Files
foxhunt/ml/examples/profile_model_memory.rs
jgrusewski 35feadf55e 🚀 Wave 160 Phase 6: CUDA Mandatory + TDD Testing + TFT Complete (21 Agents)
## Major Achievements

### 1. CUDA Made Default & Mandatory (Agent 143)
- CUDA now default feature in ml/Cargo.toml
- All training requires GPU (no silent CPU fallback)
- Added get_training_device() helper with fail-fast errors
- Removed --use-gpu flags (GPU mandatory)
- **Impact**: No more wasting time on accidental CPU training

### 2. TFT Training COMPLETE (Agent 144)
-  Training completed successfully in 7.6 minutes
-  Early stopping at epoch 100/200 (best val loss: 0.097318)
-  11 checkpoints saved to ml/trained_models/production/tft/
-  GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch
-  10x speedup vs CPU (4.4s vs 43-55s per epoch)
- **Status**: PRODUCTION READY

### 3. TFT CUDA Tensor Contiguity Fix (Agent 142)
- Fixed "matmul not supported for non-contiguous tensors" error
- Added .contiguous() call after narrow() operation in QuantileLayer
- Enabled CUDA-accelerated TFT training
- **Files**: ml/src/tft/quantile_outputs.rs

### 4. MAMBA-2 CUDA Layer Normalization (Agent 145)
- Created CudaLayerNorm wrapper for missing CUDA kernel
- Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β
- MAMBA-2 now runs on CUDA (no more "no cuda implementation" error)
- **Files**: ml/src/mamba/mod.rs

### 5. TDD E2E Test Suite (Agent 146) 
- Created comprehensive MAMBA-2 test suite (297 lines)
- 7 tests: shapes, batches, CUDA, gradients, configs
- **16x faster debugging**: 5s per iteration vs 80s
- Already caught dtype mismatch bug (F32 vs F64)
- **Files**: ml/tests/e2e_mamba2_training.rs

## Agent Summary (Agents 126-146)

### Code Fixes (Parallel - Agents 137-141)
- **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders)
- **Agent 138**: Liquid NN API fix (mutable loader, iterator fix)
- **Agent 139**: PPO CheckpointMetadata fix (signature fields)
- **Agent 140**: Paper trading executor (498 lines, 100ms polling)
- **Agent 141**: Real model loading (RealDQNModel, RealPPOModel)

### Infrastructure (Agents 143-146)
- **Agent 143**: CUDA mandatory (Cargo.toml, device helpers)
- **Agent 144**: TFT verification (completion monitoring)
- **Agent 145**: MAMBA-2 CUDA layer norm wrapper
- **Agent 146**: TDD E2E test suite (16x faster debugging)

## Files Modified

### Core ML Infrastructure
- ml/Cargo.toml: Added default = ["minimal-inference", "cuda"]
- ml/src/lib.rs: Added get_training_device() helper (+109 lines)
- ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity
- ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines)

### Training Scripts
- ml/examples/train_tft_dbn.rs: Removed --use-gpu flag
- ml/examples/train_ppo.rs: Removed --use-gpu flag
- ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode
- ml/examples/train_liquid_dbn.rs: Fixed API usage

### Data Loaders
- ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions
- ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions

### Trading Service
- services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines)
- services/trading_service/src/services/enhanced_ml.rs: Real model loading
- services/trading_service/src/ensemble_coordinator.rs: Integration

### Tests
- ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines)

### Trainers
- ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields

## Performance Metrics

### TFT Training
- Duration: 7.6 minutes (100 epochs with early stopping)
- GPU Utilization: 99%
- GPU Memory: 367MB / 4GB (9%)
- Epoch Time: 4.4 seconds (vs 43-55s on CPU)
- Speedup: 10x vs CPU
- Status:  PRODUCTION READY

### TDD Testing
- Test Execution: 5-10 seconds per test
- Debugging Iteration: 5 seconds (vs 80 seconds before)
- Speedup: 16x faster debugging
- First Bug Found: <1 minute (dtype mismatch)

## Documentation
- 21 comprehensive agent reports
- TDD quick start guide
- CUDA troubleshooting guide
- Training verification procedures

## Next Steps
1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes
2. Run MAMBA-2 tests until passing - 5-10 minutes
3. Launch full MAMBA-2 training - 200 epochs
4. Launch Liquid NN training

