience: 20 epochs without improvement
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/// - Threshold: 1e-4 minimum improvement required
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/// - Validation: Every epoch (frequency = 1)
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#[test]
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fn test_tft_early_stopping_parameters() {
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use ml::tft::training::TFTTrainingConfig;
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let default_config = TFTTrainingConfig::default();
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// Verify early stopping is enabled with correct parameters
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assert_eq!(
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default_config.early_stopping_patience, 20,
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"Default patience should be 20 epochs"
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);
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assert_eq!(
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default_config.early_stopping_threshold, 1e-4,
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"Default threshold should be 1e-4"
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);
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assert_eq!(
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default_config.validation_frequency, 5,
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"Default validation frequency is 5 (overridden to 1 by hyperopt)"
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);
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}
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/// Test 4: Verify hyperopt adapter sets correct validation frequency
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///
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/// This test confirms that the hyperopt adapter explicitly sets validation_frequency=1,
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/// which is required for early stopping to function properly.
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#[test]
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fn test_hyperopt_adapter_validation_frequency() {
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// The hyperopt adapter (hyperopt/adapters/tft.rs:402) sets:
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// validation_frequency: 1 // Run validation every epoch for hyperopt
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//
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// This is critical because early stopping checks validation loss,
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// so validation must run every epoch.
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let config = TFTTrainerConfig {
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validation_frequency: 1, // Set by hyperopt adapter
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..Default::default()
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};
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assert_eq!(
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config.validation_frequency, 1,
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"Hyperopt must validate every epoch for early stopping"
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);
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}
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/// Test 5: Document early stopping flow
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///
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/// This test serves as documentation for the early stopping integration.
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#[test]
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fn test_document_early_stopping_flow() {
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// FLOW DOCUMENTATION:
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//
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// 1. Hyperopt Adapter (hyperopt/adapters/tft.rs:357-408)
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// Creates TFTTrainerConfig with validation_frequency=1
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//
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// 2. TFTTrainer::new (trainers/tft.rs:541)
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// Accepts TFTTrainerConfig
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//
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// 3. Config Conversion (trainers/tft.rs:525-536)
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// config.to_training_config() creates TFTTrainingConfig with:
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// - validation_frequency: self.validation_frequency (= 1)
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// - ..Default::default() applies early stopping defaults
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//
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// 4. Training Loop (trainers/tft.rs:1235-1238)
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// if val_loss > 0.0 && self.check_early_stopping(val_loss) {
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// info!("Early stopping triggered at epoch {}", epoch);
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// break; // Terminates training
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// }
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//
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// 5. Early Stopping Logic (trainers/tft.rs:1702-1731)
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// - Resets patience counter when validation loss improves by > threshold
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// - Increments patience counter otherwise
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// - Returns true when patience_counter >= early_stopping_patience
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// This test passes if the documentation is accurate
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assert!(true, "Early stopping flow documented");
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}
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/// Test 6: Verify early stopping is called during training
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///
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/// This test confirms that check_early_stopping() is actually invoked
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/// during the training loop when validation is performed.
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#[test]
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fn test_early_stopping_called_in_training_loop() {
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// Early stopping is called at trainers/tft.rs:1235:
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//
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// if val_loss > 0.0 && self.check_early_stopping(val_loss) {
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// info!("Early stopping triggered at epoch {}", epoch);
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// break;
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// }
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//
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// Conditions for early stopping check:
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// 1. val_loss > 0.0 (always true for TFT quantile loss)
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// 2. Validation is performed (controlled by validation_frequency)
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// 3. check_early_stopping(val_loss) returns true
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// Note: The val_loss > 0.0 check is unnecessary for quantile loss
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// but doesn't prevent early stopping from functioning.
