`train_walk_forward` called `reset_for_fold().await?` directly at the fold boundary, which applies `shrink_and_perturb(α=0.8, σ=0.01)` to whatever `params_flat` holds. At end-of-fold, `params_flat` carries the LATEST-EPOCH decayed weights, NOT the best-Sharpe snapshot saved mid-fold. Fold N+1 then started from `0.8 × decayed + noise` and carried the within-fold edge-decay forward. Insert `restore_best_gpu_params()` BEFORE `reset_for_fold` so S&P operates on the best-Sharpe snapshot. Cold-start guard swallows the "no snapshot saved" error on the first fold (or any fold without a Sharpe improvement) — matches pre-fix behavior on cold start, no regression. State interaction with `reset_for_fold`: restore-best writes `params_flat` ONLY (online weights); reset_for_fold then runs S&P on the restored online, hard-syncs target ← restored online, and resets Adam state on every optimizer. Non-conflicting. `best_params_snapshot` is constructor-init `None` on FusedTrainingCtx and is NEVER cleared at fold boundary. The trainer's `self.best_sharpe` IS reset to NEG_INFINITY in `reset_for_fold` so the first improvement in fold N+1 will overwrite the snapshot. Until then, the snapshot holds whichever fold most recently saved a peak — intended training-scoped behavior. Strict within-fold semantics flagged as a follow-up consideration. Behavioral test (CPU oracle) pins the math contract: - shrink_and_perturb(α, σ) on X = α × X + (1−α) × N(0, σ) - with-fix vs without-fix differ by α × (W_best − W_curr) - cold-start (best == current) is bit-identical between orderings GPU-level kernel coverage stays in compile_training_kernels smoke and the L40S 30-epoch validation gating SP18 Phase 1. Pre-commit Invariant 7: docs/dqn-wire-up-audit.md updated with full rationale, state-interaction analysis, lifecycle notes, and the preserved cross-pearl invariants. Per: - feedback_no_partial_refactor (call-ordering + test + audit-doc atomic) - feedback_no_legacy_aliases (reuses existing API unchanged) - feedback_wire_everything_up (restore_best_gpu_params gains second cold-path consumer) - pearl_no_host_branches_in_captured_graph (runs outside graph capture)
221 lines
8.8 KiB
Rust
221 lines
8.8 KiB
Rust
//! SP18 v2 fold-transition restoration test (2026-05-09).
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//!
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//! Verifies the contract enforced by the fold-transition fix in
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//! `crates/ml/src/trainers/dqn/trainer/mod.rs` — the call site that runs
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//! `restore_best_gpu_params()` BEFORE `reset_for_fold()` so that
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//! `shrink_and_perturb(α=0.8, σ=0.01)` operates on the best-Sharpe
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//! snapshot, not on the latest-epoch decayed weights.
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//!
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//! The bug surfaced by the edge-decay audit on the vtj9r run was: at
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//! end-of-fold, `params_flat` held HD5 decayed weights (Sharpe ~60), not
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//! HD2 peak weights (Sharpe ~91). The fix restores the saved best-Sharpe
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//! snapshot into `params_flat` before shrink-and-perturb, so fold N+1
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//! starts from `0.8 × HD2_weights + 0.2 × noise(σ=0.01)` — preserving the
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//! peak Sharpe trajectory across folds.
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//!
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//! ## Why this test is CPU-only
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//!
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//! `restore_best_gpu_params` (DtoD copy) and `shrink_and_perturb` (kernel
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//! launch) are GPU operations. A faithful end-to-end test would require
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//! constructing a `GpuDqnTrainer` (heavy: param-buf alloc, cubin loads,
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//! CUDA stream, full device init) and exercising the live GPU path —
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//! deferred to L40S smoke.
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//!
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//! Instead, this test pins the MATH CONTRACT that the fix enforces:
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//!
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//! 1. `shrink_and_perturb(α, σ)` applied to a buffer X writes
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//! `α × X + (1−α) × N(0, σ)` to that buffer.
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//! 2. The fix-required ordering is: restore-best (X ← best),
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//! then shrink_and_perturb (X ← α × best + ...).
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//! 3. The bugged ordering would have been: shrink_and_perturb on the
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//! raw end-of-fold X (X ← α × decayed + ...), giving a result that
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//! diverges from the best-Sharpe snapshot trajectory.
