Per Class B audit, per_update_pa was applying alpha twice:
- priorities[idx] = |td|^α + ε ← α applied once
- priorities_pa[idx] = priorities^α ← α applied AGAIN, gives |td|^(α²)
Sum-tree sampler reads priorities_pa (verified at gpu_replay_buffer.rs:778
for per_prefix_scan + line 799 for per_sample), so effective sampling
exponent was α² = 0.36 instead of α = 0.6 (default). High-TD events were
sampled only ~2.5× more than low-TD events instead of ~10× — PER's
prioritization power was attenuated by ~4×, washing out the signal from
sparse trade-close events (3% of buffer).
Fix (Option B — preserves variable semantics): the contract documented at
gpu_replay_buffer.rs:1285 is `priorities_pa[i] = priorities[i]^alpha`.
Store raw |td|+ε in `priorities` (one source of truth) and compute α
once for `priorities_pa`. Same pattern applied to pow_alpha_diverse_f32
in replay_buffer_kernels.cu (the health<0.8 fallback path) which had the
identical double-α bug.
per_insert_pa NOT changed — it was already correct (priorities=effective,
priorities_pa=effective^α, no double application).
priority_update_f32 NOT changed — single-buffer kernel, verified UNUSED
(no Rust caller); harmless idle code, deletion deferred.
Behavioral test: gpu_replay_buffer::tests::
test_per_priority_single_exponent_no_double_alpha (GPU-gated #[ignore])
inserts 16 slots, fires update_priorities_gpu with TD errors spanning
[0.001, 100.0], asserts priorities_pa ratio matches (100/0.001)^0.6 ≈
1995× within 5%. Pre-fix would yield (100/0.001)^(0.6²) ≈ 100× — the
20× miss makes regression instant-detect.
Cumulative WR-plateau fix series (commit 11):
- Class C bug 1 + P0-B (8f218cab2)
- P0-C MIN_HOLD_TARGET (316db416b)
- P0-A REWARD_POS/NEG_CAP (394de7d43)
- P1 var_floor (c4b6d6ef2)
- P0-A-downstream (657972a4b)
- P1-Producer adaptive Kelly priors
- Class A audit batches 4-A / 4-B / 4-B fixup (9fb980da2)
- Class B #1 fold-boundary PER buffer clear (658fec493)
- Class B #2 (this commit)
Verification:
- cargo check -p ml-dqn -p ml --tests --all-targets — clean
- cargo test -p ml-dqn --release --lib gpu_replay_buffer::tests::
-- --ignored — 3/3 pass
- cargo test -p ml --test sp14_oracle_tests --release -- --ignored
— 24/24 pass
- cargo test -p ml --test sp15_phase1_oracle_tests --release
-- --ignored — 36/36 pass (incl. per_sampler_* oracles)
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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