Eliminate ~4,260 clippy deny-level errors that blocked workspace-wide clippy runs. Errors cascaded: upstream crate failures (ctrader-openapi, risk-data) hid thousands of downstream errors in ml, tli, backtesting. Key changes: - ctrader-openapi: fix shadow_unrelated/shadow_reuse (renamed vars) - risk-data/risk: replace non-ASCII em dashes with ASCII equivalents - tli: allow deny lints on prost-generated proto code, fix shadows - trading_engine: fix let_underscore_must_use, wildcard matches, shadows - broker_gateway_service: allow dead_code on unused redis_client field - ml (4030 errors): remove local deny overrides for unwrap/expect/indexing (workspace warn level sufficient), add crate-level allows for non-safety mass-violation lints (non_ascii_literal, shadow_*, str_to_string, etc.), batch-fix em dashes, unseparated literal suffixes, format_push_string, wildcard matches, impl_trait_in_params, mutex_atomic, and more - backtesting: replace unwrap() on first()/last() with match destructure - tests: simplify loop-that-never-loops, fix mutex unwrap Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
175 lines
6.2 KiB
Rust
175 lines
6.2 KiB
Rust
//! Gradient accumulation utilities for mini-batch training
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//!
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//! Provides functions to accumulate gradients across multiple micro-batches
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//! and scale them before applying an optimizer step. This is essential for
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//! training with effective batch sizes larger than what fits in GPU memory.
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//!
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//! # Usage
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//!
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//! ```no_run
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//! use ml::gradient_accumulation::{accumulate_grads, scale_grads};
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//! use candle_core::backprop::GradStore;
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//! use candle_core::Var;
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//!
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//! let vars: Vec<Var> = vec![]; // Your model variables
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//! let accumulation_steps = 4;
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//! let mut accumulated: Option<GradStore> = None;
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//!
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//! for _step in 0..accumulation_steps {
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//! // let grads = loss.backward()?; // compute micro-batch grads
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//! // accumulate_grads(&mut accumulated, grads, &vars)?;
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//! }
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//!
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//! // Scale by 1/accumulation_steps before optimizer step
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//! // if let Some(ref mut grads) = accumulated {
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//! // scale_grads(grads, &vars, 1.0 / accumulation_steps as f64)?;
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//! // }
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//! ```
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use candle_core::backprop::GradStore;
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use candle_core::Var;
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use crate::MLError;
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/// Accumulate gradients from a micro-batch into an accumulator.
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///
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/// On the first call (when `target` is `None`), the source gradients become
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/// the accumulator. On subsequent calls, source gradients are added element-wise
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/// to the existing accumulator.
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///
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/// # Arguments
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///
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/// * `target` - Mutable reference to the accumulator. `None` on first call.
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/// * `source` - Gradients from the current micro-batch (consumed).
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/// * `vars` - Slice of model variables whose gradients should be accumulated.
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///
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/// # Errors
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///
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/// Returns an error if tensor addition fails (e.g., shape mismatch).
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pub fn accumulate_grads(
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target: &mut Option<GradStore>,
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source: GradStore,
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vars: &[Var],
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) -> Result<(), MLError> {
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match target {
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None => {
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// First micro-batch: source becomes the accumulator
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*target = Some(source);
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}
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Some(ref mut acc) => {
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// Subsequent micro-batches: add element-wise
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for var in vars {
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if let Some(src_grad) = source.get(var) {
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if let Some(existing) = acc.remove(var) {
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let summed = existing.add(src_grad).map_err(|e| {
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MLError::TrainingError(format!(
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"Failed to accumulate gradients: {}",
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e
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))
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})?;
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acc.insert(var, summed);
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} else {
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// Variable had no gradient in accumulator yet; clone source
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let cloned = src_grad.clone();
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acc.insert(var, cloned);
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}
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}
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}
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}
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}
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Ok(())
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}
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/// Scale all gradients in a `GradStore` by a scalar factor.
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///
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/// This is typically used after accumulation to divide by the number of
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/// accumulation steps, producing the mean gradient.
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///
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/// # Arguments
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///
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/// * `grads` - Mutable reference to the gradient store to scale in-place.
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/// * `vars` - Slice of model variables whose gradients should be scaled.
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/// * `scale` - The scalar multiplier (e.g., `1.0 / accumulation_steps as f64`).
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///
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/// # Errors
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///
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/// Returns an error if tensor multiplication fails.
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pub fn scale_grads(grads: &mut GradStore, vars: &[Var], scale: f64) -> Result<(), MLError> {
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for var in vars {
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if let Some(grad) = grads.remove(var) {
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let scaled = (grad * scale).map_err(|e| {
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MLError::TrainingError(format!("Failed to scale gradient: {}", e))
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})?;
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grads.insert(var, scaled);
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}
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}
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Ok(())
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}
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/// Check if any gradient in the GradStore contains NaN or Inf.
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/// Returns `Err` with the variable index if any gradient is non-finite.
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pub fn check_gradients_finite(grads: &GradStore, vars: &[Var]) -> Result<(), MLError> {
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for (idx, var) in vars.iter().enumerate() {
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if let Some(grad) = grads.get(var) {
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let flat = grad.flatten_all().map_err(|e| {
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MLError::TrainingError(format!("Failed to flatten gradient {}: {}", idx, e))
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})?;
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let values = flat.to_vec1::<f32>().map_err(|e| {
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MLError::TrainingError(format!("Failed to read gradient {}: {}", idx, e))
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})?;
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for val in &values {
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if !val.is_finite() {
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return Err(MLError::TrainingError(format!(
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"NaN/Inf gradient detected in parameter {} (shape: {:?}). \
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Halting training to prevent model corruption.",
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idx,
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grad.shape()
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)));
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}
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}
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}
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}
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Ok(())
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use candle_core::Device;
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#[test]
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fn test_finite_gradients_pass() {
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let device = Device::Cpu;
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let var = Var::from_tensor(
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&candle_core::Tensor::new(&[1.0_f32, 2.0, 3.0], &device)
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.expect("failed to create tensor"),
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)
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.expect("failed to create var");
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let loss = var.mul(&var).expect("mul failed").sum_all().expect("sum failed");
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let grads = loss.backward().expect("backward failed");
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let result = check_gradients_finite(&grads, &[var]);
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assert!(result.is_ok());
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}
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#[test]
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fn test_nan_gradients_detected() {
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let device = Device::Cpu;
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let var = Var::from_tensor(
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&candle_core::Tensor::new(&[0.0_f32], &device).expect("failed to create tensor"),
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)
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.expect("failed to create var");
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let zero = candle_core::Tensor::new(&[0.0_f32], &device).expect("failed to create zero");
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let nan_result = var.div(&zero).expect("div failed");
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let loss = nan_result.sum_all().expect("sum failed");
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let grads = loss.backward().expect("backward failed");
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let result = check_gradients_finite(&grads, &[var]);
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assert!(result.is_err());
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let err_msg = format!("{}", result.expect_err("expected error"));
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assert!(
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err_msg.contains("NaN") || err_msg.contains("Inf"),
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"Expected NaN/Inf mention in: {}",
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err_msg
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);
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}
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}
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