CRITICAL FINDINGS from 3-trial validation: - 85,120 gradient clipping warnings (81.6% of logs) - REGRESSION - Rainbow features DISABLED: use_dueling=false, use_distributional=false, use_noisy_nets=false - Negative Q-values confirmed: HOLD -1000 to -3250 - Performance: Sharpe 0.29 (target 0.77) Changes: - Fixed N-Step compilation (7/7 tests passing) - Fixed Distributional compilation (6/6 tests passing) - Fixed Dueling CUDA errors (10/10 tests passing) - Added TDD validation for state_dim=225 - Total: 23/23 Wave 11 tests passing (100%) Issues requiring investigation: 1. Why are Dueling/Distributional/Noisy disabled in hyperopt? 2. Why gradient explosion despite previous fixes? 3. Test coverage gaps - unit tests pass but integration fails 🤖 Generated with Claude Code Co-Authored-By: Claude <noreply@anthropic.com>
283 lines
7.9 KiB
Rust
283 lines
7.9 KiB
Rust
//! DQN Diagnostic Monitoring Tests
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//!
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//! Tests for real-time monitoring of:
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//! - Q-values (detect collapse to 0.0000)
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//! - Dead neurons (detect ReLU units stuck at zero)
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//! - Gradient collapse (detect norm < 1.0)
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//!
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//! Wave 10-A4: Production-grade diagnostic monitoring
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use ml::dqn::dqn::{WorkingDQN, WorkingDQNConfig};
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use ml::dqn::Experience;
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use ml::MLError;
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#[test]
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fn test_q_value_monitoring_logged() -> Result<(), MLError> {
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// Create DQN with small config
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let config = WorkingDQNConfig {
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state_dim: 52,
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num_actions: 3,
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hidden_dims: vec![32, 16],
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learning_rate: 0.0001,
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gamma: 0.99,
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epsilon_start: 0.1,
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epsilon_end: 0.01,
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epsilon_decay: 0.99,
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replay_buffer_capacity: 100,
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batch_size: 4,
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min_replay_size: 10,
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target_update_freq: 10,
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use_double_dqn: false,
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use_huber_loss: true,
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huber_delta: 1.0,
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leaky_relu_alpha: 0.01,
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gradient_clip_norm: 10.0,
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tau: 0.001,
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use_soft_updates: true,
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warmup_steps: 0,
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initial_capital: 100_000.0,
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};
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let mut dqn = WorkingDQN::new(config)?;
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// Add experiences to buffer
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for i in 0..20 {
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let state = vec![i as f32 * 0.1; 52];
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let next_state = vec![(i + 1) as f32 * 0.1; 52];
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let experience = Experience::new(state, (i % 3) as u8, i as f32 * 0.5, next_state, false);
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dqn.store_experience(experience)?;
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}
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// Train for multiple steps - Q-values should be logged every 10 steps
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for _step in 0..15 {
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let _ = dqn.train_step(None);
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}
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// Test passes if:
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// 1. Training completes without errors
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// 2. Logs contain "Q-values:" entries (check manually via tracing)
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// 3. No Q-value collapse detected (all Q-values near 0.0000)
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Ok(())
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}
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#[test]
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fn test_dead_neuron_detection() -> Result<(), MLError> {
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// Create DQN
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let config = WorkingDQNConfig {
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state_dim: 52,
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num_actions: 3,
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hidden_dims: vec![32, 16],
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learning_rate: 0.0001,
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gamma: 0.99,
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epsilon_start: 0.1,
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epsilon_end: 0.01,
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epsilon_decay: 0.99,
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replay_buffer_capacity: 100,
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batch_size: 4,
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min_replay_size: 10,
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target_update_freq: 10,
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use_double_dqn: false,
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use_huber_loss: true,
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huber_delta: 1.0,
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leaky_relu_alpha: 0.01,
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gradient_clip_norm: 10.0,
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tau: 0.001,
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use_soft_updates: true,
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warmup_steps: 0,
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initial_capital: 100_000.0,
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};
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let mut dqn = WorkingDQN::new(config)?;
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// Add experiences
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for i in 0..50 {
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let state = vec![i as f32 * 0.1; 52];
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let next_state = vec![(i + 1) as f32 * 0.1; 52];
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let experience = Experience::new(state, (i % 3) as u8, i as f32 * 0.5, next_state, false);
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dqn.store_experience(experience)?;
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}
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// Train for 100+ steps - dead neuron detection should run
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for _step in 0..110 {
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let _ = dqn.train_step(None);
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}
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// Test passes if:
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// 1. Training completes
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// 2. Logs contain "Diagnostics:" entries every 100 steps
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// 3. Dead neuron percentage is reported
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Ok(())
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}
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#[test]
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fn test_gradient_collapse_detection() -> Result<(), MLError> {
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// Create DQN with configuration that might cause gradient collapse
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let config = WorkingDQNConfig {
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state_dim: 52,
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num_actions: 3,
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hidden_dims: vec![32, 16],
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learning_rate: 1.0, // Very high LR to potentially cause collapse
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gamma: 0.99,
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epsilon_start: 0.1,
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epsilon_end: 0.01,
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epsilon_decay: 0.99,
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replay_buffer_capacity: 100,
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batch_size: 4,
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min_replay_size: 10,
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target_update_freq: 10,
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use_double_dqn: false,
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use_huber_loss: true,
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huber_delta: 1.0,