## System Status
- TFT:  COMPLETE (production ready)
- MAMBA-2: 🧪 IN TESTING (TDD suite ready)
- CUDA:  DEFAULT (mandatory for training)
- Tests:  16x faster debugging

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-14 23:13:34 +02:00

492 lines
16 KiB
Rust

//! Memory profiling tool for ML models
//!
//! Measures memory usage, identifies hotspots, and validates optimizations.
use candle_core::{Device, DType, Tensor};
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use std::time::Instant;
use sysinfo::{System, SystemExt, ProcessExt};
// Import model types
use ml::dqn::{WorkingDQN, WorkingDQNConfig};
use ml::ppo::{WorkingPPO, PPOConfig};
use ml::tft::{TemporalFusionTransformer, TFTConfig};
use ml::mamba::{Mamba2SSM, Mamba2Config};
use ml::liquid::network::{LiquidNetwork, LiquidNetworkConfig};
#[derive(Debug, Clone, Serialize, Deserialize)]
struct ModelMemoryProfile {
model_name: String,
base_memory_mb: f64,
peak_memory_mb: f64,
weight_memory_mb: f64,
activation_memory_mb: f64,
parameter_count: usize,
inference_latency_us: u64,
memory_per_parameter_bytes: f64,
}
#[derive(Debug, Clone, Serialize, Deserialize)]
struct MemoryOptimizationReport {
timestamp: String,
baseline_profiles: Vec<ModelMemoryProfile>,
optimized_profiles: Vec<ModelMemoryProfile>,
memory_savings_mb: HashMap<String, f64>,
memory_reduction_percent: HashMap<String, f64>,
accuracy_impact_percent: HashMap<String, f64>,
recommendations: Vec<String>,
}
/// Measure current process memory usage
fn measure_memory_mb(sys: &mut System) -> f64 {
sys.refresh_process(sysinfo::get_current_pid().unwrap());
if let Some(process) = sys.process(sysinfo::get_current_pid().unwrap()) {
process.memory() as f64 / 1_048_576.0 // Convert bytes to MB
} else {
0.0
}
}
/// Profile DQN model memory
fn profile_dqn(device: &Device) -> Result<ModelMemoryProfile, Box<dyn std::error::Error>> {
let mut sys = System::new_all();
// Measure baseline memory
let baseline_mb = measure_memory_mb(&mut sys);
// Create DQN model
let config = WorkingDQNConfig {
state_dim: 256,
action_dim: 3,
hidden_dims: vec![512, 512, 256],
learning_rate: 0.0003,
gamma: 0.99,
target_update_freq: 1000,
batch_size: 64,
buffer_capacity: 100_000,
};
let model = WorkingDQN::new(config, device.clone())?;
// Measure model memory
std::thread::sleep(std::time::Duration::from_millis(100));
let model_mb = measure_memory_mb(&mut sys);
let weight_memory_mb = model_mb - baseline_mb;
// Measure inference memory (peak)
let input = Tensor::randn(0f32, 1f32, (1, 256), device)?;
let start = Instant::now();
let _ = model.predict_action(&input)?;
let inference_latency_us = start.elapsed().as_micros() as u64;
std::thread::sleep(std::time::Duration::from_millis(100));
let peak_mb = measure_memory_mb(&mut sys);
let activation_memory_mb = peak_mb - model_mb;
// Count parameters
let parameter_count = model.parameter_count();
Ok(ModelMemoryProfile {
model_name: "DQN".to_string(),
base_memory_mb: baseline_mb,
peak_memory_mb: peak_mb,
weight_memory_mb,
activation_memory_mb,
parameter_count,
inference_latency_us,
memory_per_parameter_bytes: (weight_memory_mb * 1_048_576.0) / parameter_count as f64,
})
}
/// Profile PPO model memory
fn profile_ppo(device: &Device) -> Result<ModelMemoryProfile, Box<dyn std::error::Error>> {
let mut sys = System::new_all();
let baseline_mb = measure_memory_mb(&mut sys);
let config = PPOConfig {
state_dim: 256,
action_dim: 3,
actor_hidden_dims: vec![512, 512, 256],
critic_hidden_dims: vec![512, 512, 256],
learning_rate: 0.0003,
gamma: 0.99,
gae_lambda: 0.95,
clip_epsilon: 0.2,
value_loss_coef: 0.5,
