Final piece of the SP13 Layer B chain. B1.1a flipped the aux head from K=1
MSE regression to K=2 softmax CE classification but aux_nb_label_buf was
zero-init — model was training on "all bars are class 0 (down)". B1.1b
lands the producer kernel that fills i32 -1/0/1 labels from the 30-bar
price trajectory, the replay direct-path 8th gather that carries those
labels into the trainer, and the experience collector hoist that ensures
bar_indices_pinned is always populated (producer + hindsight relabel both
consume it). Aux head finally trains on real classification signal.
Recovery commit: this completes a B1.1b agent dispatch that crashed
mid-edit. The implementer had landed ~95% of the cascade (kernel file,
build.rs, replay buffer signature + direct path, fused_training getter,
trainer accessor, both training_loop.rs callers, kernel field + cubin
loader on the experience collector) before being killed. The missing
pieces (experience collector launch + bar_indices_pinned hoist + 6
producer tests + audit doc) were completed manually post-crash and
verified end-to-end.
Three contracts (atomic single commit per feedback_no_partial_refactor):
1. NEW aux_sign_label_kernel.cu producer — pure per-thread O(1) map
reading targets[bar*6+2] (raw_close column) at bar and bar+lookahead,
writing -1 (skip if bar+lookahead >= total_bars), 0 (down/flat under
strict greater-than tie-break), or 1 (up). Replaces B0 alloc_zeros.
2. Replay direct-path 8th gather — set_trainer_buffers gains 8th arg
trainer_aux_sign_labels_ptr; direct branch in sample_proportional
adds gather_i32_scalar into the trainer ptr; fallback gather wrapped
in if !direct_to_trainer (avoids wasted DtoD). Direct-mode
GpuBatchPtrs return points aux_sign_labels_ptr at trainer ptr.
3. Experience collector bar_indices_pinned cpu-fill hoist — moved out
of if hindsight_fraction > 0.0 so producer + hindsight share it.
Files (9 total):
- crates/ml/src/cuda_pipeline/aux_sign_label_kernel.cu (NEW)
- crates/ml/build.rs (cubin registration)
- crates/ml/src/cuda_pipeline/gpu_experience_collector.rs (kernel
field + cubin loader + struct init + hoist + producer launch)
- crates/ml-dqn/src/gpu_replay_buffer.rs (8th arg + direct gather +
fallback skip + GpuBatchPtrs return)
- crates/ml/src/cuda_pipeline/gpu_dqn_trainer.rs (aux_nb_label_buf_ptr
accessor mirrors 6 existing trainer-buf accessors)
- crates/ml/src/trainers/dqn/fused_training.rs
(trainer_aux_sign_labels_buf_ptr getter)
- crates/ml/src/trainers/dqn/trainer/training_loop.rs (both
set_trainer_buffers callers updated)
- crates/ml/tests/sp13_layer_b_oracle_tests.rs (6 NEW producer tests)
- docs/dqn-wire-up-audit.md (B1.1b section)
Hard rules upheld:
- feedback_no_partial_refactor: every consumer of the 3 contracts
migrates atomically
- feedback_no_atomicadd: producer is pure map; no reductions
- feedback_cpu_is_read_only: producer GPU-only; only host work is
pre-existing bar_indices_pinned cpu-fill (hoisted unchanged)
- feedback_no_stubs: kernel output flows through real chain — ring
buffer → direct gather → aux_nb_label_buf → CE consumer
- feedback_no_legacy_aliases: 8-arg setter gets
#[allow(clippy::too_many_arguments)] not an alias shim
- feedback_no_htod_htoh_only_mapped_pinned: targets_buf and
bar_indices_pinned both pre-existing mapped-pinned
Build + test:
- cargo check --workspace clean (only pre-existing warnings)
- cargo check --workspace --tests clean
- 17 tests in sp13_layer_b_oracle_tests.rs:
- 2 CPU-only (fingerprint bump + HEALTH_DIAG snap stable) pass
- 15 GPU on RTX 3050 Ti pass (9 B1.1a + 6 new B1.1b producer):
aux_sign_label_monotone_up_all_ones
aux_sign_label_monotone_down_all_zeros
aux_sign_label_flat_all_zeros_strict_gt
aux_sign_label_last_30_bars_skip
aux_sign_label_boundary_first_valid_last_skip
aux_sign_label_multi_episode_per_episode_skip
Producer tests cover every edge case in the kernel:
- Monotone trajectories (label=1 / label=0 across all valid bars)
- Flat tie-break (strict greater-than means flat → 0)
- Skip sentinel for last lookahead bars
- First/last bar boundary (bar=0 valid, bar=L-1 skip)
- Multi-episode global skip semantics
Next: Smoke A — L40S 5-epoch validation of full SP13 stack
(P0a + P0b + B0 + B0.1 + B1.0 + B1.1a + B1.1b). Expected: aux head
trains on real K=2 softmax CE labels; aux_dir_acc_short_ema rises above
0.5 within first epoch (vs B1.1a degraded baseline at 0.5);
HEALTH_DIAG aux_b1_diag emits per-epoch with n_down/n_up/n_skip/mask_frac.
If aux_dir_acc_short_ema > 0.55 by epoch 5, B1.1b is validated and the
chain merges to main.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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