Major Changes: - Migrated from 3-action TradingAction to 45-action FactoredAction - 45 actions: 5 exposure × 3 order types × 3 urgency levels - Absolute exposure model (target positions -1.0 to +1.0) - Transaction cost differentiation (Market 0.15%, LimitMaker 0.05%, IoC 0.10%) - Fixed action diversity threshold (1.11% → 0.5% for 45-action space) Bug Fixes: - Bug #15: Incomplete FactoredAction integration (code existed but unused) - Bug #16: Runtime crash in action diversity checking (hardcoded 3-action match) Code Changes (13 files, ~464 lines): - ml/src/dqn/action_space.rs: Core FactoredAction + 4 helper methods - ml/src/trainers/dqn.rs: Action diversity refactored (3→45 dynamic) - ml/src/dqn/reward.rs: calculate_reward() signature updated - ml/src/dqn/portfolio_tracker.rs: execute_action() absolute exposure - ml/src/dqn/dqn.rs: WorkingDQN action selection migrated - ml/tests/*.rs: 9 test files updated with FactoredAction assertions Test Results: - 1-epoch smoke test: 100% action diversity (45/45 actions, 80.2s) - 10-epoch production: 87.8% readiness (79/90 scorecard, 14.0 min) - Loss convergence: 96.9% reduction (119K → 3.6K) - Action diversity: 100% → 44% (healthy specialization) - Checkpoint reliability: 12/12 files saved (100%) - DQN tests: 195/195 passing (100%) - ML baseline: 1,514/1,515 passing (99.93%) Production Status: ✅ CERTIFIED (87.8% readiness) Go/No-Go: ✅ GO FOR 100-EPOCH PRODUCTION TRAINING 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
254 lines
8.2 KiB
Rust
254 lines
8.2 KiB
Rust
//! Unit tests for Performance-Based Adaptive Temperature Decay
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//!
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//! Tests the adaptive temperature strategy where:
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//! - Temperature decays faster when validation loss improves (>0.1% change)
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//! - Temperature decays slower when validation loss plateaus (<0.1% change)
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//! - Temperature increases when stuck in local optimum (10+ epochs without improvement)
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use ml::dqn::{WorkingDQN, WorkingDQNConfig};
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#[test]
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fn test_temperature_adaptive_improving_loss() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature enabled
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = true;
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config.loss_improvement_threshold = 0.999; // 0.1% improvement
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config.plateau_window = 10;
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config.temp_increase_factor = 1.05;
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config.temperature_start = 1.0;
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config.temperature_min = 0.1;
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config.temperature_decay = 0.99; // Fast decay
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config.temperature_slow_decay = 0.998; // Slow decay
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let mut dqn = WorkingDQN::new(config)?;
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// Simulate improving loss over 6 epochs (first is baseline)
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let losses = vec![1.0, 0.95, 0.90, 0.85, 0.80, 0.75];
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let initial_temp = dqn.get_temperature();
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for loss in losses {
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dqn.update_temperature_adaptive(loss);
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}
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// Temperature should decay faster (loss improved)
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// First update establishes baseline, next 5 trigger fast decay
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// Expected: temp * 0.99^5 ≈ 0.9509 (close to 0.95)
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let final_temp = dqn.get_temperature();
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assert!(
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final_temp < initial_temp * 0.952, // Slightly relaxed for floating point
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"Temperature should decay significantly when loss improves: {} -> {}",
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initial_temp,
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final_temp
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);
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// Plateau counter should be reset
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assert_eq!(
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dqn.get_plateau_count(),
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0,
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"Plateau count should reset on improvement"
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);
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Ok(())
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}
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#[test]
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fn test_temperature_adaptive_plateaued_loss() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature enabled
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = true;
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config.loss_improvement_threshold = 0.999; // 0.1% improvement
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config.plateau_window = 10;
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config.temp_increase_factor = 1.05;
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config.temperature_start = 1.0;
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config.temperature_min = 0.1;
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config.temperature_decay = 0.99; // Fast decay
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config.temperature_slow_decay = 0.998; // Slow decay
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let mut dqn = WorkingDQN::new(config)?;
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// Simulate plateaued loss (no improvement)
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// First call establishes baseline, next 5 trigger plateau detection
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let initial_temp = dqn.get_temperature();
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for _ in 0..6 {
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dqn.update_temperature_adaptive(1.0); // Same loss value
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}
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// Temperature should decay slowly (loss plateaued)
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let final_temp = dqn.get_temperature();
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assert!(
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final_temp < initial_temp,
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"Temperature should decay slowly when loss plateaus: {} -> {}",
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initial_temp,
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final_temp
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);
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assert!(
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final_temp > initial_temp * 0.98,
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"Slow decay should be minimal: {} -> {}",
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initial_temp,
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final_temp
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);
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// Plateau counter should increase (5 epochs after baseline)
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assert_eq!(
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dqn.get_plateau_count(),
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5,
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"Plateau count should track epochs without improvement"
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);
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Ok(())
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}
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#[test]
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fn test_temperature_adaptive_stuck_recovery() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature enabled
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = true;
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config.loss_improvement_threshold = 0.999; // 0.1% improvement
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config.plateau_window = 10;
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config.temp_increase_factor = 1.05;
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config.temperature_start = 1.0;
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config.temperature_min = 0.1;
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config.temperature_decay = 0.99; // Fast decay
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config.temperature_slow_decay = 0.998; // Slow decay
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let mut dqn = WorkingDQN::new(config)?;
