jgrusewski 3b23a0de5a feat(rl): per-batch outcome EMA, vol-adjusted trail, ISV-driven P_MIN ...

P10: New rl_recent_outcome_update.cu — per-batch signed outcome EMA
     (sign(reward) on done steps) feeds per-batch anti-martingale
     sizing in actions_to_market_targets. Replaces the single ISV
     scalar with a per-batch buffer for multi-batch granularity.

P11: Trail bootstrap switched from vwap × 1e-3 × k_init to
     k_init × MEAN_ABS_PNL_EMA (slot 423). Vol-derived trail
     distance adapts to realized trade magnitude as the EMA updates.

P12: P_MIN in rl_pi_action_kernel now ISV-driven (slot 519,
     default 0.015). At N=11, max single-action prob = 0.85
     (uplift vs prior 0.80 at hardcoded P_MIN=0.02).

ISV slots: 519 P_MIN, 520 OUTCOME_ALPHA. RL_SLOTS_END -> 521.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-24 21:59:34 +02:00

..

fixtures

fix(ml-core): deterministic GPU weight init via scoped_init_seed

2026-05-19 01:19:13 +02:00

adamw_invariants.rs

feat(ml-alpha): BCE multi-horizon + AdamW kernels

2026-05-16 21:57:26 +02:00

aux_heads.rs

feat(aux-heads): rewrite for A+B paired (BCE + conditional-Huber) (CB3+CB4)

2026-05-22 11:16:29 +02:00

aux_trunk.rs

feat(aux-trunk): smaller single-bucket CfC for aux supervision (Layer B3)

2026-05-22 09:03:00 +02:00

backward_finite_diff.rs

feat(ml-alpha): cfc_step_backward emits grad_x for upstream chain

2026-05-16 22:59:36 +02:00

bce_grad_finite_diff.rs

refactor(ml-alpha): consolidate BCE — Kendall σ is THE BCE, wire MHA into trainer

2026-05-18 14:59:12 +02:00

bucket_routing.rs

feat(per-horizon-cfc): add bucket_routing.rs (Controller A + transition dispatch)

2026-05-21 16:18:04 +02:00

bucket_transition_kernels.rs

Revert "fix(per-horizon-cfc): extend block-diagonal mask to heads_w1 (Smoke 2 fix)"

2026-05-21 23:48:15 +02:00

cfc_step_bit_equiv.rs

feat(ml-alpha): cfc_step kernel + invariant-based GPU validation

2026-05-16 21:50:20 +02:00

cfc_step_per_branch.rs

fix(per-horizon-cfc): ALPHA — skip reorder, channels_in_bucket lookup, Adam moment masking

2026-05-21 20:43:51 +02:00

dqn_toy.rs

feat(rl): R6 — replace LobEnv with kernel-driven GPU-pure env step

2026-05-23 10:39:25 +02:00

encoder_gradient.rs

feat(rl): expose forward_encoder() for RL head consumption (Phase B)

2026-05-22 22:28:19 +02:00

forward_graph_capture.rs

feat(ml-alpha): CUDA Graph capture of forward_only (P5)

2026-05-19 17:32:28 +02:00

forward_step_golden.rs

feat(per-horizon-cfc): forward_step_into uses Phase 2 fused dispatch

2026-05-21 19:10:22 +02:00

frd_head.rs

feat(rl): FRD layer-1 backward (dW1, db1, dh_t with ReLU mask) — F.3c

2026-05-24 18:40:30 +02:00

gpu_log_ring_invariants.rs

refactor(per-horizon): N_HORIZONS 5→3 — remaining ml-alpha tests

2026-05-22 01:45:45 +02:00

heads_bit_equiv.rs

feat(ml-alpha): multi_horizon_heads kernel (128->5 sigmoid)

2026-05-16 21:51:48 +02:00

heads_block_diagonal.rs

feat(per-horizon-cfc): add heads_block_diagonal_fwd.cu (compact ragged w_skip)

2026-05-21 16:04:29 +02:00

integrated_trainer_smoke.rs

fix(rl): R9 local-smoke prep — two test-fixture bugs

2026-05-23 13:36:03 +02:00

isv_bootstrap.rs

audit: ISV-ify 10 more design constants — Schulman + bootstraps + streaming α

2026-05-24 01:47:18 +02:00

isv_bus.rs

feat(ml-alpha): IsvBus — 32-slot device-resident f32 bus

2026-05-16 21:38:54 +02:00

multi_horizon_loader.rs

refactor(rl): FRD horizons + range_σ are ISV-driven, not literals

2026-05-24 19:23:39 +02:00

multi_resolution_pipeline.rs

test(ml-alpha): synthetic multi-resolution pipeline test

2026-05-22 20:46:55 +02:00

output_smoothness_grad_finite_diff.rs

refactor(per-horizon): N_HORIZONS 5→3 — remaining ml-alpha tests

2026-05-22 01:45:45 +02:00

perception_forward_golden.rs

fix(ml-core): deterministic GPU weight init via scoped_init_seed

2026-05-19 01:19:13 +02:00

perception_overfit.rs

feat(aux-supervision): wire BCE + conditional-Huber actual calls (CB5)

2026-05-22 11:32:19 +02:00

pinned_slots.rs

feat(ml-alpha): mapped-pinned ingress slots for snapshot + fill

2026-05-16 21:42:28 +02:00

ppo_toy.rs

feat(rl): R6 — replace LobEnv with kernel-driven GPU-pure env step

2026-05-23 10:39:25 +02:00

projection_bit_equiv.rs

feat(ml-alpha): projection kernel (128->8 + layer-norm)

2026-05-16 21:52:57 +02:00

r3_ema_advantage.rs

fix(rl): apply derive-from-input bootstrap to γ + coef controllers

2026-05-23 13:56:40 +02:00

r4_action_kernels.rs

feat(rl): R7d — PER wired + off-policy DQN with stop-grad on encoder

2026-05-23 12:59:42 +02:00

r5_controllers_and_soft_update.rs

audit: ISV-ify 10 more design constants — Schulman + bootstraps + streaming α

2026-05-24 01:47:18 +02:00

r7d_per_wiring.rs

feat(rl): R7d — PER wired + off-policy DQN with stop-grad on encoder

2026-05-23 12:59:42 +02:00

smoothness_lambda_controller_invariants.rs

refactor(per-horizon): rewrite smoothness controller test for N_HORIZONS=3

2026-05-22 01:07:33 +02:00

snap_feature_bit_equiv.rs

Revert "arch(ml-alpha): restore count-delta redundancy at feature slot [26]"

2026-05-18 23:16:38 +02:00

trade_management_kernels.rs

feat(rl): per-batch outcome EMA, vol-adjusted trail, ISV-driven P_MIN

2026-05-24 21:59:34 +02:00