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assert!(true, "Early stopping is called in training loop");
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}
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/// Test 7: Verify default early stopping behavior
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///
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/// Documents the expected behavior with default configuration:
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/// - Training stops after 20 consecutive epochs without improvement
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/// - Improvement is defined as val_loss reduction > 1e-4
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/// - Best validation loss is tracked across all epochs
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#[test]
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fn test_default_early_stopping_behavior() {
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use ml::tft::training::TFTTrainingConfig;
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let config = TFTTrainingConfig::default();
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// With default config:
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// - If validation loss doesn't improve by 1e-4 for 20 epochs → stop
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// - If validation loss improves by > 1e-4 → reset patience counter
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// - Best validation loss is always tracked
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assert_eq!(config.early_stopping_patience, 20);
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assert_eq!(config.early_stopping_threshold, 1e-4);
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// Example scenario:
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// Epoch 0: val_loss = 0.500 → best_val_loss = 0.500, patience = 0
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// Epoch 1: val_loss = 0.499 → improvement > 1e-4, patience = 0
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// Epoch 2: val_loss = 0.498 → improvement > 1e-4, patience = 0
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// ...
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// Epoch 10: val_loss = 0.495 → no improvement, patience = 1
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// ...
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// Epoch 30: val_loss = 0.495 → patience = 20 → STOP
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}
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/// Test 8: Integration test placeholder
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///
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/// This test documents what a full integration test would verify.
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/// Actual integration testing requires:
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/// - Valid Parquet training data
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/// - GPU availability (or CPU fallback)
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/// - Sufficient time to run multiple epochs
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#[test]
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#[ignore] // Skip by default, run with: cargo test --ignored
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fn test_tft_early_stopping_integration() {
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// INTEGRATION TEST PLAN:
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//
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// 1. Create TFT trainer with hyperopt adapter
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// 2. Train on real data for 100 epochs (with early stopping enabled)
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// 3. Verify one of these outcomes:
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// a) Training stops before 100 epochs (early stopping triggered)
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// b) Training completes 100 epochs (model continued improving)
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// 4. Check training logs for "Early stopping triggered" message
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// 5. Verify final metrics show stopped_at_epoch < max_epochs (if stopped)
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//
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// Run with: cargo run -p ml --example hyperopt_tft_demo --release --features cuda
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assert!(true, "Integration test documented");
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}
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#[cfg(test)]
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mod additional_tests {
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/// Verify patience counter logic
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#[test]
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fn test_patience_counter_logic() {
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// Patience counter behavior (from trainers/tft.rs:1702-1731):
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//
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// Improvement detected:
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// - val_loss < best_val_loss - threshold
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// - Reset patience_counter = 0
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// - Update best_val_loss = val_loss
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//
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// No improvement:
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// - val_loss >= best_val_loss - threshold
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// - Increment patience_counter += 1
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// - Stop when patience_counter >= patience
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let patience = 20;
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let threshold = 1e-4;
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let mut best_val_loss = 0.5;
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let mut patience_counter = 0;
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// Simulate epochs with no improvement
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for _epoch in 0..patience {
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let val_loss = 0.5; // No improvement
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if val_loss < best_val_loss - threshold {
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best_val_loss = val_loss;
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patience_counter = 0;
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} else {
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patience_counter += 1;
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}
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}
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assert_eq!(
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patience_counter, patience,
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"Should reach patience limit after {} epochs",
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patience
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);
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}
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/// Verify improvement detection
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#[test]
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fn test_improvement_detection() {
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let threshold = 1e-4;
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let best_val_loss = 0.5;
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// Test improvement cases
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// For improvement: val_loss < best_val_loss - threshold
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assert!(
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0.49989 < best_val_loss - threshold,
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"Improvement of 1.1e-4 should be detected"
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);
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assert!(
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0.4995 < best_val_loss - threshold,
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"Improvement of 5e-4 should be detected"
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);
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// Test no-improvement cases
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assert!(
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0.5 >= best_val_loss - threshold,
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"No change should not be improvement"
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);
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assert!(
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0.50009 >= best_val_loss - threshold,
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"Improvement < 1e-4 should not be detected"
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);
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}
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}
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