Files
foxhunt/crates
jgrusewski 7c34003f03 perf+fix: cuBLAS descriptor caching, per-branch workspace, shrink-perturb fix
Performance:
- Cache cuBLAS descriptors: pre-create matmul_desc + layouts + algo at init.
  requestedAlgoCount=3 for better algorithm selection. Zero per-GEMM overhead.
- Per-branch workspace: 4 × 32MB separate workspace buffers for multi-stream
  branch dispatch. Eliminates workspace contention on parallel execution.

Training stability:
- Remove hardcoded shrink-perturb that fired every epoch on short runs (3-5 epochs).
  With epochs=5, interval = epochs/4 = 1 → fired every epoch, destroying epoch 1
  learned weights. This caused Sharpe to collapse from +0.60 to -0.29 after epoch 1.
- Phase 3 shrink-perturb now uses config values (was hardcoded alpha=0.9, sigma=0.01).
- The config-defined shrink_perturb_interval=20 now controls all shrink-perturb timing.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-11 10:40:56 +02:00
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