Files
foxhunt/crates
jgrusewski 83398cd301 fix(cuda): wire epoch state into EMA/DSR accumulators and vol EMA in experience kernel
The epoch_vol_ema, epoch_dsr_mean, and epoch_dsr_var variables were loaded
from global memory at kernel start but never wired into the actual computation.
The EMA normalizer (ema_mean/ema_var) and DSR accumulators (dsr_A/dsr_B) were
initialized with hardcoded constants, so epoch state round-tripped unchanged.

Changes:
- Seed ema_mean/ema_var from epoch_dsr_mean/epoch_dsr_var at kernel start
- Seed dsr_A/dsr_B from epoch_dsr_mean/epoch_dsr_var at kernel start
- Seed ema_init/dsr_initialized from epoch_step_count > 0 (skip cold start
  on subsequent epochs)
- Add local_vol_ema/local_median_vol seeded from epoch_vol_ema/epoch_median_vol
- Update vol EMA each timestep from market feature index 3 (log close return),
  mirroring CPU DQNTrainer::vol_ema / median_vol logic
- At writeback, write actual computed dsr_A/dsr_B or ema_mean/ema_var (conditioned
  on use_dsr), and computed local_vol_ema/local_median_vol, instead of unmodified
  loaded epoch values
- Applied identically to both dqn_full_experience_kernel (standard) and
  dqn_full_experience_kernel_warp (warp-cooperative) variants

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 10:14:53 +01:00
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