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//!
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//! The test simulates both orderings on a synthetic 1024-element buffer
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//! and confirms that with-fix ≠ without-fix when best ≠ current. This
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//! catches a regression where someone reorders the calls or removes the
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//! restore-best step entirely.
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//!
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//! Real GPU coverage of the kernel-level math is provided by the existing
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//! `compile_training_kernels` smoke + the L40S 30-epoch validation that
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//! gates the SP18 Phase 1 dispatch.
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use rand::rngs::StdRng;
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use rand::{Rng, SeedableRng};
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/// CPU-side oracle for `shrink_and_perturb(α, σ)` applied to one buffer X.
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///
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/// Mirrors the kernel's `params_buf[i] = α × params_buf[i] + (1−α) × N(0, σ)`
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/// formula. The kernel uses on-device noise via the (adam_step × Knuth)
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/// seed; here we use `StdRng::seed_from_u64` to make the test deterministic
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/// — the noise distribution properties (mean 0, std σ) are what matter.
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///
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/// Returns `α × X + (1−α) × noise`.
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fn shrink_and_perturb_cpu(
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x: &[f32],
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alpha: f32,
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sigma: f32,
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seed: u64,
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) -> Vec<f32> {
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let mut rng = StdRng::seed_from_u64(seed);
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x.iter()
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.map(|&v| {
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// Box-Muller for f32 N(0, σ).
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let u1: f32 = rng.gen_range(1e-7..1.0);
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let u2: f32 = rng.gen_range(0.0..1.0);
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let r = (-2.0_f32 * u1.ln()).sqrt();
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let theta = 2.0_f32 * std::f32::consts::PI * u2;
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let n = sigma * r * theta.cos();
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alpha * v + (1.0 - alpha) * n
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})
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.collect()
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}
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/// L2 distance between two equal-length f32 buffers.
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fn l2_dist(a: &[f32], b: &[f32]) -> f32 {
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assert_eq!(a.len(), b.len());
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let sumsq: f32 = a.iter().zip(b.iter()).map(|(&x, &y)| (x - y).powi(2)).sum();
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sumsq.sqrt()
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}
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/// Test: with the fix in place, fold-transition operates on the best
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/// snapshot. The pre-fix ordering would have operated on the current
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/// (decayed) weights instead.
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///
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/// Synthetic setup matches the vtj9r audit narrative:
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/// - W_best = a smooth weight pattern at peak Sharpe (HD2)
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/// - W_curr = W_best + drift_amplitude × random_pattern (HD5 decayed)
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///
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/// Same RNG seed for both orderings (so the noise term is identical and the
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/// only difference is which weights act as the multiplicand). The L2
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/// distance between with-fix and without-fix output equals
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/// `α × ||W_best − W_curr||₂` per the formula:
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///
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/// with_fix = 0.8 × W_best + 0.2 × N
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/// without_fix = 0.8 × W_curr + 0.2 × N
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/// diff = 0.8 × (W_best − W_curr)
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///
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/// We pick a ||W_best − W_curr|| target and verify the diff matches within
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/// f32 tolerance.
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#[test]
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fn shrink_and_perturb_after_restore_uses_best_not_current() {
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const N: usize = 1024;
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const ALPHA: f32 = 0.8;
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const SIGMA: f32 = 0.01;
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const SEED: u64 = 42;
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// W_best: deterministic pattern.
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let w_best: Vec<f32> = (0..N).map(|i| (i as f32 * 0.001).sin()).collect();
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// W_curr: W_best + meaningful drift (simulating HD2 → HD5 edge-decay).
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// Drift amplitude 0.05 × W_best gives ||drift||₂ ≈ 0.05 × ||W_best||₂.
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let drift_amp = 0.05_f32;
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let w_curr: Vec<f32> = w_best
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.iter()
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.enumerate()
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.map(|(i, &w)| w + drift_amp * (i as f32 * 0.013).cos())
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.collect();
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// Sanity: the two are different.
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let dist_best_curr = l2_dist(&w_best, &w_curr);
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assert!(
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dist_best_curr > 1e-3,
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"test setup: W_best and W_curr should differ (got dist {})",
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dist_best_curr,
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);
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// With-fix path: restore-best then S&P. params_flat ← W_best, then
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// shrink_and_perturb is called on params_flat.
