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jgrusewski 2b14d9dc8b diag+gate: TD-propagation smoke test + entropy→plasticity gate + tx_cost doc
A) TD-propagation diagnostic smoke test (sparse rewards)
- New smoke_tests/td_propagation.rs captures training_sharpe_ema across
  20 epochs with micro_reward_scale=0 to answer: "can sparse-reward
  Q-learning extract policy from trade-completion P&L alone?"
- Asserts: finite sharpe_ema, no monotonic degradation (tolerance 0.1
  over first-3 vs last-3 epoch avg), q_gap > 0.05
- First run answered YES: val Sharpe peaks at +12.49 at epoch 8 with
  pure sparse rewards, confirming the objective is learnable. The
  remaining issue is stability/overfitting, not TD propagation.

B) Entropy → plasticity gate in training_loop
- D3/N3 shrink_perturb trigger now fires on `last_action_entropy < 0.3`
  OR `health_value < 0.3` (OR semantics, 3 consecutive epochs).
- Catches action-collapse cases the generic health metric misses: Q-values
  separate cleanly but argmax stays pinned to a single branch.
- tracing::info now logs both signals.

C) commitment_lambda coverage verified
- Almgren-Chriss sqrt market-impact already in compute_tx_cost
  (trade_physics.cuh:168-171). commitment_lambda was pure duplication.
- Inventory doc updated: P2 marked satisfied, table row status updated.

Files touched:
- crates/ml/src/trainers/dqn/smoke_tests/mod.rs             (+2)
- crates/ml/src/trainers/dqn/smoke_tests/td_propagation.rs  (new)
- crates/ml/src/trainers/dqn/trainer/training_loop.rs       (+15/-3)
- docs/superpowers/specs/2026-04-21-phase1-reward-inventory.md (+6/-3)

Smoke test PASSED locally (RTX 3050 Ti, 30.99s end-to-end).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-21 02:05:28 +02:00
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