entropy_coef: 0.01,
max_grad_norm: 0.5,
batch_size: 64,
num_epochs: 10,
};
let model = WorkingPPO::new(config, device.clone())?;
std::thread::sleep(std::time::Duration::from_millis(100));
let model_mb = measure_memory_mb(&mut sys);
let weight_memory_mb = model_mb - baseline_mb;
let state = Tensor::randn(0f32, 1f32, (1, 256), device)?;
let start = Instant::now();
let _ = model.select_action(&state)?;
let inference_latency_us = start.elapsed().as_micros() as u64;
std::thread::sleep(std::time::Duration::from_millis(100));
let peak_mb = measure_memory_mb(&mut sys);
let activation_memory_mb = peak_mb - model_mb;
let parameter_count = model.parameter_count();
Ok(ModelMemoryProfile {
model_name: "PPO".to_string(),
base_memory_mb: baseline_mb,
peak_memory_mb: peak_mb,
weight_memory_mb,
activation_memory_mb,
parameter_count,
inference_latency_us,
memory_per_parameter_bytes: (weight_memory_mb * 1_048_576.0) / parameter_count as f64,
})
}
/// Profile TFT model memory
fn profile_tft(device: &Device) -> Result<ModelMemoryProfile, Box<dyn std::error::Error>> {
let mut sys = System::new_all();
let baseline_mb = measure_memory_mb(&mut sys);
let config = TFTConfig {
input_dim: 64,
hidden_dim: 256,
num_heads: 8,
num_layers: 4,
prediction_horizon: 10,
sequence_length: 50,
num_quantiles: 9,
num_static_features: 5,
num_known_features: 10,
num_unknown_features: 20,
learning_rate: 1e-3,
batch_size: 32,
dropout_rate: 0.1,
l2_regularization: 1e-4,
use_flash_attention: true,
mixed_precision: false,
memory_efficient: true,
max_inference_latency_us: 50,
target_throughput_pps: 100_000,
};
let mut model = TemporalFusionTransformer::new(config.clone())?;
std::thread::sleep(std::time::Duration::from_millis(100));
let model_mb = measure_memory_mb(&mut sys);
let weight_memory_mb = model_mb - baseline_mb;
// Create dummy inputs
let static_features = vec![0.0f32; config.num_static_features];
let historical_features = vec![0.0f32; config.sequence_length * config.num_unknown_features];
let future_features = vec![0.0f32; config.prediction_horizon * config.num_known_features];
let start = Instant::now();
let _ = model.predict_fast(&static_features, &historical_features, &future_features)?;
let inference_latency_us = start.elapsed().as_micros() as u64;
std::thread::sleep(std::time::Duration::from_millis(100));
let peak_mb = measure_memory_mb(&mut sys);
let activation_memory_mb = peak_mb - model_mb;
// Estimate parameter count
let parameter_count = estimate_tft_parameters(&config);
Ok(ModelMemoryProfile {
model_name: "TFT".to_string(),
base_memory_mb: baseline_mb,
peak_memory_mb: peak_mb,
weight_memory_mb,
activation_memory_mb,
parameter_count,
inference_latency_us,
memory_per_parameter_bytes: (weight_memory_mb * 1_048_576.0) / parameter_count as f64,
})
}
/// Profile MAMBA-2 model memory
fn profile_mamba(device: &Device) -> Result<ModelMemoryProfile, Box<dyn std::error::Error>> {
let mut sys = System::new_all();
let baseline_mb = measure_memory_mb(&mut sys);
let config = Mamba2Config {
d_model: 256,
d_state: 64,
d_head: 32,
num_heads: 8,
expand: 2,
num_layers: 4,
dropout: 0.1,
use_ssd: true,
use_selective_state: true,
hardware_aware: true,
target_latency_us: 5,
max_seq_len: 512,
learning_rate: 1e-3,
weight_decay: 1e-4,
grad_clip: 1.0,
warmup_steps: 1000,
batch_size: 16,
seq_len: 256,
};
let mut model = Mamba2SSM::new(config.clone(), device)?;
std::thread::sleep(std::time::Duration::from_millis(100));
let model_mb = measure_memory_mb(&mut sys);
let weight_memory_mb = model_mb - baseline_mb;
let input = vec![0.0; config.d_model];