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leaky_relu_alpha: 0.01,
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gradient_clip_norm: 10.0,
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tau: 0.001,
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use_soft_updates: true,
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warmup_steps: 0,
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initial_capital: 100_000.0,
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};
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let mut dqn = WorkingDQN::new(config)?;
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// Add experiences
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for i in 0..50 {
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let state = vec![i as f32 * 0.1; 52];
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let next_state = vec![(i + 1) as f32 * 0.1; 52];
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let experience = Experience::new(state, (i % 3) as u8, i as f32 * 0.5, next_state, false);
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dqn.store_experience(experience)?;
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}
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// Train and check gradient norms
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for _step in 0..20 {
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let result = dqn.train_step(None);
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if let Ok((_loss, grad_norm)) = result {
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// Gradient norm should be logged
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// If norm < 1.0, warning should appear in logs
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assert!(grad_norm >= 0.0, "Gradient norm should be non-negative");
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}
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}
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Ok(())
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}
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#[test]
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fn test_q_value_collapse_alert() -> Result<(), MLError> {
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// This test verifies that Q-value collapse is detected
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// Collapse = all Q-values near 0.0000 (< 0.0001)
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let config = WorkingDQNConfig {
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state_dim: 52,
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num_actions: 3,
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hidden_dims: vec![32, 16],
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learning_rate: 0.0001,
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gamma: 0.99,
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epsilon_start: 0.1,
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epsilon_end: 0.01,
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epsilon_decay: 0.99,
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replay_buffer_capacity: 100,
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batch_size: 4,
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min_replay_size: 10,
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target_update_freq: 10,
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use_double_dqn: false,
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use_huber_loss: true,
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huber_delta: 1.0,
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leaky_relu_alpha: 0.01,
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gradient_clip_norm: 10.0,
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tau: 0.001,
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use_soft_updates: true,
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warmup_steps: 0,
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initial_capital: 100_000.0,
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};
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let mut dqn = WorkingDQN::new(config)?;
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// Add experiences with zero rewards (might cause collapse)
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for i in 0..20 {
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let state = vec![0.0; 52]; // All zeros
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let next_state = vec![0.0; 52];
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let experience = Experience::new(
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state,
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(i % 3) as u8,
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0.0, // Zero reward
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next_state,
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false,
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);
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dqn.store_experience(experience)?;
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}
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// Train - should log Q-values
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for _step in 0..15 {
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let _ = dqn.train_step(None);
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}
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// Test passes if:
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// 1. Training completes
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// 2. Q-values are logged
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// 3. If collapse detected, warning is logged
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Ok(())
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}
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#[test]
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fn test_diagnostic_frequency() -> Result<(), MLError> {
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// Verify diagnostics run at correct frequencies:
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// - Q-values: every 10 steps
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// - Dead neurons: every 100 steps
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// - Gradient norms: every step (from train_step return)
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let config = WorkingDQNConfig {
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state_dim: 52,
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num_actions: 3,
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hidden_dims: vec![32, 16],
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learning_rate: 0.0001,
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gamma: 0.99,
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epsilon_start: 0.1,
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epsilon_end: 0.01,
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epsilon_decay: 0.99,
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replay_buffer_capacity: 100,
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batch_size: 4,
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min_replay_size: 10,
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target_update_freq: 10,
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use_double_dqn: false,
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use_huber_loss: true,
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huber_delta: 1.0,
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leaky_relu_alpha: 0.01,
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gradient_clip_norm: 10.0,
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tau: 0.001,
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use_soft_updates: true,
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warmup_steps: 0,
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initial_capital: 100_000.0,
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};
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let mut dqn = WorkingDQN::new(config)?;
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// Add experiences
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for i in 0..150 {
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let state = vec![i as f32 * 0.01; 52];
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let next_state = vec![(i + 1) as f32 * 0.01; 52];
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let experience = Experience::new(state, (i % 3) as u8, i as f32 * 0.1, next_state, false);
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dqn.store_experience(experience)?;
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}
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// Train for 150 steps
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// Should see:
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// - 15 Q-value logs (every 10 steps)
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// - 1 dead neuron check (at step 100)
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// - 150 gradient norms (every step)
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for step in 0..150 {
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let result = dqn.train_step(None);
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if let Ok((_loss, _grad_norm)) = result {
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// Every step should return gradient norm
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// Logs should appear at correct frequencies
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}
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// Verify training continues without panicking
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assert!(step < 150, "Training step {} completed", step);
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}
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Ok(())
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}
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