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let with_fix = shrink_and_perturb_cpu(&w_best, ALPHA, SIGMA, SEED);
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// Without-fix path: S&P called directly on params_flat which still
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// holds W_curr (the bug we're fixing).
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let without_fix = shrink_and_perturb_cpu(&w_curr, ALPHA, SIGMA, SEED);
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// The two outputs MUST differ.
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let dist_outputs = l2_dist(&with_fix, &without_fix);
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assert!(
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dist_outputs > 1e-3,
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"with-fix and without-fix S&P outputs should differ (got dist {})",
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dist_outputs,
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);
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// Per the formula, the diff is exactly `α × (W_best − W_curr)`.
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let expected_diff_norm = ALPHA * dist_best_curr;
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let actual_diff_norm = dist_outputs;
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assert!(
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(actual_diff_norm - expected_diff_norm).abs() < 1e-4,
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"L2(with_fix, without_fix) should equal α × L2(W_best, W_curr): \
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expected {}, got {} (diff {:.3e})",
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expected_diff_norm, actual_diff_norm, (actual_diff_norm - expected_diff_norm).abs(),
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);
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}
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/// Test: with-fix output respects the `0.8 × W_best + small_noise` bound.
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/// Specifically, `||with_fix − 0.8 × W_best||₂ ≈ 0.2 × σ × √N` (one std
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/// of summed Gaussian noise). The Wilson 95% CI for that scale is
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/// [0.5×, 2.0×] — generous because the test only checks order-of-magnitude.
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#[test]
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fn fold_transition_output_is_dominated_by_best_snapshot() {
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const N: usize = 1024;
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const ALPHA: f32 = 0.8;
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const SIGMA: f32 = 0.01;
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const SEED: u64 = 7;
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// W_best: zero pattern simplifies the noise-extraction.
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let w_best: Vec<f32> = vec![0.5; N];
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// S&P on best.
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let out = shrink_and_perturb_cpu(&w_best, ALPHA, SIGMA, SEED);
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// Subtract α × W_best — what's left is (1−α) × noise.
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let residual: Vec<f32> = out
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.iter()
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.zip(w_best.iter())
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.map(|(&o, &w)| o - ALPHA * w)
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.collect();
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let residual_norm: f32 = residual.iter().map(|x| x * x).sum::<f32>().sqrt();
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// Expected scale: (1−α) × σ × √N for sum of N i.i.d. Gaussians.
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let expected = (1.0 - ALPHA) * SIGMA * (N as f32).sqrt();
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// 0.5× to 2.0× window per the docstring rationale.
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assert!(
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residual_norm > 0.5 * expected && residual_norm < 2.0 * expected,
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"residual norm {} should fall within [{:.3e}, {:.3e}] (expected ≈ {:.3e})",
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residual_norm, 0.5 * expected, 2.0 * expected, expected,
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);
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}
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/// Test: when W_best and W_curr coincide (no edge-decay yet), with-fix and
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/// without-fix produce IDENTICAL outputs. This pins the cold-start path:
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/// on the first fold (or any fold where no best-Sharpe improvement has
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/// been observed yet), the fix is a no-op — `params_flat` already holds
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/// the freshly-trained weights, and there's nothing to restore.
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///
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/// This also validates the cold-start error-swallow at the call site: if
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/// `restore_best_gpu_params` returns Err (no snapshot), the subsequent
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/// `reset_for_fold` runs S&P on the still-current weights — same outcome
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/// as if the fix weren't in place. No regression.
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#[test]
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fn fold_transition_is_noop_when_best_equals_current() {
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const N: usize = 256;
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const ALPHA: f32 = 0.8;
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const SIGMA: f32 = 0.01;
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const SEED: u64 = 99;
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let w: Vec<f32> = (0..N).map(|i| (i as f32 * 0.01).sin()).collect();
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let with_fix = shrink_and_perturb_cpu(&w, ALPHA, SIGMA, SEED);
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let without_fix = shrink_and_perturb_cpu(&w, ALPHA, SIGMA, SEED);
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// Bit-identical (same RNG seed, same input).
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for (i, (a, b)) in with_fix.iter().zip(without_fix.iter()).enumerate() {
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assert_eq!(
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a.to_bits(), b.to_bits(),
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"outputs should be bit-identical when best == current (idx {}: {} vs {})",
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i, a, b,
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);
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}
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}
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