Adds `ig_diag` binary under ml-explainability/src/bin/ that runs
Integrated Gradients on a trained DQN safetensors checkpoint and
writes a per-feature attribution report as JSON. Designed for offline
model inspection, not the inference hot path.
Forward target: mean(Q[direction, 0..4]), which simplifies to V(s)
under the dueling identity (mean of centered advantages is zero by
the identifiability constraint). Smooth, no argmax discontinuity,
well-posed for IG.
Regime-head handling: loads only the `trending__`-prefixed weights
(matches RegimeConditionalDQN::load_from_merged_safetensors). Full
multi-head attribution is a future extension.
CLI args:
--checkpoint PATH safetensors file
--states auto|PATH `auto` samples from test_data/feature-cache/
*.fxcache; otherwise a JSON file containing
{ "states": [[f32; STATE_DIM], ...] }
--feature-names PATH JSON array of STATE_DIM names (optional)
--num-steps N IG Riemann steps (default 50)
--output PATH output JSON (default ig_report.json)
--auto-samples N fxcache sample count (default 16)
--seed N LCG seed for reproducibility (default 42)
Output JSON schema:
{
"schema_version": 1,
"checkpoint", "num_steps", "state_dim", "num_states",
"forward_target", "regime_head",
"features": [ { "name", "mean_abs", "stddev", "mean_signed" } ],
"top_10_by_mean_abs": [...],
"completeness": {
"worst_relative_error": f64,
"per_state": [ { "state_idx", "sum_attributions",
"f_input_minus_f_baseline", "relative_error" } ]
}
}
NoisyNet is disabled on both the Q-network and target network before
IG runs so attributions are deterministic (same checkpoint + states +
num_steps = bit-identical attributions).
Gated behind the `ig-diag-cli` Cargo feature (optional Cargo binary
feature, not a runtime flag) because the binary depends on ml-dqn.
Cannot depend on `ml` due to a cyclic dependency (ml already depends
on ml-explainability). To avoid pulling in the heavy `ml` crate, the
fxcache header parser is reimplemented inline in the binary (~80 LOC,
matches ml/src/fxcache.rs byte-for-byte for v4 files).
Tests:
- tests/ig_diag_cli_integration.rs: end-to-end test that builds a
DQN, saves a checkpoint, writes a states JSON, invokes the binary
via std::process::Command, parses the output, asserts schema +
completeness axiom (worst relative error < 5%). Gated with
#[cfg(all(feature = "cuda", feature = "ig-diag-cli"))] + #[ignore]
because it needs CUDA + the binary pre-built.
Build/run:
cargo build --release -p ml-explainability \
--features ig-diag-cli --bin ig_diag
cargo test -p ml-explainability --features ig-diag-cli \
--test ig_diag_cli_integration -- --ignored --nocapture
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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