Closes defect #5 from the flawed Phase F+G arc (feedback_cpu_is_read_only
violation in step_with_lobsim's host advantage + EMA loops) by landing
the GPU primitives those loops will become in R6.
Three new kernels, each with a GPU-oracle gate test:
1. ema_update_on_done.cu — done-gated EMA producer.
- Slot-parameterised (one kernel, 3 callers in R5 covering
mean_abs_pnl_ema, q_divergence_ema, td_kurtosis_ema).
- Shared-mem tree reduce, no atomicAdd (feedback_no_atomicadd).
- Per pearl_first_observation_bootstrap: sentinel-zero ISV → first
observation replaces directly. Defers bootstrap if mean_obs == 0
to avoid writing a degenerate sentinel that would be re-bootstrapped
next call.
- Per pearl_wiener_alpha_floor_for_nonstationary: Wiener-α blend on
subsequent calls; caller pre-floors α at 0.4.
2. ema_update_per_step.cu — per-step EMA producer (no done-gate).
- Slot-parameterised (kl_pi_ema, entropy_observed_ema,
advantage_var_ratio_ema, mean_trade_duration_ema in R5).
- Same shared-mem tree reduce + bootstrap discipline as
ema_update_on_done.
3. compute_advantage_return.cu — element-wise
returns[b] = r + γ(1-done)·V(s_{t+1}); advantages[b] = returns − V(s_t).
- Reads γ from ISV[400] (R1 bootstrap = 0.99).
- Trivially parallel, one thread per batch entry; no atomics.
Rust launchers added to IntegratedTrainer:
- launch_ema_update_on_done(slot, alpha, obs_d, dones_d, b_size)
- launch_ema_update_per_step(slot, alpha, obs_d, b_size)
- launch_compute_advantage_return(rewards_d, dones_d, v_t_d, v_tp1_d,
returns_d, advantages_d, b_size)
3 cubin includes, 3 module/function fields, loaders in new() between
the rl_reward_scale_controller load and the with_controllers_bootstrapped
call so the new fields are populated by struct construction.
GPU-oracle tests in tests/r3_ema_advantage.rs (per
feedback_no_cpu_test_fallbacks every oracle is either the kernel's
documented bootstrap behaviour or an analytical property of the
formula, not a CPU reference):
R3.1: ema_update_on_done bootstrap path — sentinel-zero ISV + one
observation k → ISV[slot] == k exactly. Negative invariant:
hold-only step (dones all zero) preserves the EMA.
R3.2: ema_update_per_step convergence — feed obs=5.0 for 50 steps
with α=0.4 → ISV[slot] → 5.0 within 1e-4 (EMA of constant =
constant).
R3.3: compute_advantage_return formula — r=0, done=0, v_t=v_tp1=k,
γ=0.99 → returns=γk=4.95, advantages=(γ−1)k=−0.05. Negative
invariant: done=1 + r=0 zeros the future-value bootstrap
(returns=0, advantages=−k).
Build cache-bust v26.
cargo check + cargo build --test r3_ema_advantage on ml-alpha green.
Pre-existing heads_bit_equiv.rs index-out-of-bounds failure persists
(unrelated; pre-Phase E).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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