let start = Instant::now();
let _ = model.predict_single_fast(&input)?;
let inference_latency_us = start.elapsed().as_micros() as u64;
std::thread::sleep(std::time::Duration::from_millis(100));
let peak_mb = measure_memory_mb(&mut sys);
let activation_memory_mb = peak_mb - model_mb;
let parameter_count = model.metadata.num_parameters;
Ok(ModelMemoryProfile {
model_name: "MAMBA-2".to_string(),
base_memory_mb: baseline_mb,
peak_memory_mb: peak_mb,
weight_memory_mb,
activation_memory_mb,
parameter_count,
inference_latency_us,
memory_per_parameter_bytes: (weight_memory_mb * 1_048_576.0) / parameter_count as f64,
})
}
/// Profile Liquid model memory
fn profile_liquid() -> Result<ModelMemoryProfile, Box<dyn std::error::Error>> {
let mut sys = System::new_all();
let baseline_mb = measure_memory_mb(&mut sys);
let config = LiquidNetworkConfig {
input_dim: 256,
hidden_dim: 512,
output_dim: 3,
num_layers: 4,
cell_type: ml::liquid::cells::CellType::LTC,
activation: ml::liquid::activation::ActivationType::Tanh,
solver: ml::liquid::ode_solvers::SolverType::Euler,
time_step: 0.001,
inference_steps: 10,
};
let model = LiquidNetwork::new(config.clone())?;
std::thread::sleep(std::time::Duration::from_millis(100));
let model_mb = measure_memory_mb(&mut sys);
let weight_memory_mb = model_mb - baseline_mb;
let input = vec![ml::liquid::FixedPoint::zero(); config.input_dim];
let start = Instant::now();
let _ = model.forward(&input)?;
let inference_latency_us = start.elapsed().as_micros() as u64;
std::thread::sleep(std::time::Duration::from_millis(100));
let peak_mb = measure_memory_mb(&mut sys);
let activation_memory_mb = peak_mb - model_mb;
let parameter_count = estimate_liquid_parameters(&config);
Ok(ModelMemoryProfile {
model_name: "Liquid".to_string(),
base_memory_mb: baseline_mb,
peak_memory_mb: peak_mb,
weight_memory_mb,
activation_memory_mb,
parameter_count,
inference_latency_us,
memory_per_parameter_bytes: (weight_memory_mb * 1_048_576.0) / parameter_count as f64,
})
}
/// Estimate TFT parameter count
fn estimate_tft_parameters(config: &TFTConfig) -> usize {
// Variable selection networks
let vsn_params = 3 * (config.hidden_dim * config.hidden_dim);
// Encoder/decoder stacks (GRN)
let grn_params = 3 * config.num_layers * (config.hidden_dim * config.hidden_dim);
// Attention
let attention_params = config.num_heads * (config.hidden_dim * config.hidden_dim);
// Quantile output
let quantile_params = config.hidden_dim * config.prediction_horizon * config.num_quantiles;
vsn_params + grn_params + attention_params + quantile_params
}
/// Estimate Liquid network parameter count
fn estimate_liquid_parameters(config: &LiquidNetworkConfig) -> usize {
let layer_params = config.input_dim * config.hidden_dim +
config.hidden_dim * config.hidden_dim * (config.num_layers - 1) +
config.hidden_dim * config.output_dim;
layer_params
}
/// Print formatted profile
fn print_profile(profile: &ModelMemoryProfile) {
println!("\n{} Model Memory Profile:", profile.model_name);
println!(" Base Memory: {:>8.2} MB", profile.base_memory_mb);
println!(" Weight Memory: {:>8.2} MB", profile.weight_memory_mb);
println!(" Activation Memory: {:>8.2} MB", profile.activation_memory_mb);
println!(" Peak Memory: {:>8.2} MB", profile.peak_memory_mb);
println!(" Parameter Count: {:>8}", profile.parameter_count);
println!(" Bytes/Parameter: {:>8.2}", profile.memory_per_parameter_bytes);
println!(" Inference Latency: {:>8} µs", profile.inference_latency_us);
// Check against targets
let target_mb = match profile.model_name.as_str() {
"DQN" => 256.0,
"PPO" => 384.0,
"TFT" => 512.0,
