jgrusewski 679a483de5 feat: wire CVaR action selection + implement CQL conservative loss GPU kernel ...

Task 4 — CVaR Action Selection:
- Add use_cvar_action_selection and cvar_alpha fields to DQNHyperparameters
- Wire from hyperparams into DQNConfig constructor (was hardcoded to false)
- Default: enabled (true) with alpha=0.05 (worst 5% quantile tail)
- Unblocks risk-aware position scaling via IQN head's compute_cvar_q()

Task 5 — Curiosity Wiring (verified active):
- GpuCuriosityTrainer trains forward model on GPU experience data
- train_curiosity_gpu() called from training_loop after experience collection
- curiosity_weight=0.05 (Task 2) gates trainer creation — active when >0
- Intrinsic reward injection into DQN kernel deferred (Phase 4+, per kernel docs)

Task 6 — CQL Conservative Loss GPU Kernel:
- Add use_cql/cql_alpha to GpuDqnTrainConfig (wired from DQNHyperparameters)
- Implement cql_logit_grad_kernel: computes dCQL/d_logits for Branching Dueling C51
  - Per-branch logsumexp penalty with softmax gradient through expectation chain
  - One thread per sample, iterates 3 branches (exposure, order, urgency)
- Add apply_cql_gradient() method: launches CQL kernel + cuBLAS backward_full
  - Accumulates CQL parameter gradients into grad_buf (beta=1.0)
  - Same injection pattern as IQN trunk gradient
- Wire into FusedTrainingCtx::run_full_step() between graph_forward and graph_adam

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-24 22:45:49 +01:00

..

backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

common

Merge branch 'worktree-branching-dqn-plan'

2026-03-11 08:46:58 +01:00

config

fix(ci): clippy test-gate uses --lib, fix pre-existing lint errors

2026-03-12 19:10:18 +01:00

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat: wire CVaR action selection + implement CQL conservative loss GPU kernel

2026-03-24 22:45:49 +01:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

feat: ExposureLevel 5→9 variants (Short75/Short25/Long25/Long75)

2026-03-23 09:21:58 +01:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

feat: comprehensive DQN training pipeline overhaul — 16 bug fixes, MSE warmup, financial metrics

2026-03-24 21:48:38 +01:00

ml-ensemble

feat: ZERO unannotated GPU→CPU downloads — every memcpy_dtoh accounted for

2026-03-18 20:09:37 +01:00

ml-explainability

refactor(cuda): eliminate candle from ml-core, ml-ppo, and 4 thin crates

2026-03-17 22:27:56 +01:00

ml-features

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

ml-hyperopt

fix: TPE evaluate_point catches training errors as penalty, not abort

2026-03-22 14:48:40 +01:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-supervised

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

ml-universe

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00