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// Simulate stuck in local optimum (13 epochs: 1 baseline + 12 plateau)
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// After 11 plateau epochs (window=10), temperature should increase and reset counter
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let initial_temp = dqn.get_temperature();
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for _ in 0..13 {
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dqn.update_temperature_adaptive(1.0); // Same loss value
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}
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// Temperature should increase (escape local optimum)
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// First update: baseline (temp=1.0)
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// Next 10 updates: slow decay (temp = 1.0 * 0.998^10 ≈ 0.980)
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// Update 12: triggers increase (temp = 0.980 * 1.05 ≈ 1.029, plateau resets)
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// Update 13: slow decay again (temp = 1.029 * 0.998 ≈ 1.027)
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let final_temp = dqn.get_temperature();
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assert!(
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final_temp > initial_temp * 1.02, // Should be ~1.027 (relaxed for floating point)
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"Temperature should increase when stuck: {} -> {} (expected >{})",
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initial_temp,
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final_temp,
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initial_temp * 1.02
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);
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// Plateau counter should reset after temperature increase
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// 13 total - 1 baseline - 11 that triggered increase = 1 remaining
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assert_eq!(
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dqn.get_plateau_count(),
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1,
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"Plateau count should reset after temperature increase"
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);
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Ok(())
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}
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#[test]
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fn test_temperature_adaptive_bounds() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature enabled
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = true;
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config.temperature_start = 1.0;
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config.temperature_min = 0.1;
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config.temperature_decay = 0.99;
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let mut dqn = WorkingDQN::new(config)?;
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// Decay temperature many times
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for _ in 0..1000 {
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dqn.update_temperature_adaptive(0.5); // Improving loss
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}
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// Temperature should not go below minimum
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assert!(
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dqn.get_temperature() >= 0.1,
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"Temperature should respect minimum bound: {}",
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dqn.get_temperature()
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);
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// Try to increase temperature many times
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for _ in 0..100 {
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// Simulate stuck condition (plateau_window reached)
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for _ in 0..11 {
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dqn.update_temperature_adaptive(1.0); // Same loss
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}
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}
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// Temperature should not exceed start value
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assert!(
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dqn.get_temperature() <= 1.0,
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"Temperature should not exceed start value: {}",
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dqn.get_temperature()
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);
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Ok(())
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}
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#[test]
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fn test_temperature_adaptive_disabled() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature DISABLED
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = false; // Disabled
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config.temperature_start = 1.0;
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config.temperature_decay = 0.995;
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let mut dqn = WorkingDQN::new(config)?;
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// Simulate improving loss
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let initial_temp = dqn.get_temperature();
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for _ in 0..5 {
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dqn.update_temperature_adaptive(0.5); // Improving loss
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}
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// Temperature should use fixed decay (not adaptive)
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let expected_temp = initial_temp * 0.995_f64.powi(5);
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let actual_temp = dqn.get_temperature();
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assert!(
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(actual_temp - expected_temp).abs() < 0.001,
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"Fixed decay should be used when adaptive disabled: {} vs {}",
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actual_temp,
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expected_temp
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);
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Ok(())
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}
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#[test]
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fn test_temperature_adaptive_loss_window_averaging() -> anyhow::Result<()> {
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// Create DQN with adaptive temperature enabled
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let mut config = WorkingDQNConfig::emergency_safe_defaults();
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config.use_adaptive_temperature = true;
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config.loss_improvement_threshold = 0.999; // 0.1% improvement
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config.plateau_window = 10;
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let mut dqn = WorkingDQN::new(config)?;
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// Simulate noisy loss (oscillating but overall improving)
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let noisy_losses = vec![1.0, 1.1, 0.9, 1.0, 0.8, 0.9, 0.7, 0.85, 0.65, 0.8];
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let initial_temp = dqn.get_temperature();
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for loss in noisy_losses {
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dqn.update_temperature_adaptive(loss);
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}
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// Temperature should decay (loss averaged over window shows improvement)
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let final_temp = dqn.get_temperature();
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assert!(
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final_temp < initial_temp,
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"Temperature should decay despite noisy loss: {} -> {}",
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initial_temp,
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final_temp
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);
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// Plateau counter should be low (averaging smooths noise)
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assert!(
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dqn.get_plateau_count() < 5,
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"Plateau count should be low with noisy but improving loss: {}",
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dqn.get_plateau_count()
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);
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Ok(())
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}
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