"MAMBA-2" => 512.0,
"Liquid" => 256.0,
_ => 512.0,
};
let status = if profile.peak_memory_mb <= target_mb {
"✅ MEETS TARGET"
} else {
"⚠️ EXCEEDS TARGET"
};
println!(" Target: {:>8.2} MB", target_mb);
println!(" Status: {}", status);
}
fn main() -> Result<(), Box<dyn std::error::Error>> {
println!("=== ML Model Memory Profiling Tool ===\n");
println!("Measuring memory usage for all models...\n");
let device = Device::cuda_if_available(0).unwrap_or(Device::Cpu);
println!("Using device: {:?}\n", device);
// Profile all models
let mut profiles = Vec::new();
println!("Profiling DQN...");
match profile_dqn(&device) {
Ok(profile) => {
print_profile(&profile);
profiles.push(profile);
}
Err(e) => eprintln!("Failed to profile DQN: {}", e),
}
println!("\nProfiling PPO...");
match profile_ppo(&device) {
Ok(profile) => {
print_profile(&profile);
profiles.push(profile);
}
Err(e) => eprintln!("Failed to profile PPO: {}", e),
}
println!("\nProfiling TFT...");
match profile_tft(&device) {
Ok(profile) => {
print_profile(&profile);
profiles.push(profile);
}
Err(e) => eprintln!("Failed to profile TFT: {}", e),
}
println!("\nProfiling MAMBA-2...");
match profile_mamba(&device) {
Ok(profile) => {
print_profile(&profile);
profiles.push(profile);
}
Err(e) => eprintln!("Failed to profile MAMBA-2: {}", e),
}
println!("\nProfiling Liquid...");
match profile_liquid() {
Ok(profile) => {
print_profile(&profile);
profiles.push(profile);
}
Err(e) => eprintln!("Failed to profile Liquid: {}", e),
}
// Summary
println!("\n=== Summary ===\n");
let total_memory: f64 = profiles.iter().map(|p| p.peak_memory_mb).sum();
let total_params: usize = profiles.iter().map(|p| p.parameter_count).sum();
println!("Total Memory (all models): {:.2} MB", total_memory);
println!("Total Parameters: {}", total_params);
println!("Average Memory/Model: {:.2} MB", total_memory / profiles.len() as f64);
// Identify optimization opportunities
println!("\n=== Optimization Opportunities ===\n");
for profile in &profiles {
let target_mb = match profile.model_name.as_str() {
"DQN" => 256.0,
"PPO" => 384.0,
"TFT" => 512.0,
"MAMBA-2" => 512.0,
"Liquid" => 256.0,
_ => 512.0,
};
if profile.peak_memory_mb > target_mb {
let excess = profile.peak_memory_mb - target_mb;
let reduction_needed = (excess / profile.peak_memory_mb) * 100.0;
println!("{}: Needs {:.0}% reduction ({:.2} MB excess)",
profile.model_name, reduction_needed, excess);
// Specific recommendations
if profile.memory_per_parameter_bytes > 6.0 {
println!(" → Convert to float16 (50% reduction expected)");
}
if profile.activation_memory_mb > profile.weight_memory_mb * 0.5 {
println!(" → Implement gradient checkpointing");
}
if profile.parameter_count > 1_000_000 {
println!(" → Apply 8-bit quantization");
}
}
}
// Save baseline report
let report = MemoryOptimizationReport {
timestamp: chrono::Utc::now().to_rfc3339(),
baseline_profiles: profiles.clone(),
optimized_profiles: Vec::new(), // To be filled after optimizations
memory_savings_mb: HashMap::new(),
memory_reduction_percent: HashMap::new(),
accuracy_impact_percent: HashMap::new(),
recommendations: vec![
"Implement lazy checkpoint loading".to_string(),
"Add float16 precision for inference".to_string(),
"Implement 8-bit weight quantization".to_string(),
"Use gradient checkpointing for training".to_string(),
"Add model pruning for production deployment".to_string(),
],
};
let report_json = serde_json::to_string_pretty(&report)?;
std::fs::write("memory_baseline_profile.json", report_json)?;
println!("\nBaseline profile saved to memory_baseline_profile.json");
Ok(())
}