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foxhunt/config/ml/alpha_compose_backtest_pruned.json
jgrusewski eb49e2a0f7 feat(alpha): Phase E.3 follow-up — C51 distributional Q + Thompson + L1-L10 depth + falsifications 
C51 distributional Q-network with GPU Thompson selection borrowed
minimally from production (alpha_c51.cu: forward, project, grad,
expected_q, thompson_select kernels; ~260 lines). Uses Huber
negative-tail compression in projection per production
block_bellman_project_f. Action selection 100% GPU via mapped-pinned
i32 output + __threadfence_system + host volatile read (matches
gpu_training_guard MappedBuffer pattern).

Backtest result (2D sweep, 500 episodes per cell, 30 cells):
  cost=0    C51 +10.41 vs linear-Q -15.72  (+26pt, BEATS Phase 1d.4
                                            no-RL baseline +4.4 by 6pt)
  cost=0.125 C51 -13.81 vs -29.17  (+15pt closes half-tick gap)
Win rate at cost=0 best τ: linear-Q 0.008 → C51 0.552.

Calibration hypothesis vindicated; documented in
memory/pearl_c51_thompson_closed_phase_e3_gap.md.

Also in this commit (Phase E.3 follow-up cleanup):
- --pruned-actions falsified (2.4× worse Sharpe). Documented in
  memory/pearl_action_pruning_falsified.md.
- --real-spread falsified for ES futures (76% of bars at 1-tick floor).
- SnapshotRow bid_l/ask_l extended from [f32; 3] to [f32; 10].
  L4-L10 synthesized in this commit; real MBP-10 peek lands in E.4.A T5.
- docs/isv-slots.md updated per kernel-audit-doc hook requirement.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-15 20:43:57 +02:00

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