Files
foxhunt/docs/isv-slots.md
jgrusewski 84de278dfe feat(sp14): B.2 — register 11 SP14 ISV slots for fold-boundary reset
Each EGF pearl EMA / state slot resets to its Pearl-A sentinel at fold
boundary, mirroring sp13_aux_dir_acc_short_ema / long_ema entries.
Atomic refactor (feedback_no_partial_refactor): both halves land
together — registry entry + reset_named_state dispatch arm.

Reset slots (11 total, sentinel in parens):
  - Q_DISAGREEMENT_SHORT/LONG_EMA (slots 383, 384) → 0.5
  - K_AUX_ADAPTIVE (385) → K_BASE_AUX = 20.0
  - K_Q_ADAPTIVE (386) → K_BASE_Q = 15.0
  - BETA_RATE_LIMITER_ADAPTIVE (387) → BETA_BASE = 0.5
  - AUX_DIR_ACC_VARIANCE_EMA, Q_DISAGREEMENT_VARIANCE_EMA,
    ALPHA_GRAD_RAW_VARIANCE_EMA (388, 389, 390) → 0.0
    (initial k = k_base, β = β_base via ISV-driven controllers)
  - GATE1_OPEN_STATE (391) → 0.0 (closed)
  - ALPHA_GRAD_SMOOTHED (393) → 0.0
  - AUX_DIR_ACC_POST_OPEN_MIN (394) → 1.0 (no min observed)

ALPHA_GRAD_RAW (slot 392, recomputed every step from variance EMAs)
and GRADIENT_HACK_LOCKOUT_REMAINING (slot 395, decays at epoch
boundary) are NOT in the fold-reset registry; both naturally
re-initialise without explicit reset.

Also corrects the isv-slots.md SP14 table: slots 392 and 395 were
incorrectly marked FoldReset in the B.1 entry; corrected to reflect
their actual reset semantics (NOT reset / epoch-boundary decay).

Producer + consumer wiring lands in subsequent tasks (B.3-B.12);
this commit is additive infrastructure only — no behavior change.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-05 18:51:00 +02:00

38 KiB
Raw Blame History

ISV Slot Allocation Registry

Source of truth for ISV bus slot allocations. Every slot has a named constant in gpu_dqn_trainer.rs. This doc is the cross-reference.

Design: layout fingerprint, not schema version. ISV[115..117) carries a compile-time structural hash of the slot layout. Checkpoint load is fail-fast; no migration functions exist. Backward compat is structurally unwritable (there is no ordered version space to pair migrations against). See spec §4.A.2.

Tail placement rationale: The fingerprint occupies the current tail ([115..117)) rather than the head because isv_signals[0] and isv_signals[1] are actively written by isv_signal_update (Q-drift EMA and gradient-norm EMA respectively). Inserting at the head would displace those live signals and require shifting every upstream literal in experience_kernels.cu. The fingerprint moves to the new tail each time new slots are appended to the bus.

Current ISV_TOTAL_DIM: 360 (post-SP11 Task A0 reservation extending the bus from 340 → 360 with 20 contiguous reward-subsystem-controller slots at [340..360); SP11 A0 slots are reservation-only and zero-initialized until A1/A2/Layer-B land producers and atomic consumer migration — see the SP11 section at the bottom of this file). Earlier expansions: SP4 Task A1 (131 → 171, 40 slots at [131..171)); SP5 Task A0 (173 → 286, 110 slots; producer wave landed across A1A8 + Layer D); SP6/SP7/SP8/SP9/SP10 incremental allocations onto the SP5 block (286 → 340). Producers and consumers for slots [0..131) are wired across Plan 1, Plan 2 (Task 1 C.1, Task 3 D.2 per-branch gamma, Task 6C D.8 TLOB), Plan 3 (Task 1 C.2 reward-component EMAs, Task 3 B.2 trade-attempt novelty, Task 4 B.4 readiness-EMA, Task 7 C.3 state-distribution KL, Task 8 B.3 GPU-only seed warm-start, Task 9 C.5 CQL α ramp), Plan 4 (Task 5 Mode A E.5 attention-focus EMAs, follow-up target-drift EMAs, Task 6 C.A multi-task aux head EMAs, Task 6 / Plan 5 follow-up label-scale EMA, MoE expert-utilisation + gate-entropy EMAs + adaptive-lambda controller, Q-drift-rate diagnostic, fold warmup factor).

Index Name constant Type Producer Consumers Reset-category Notes
[0] SLOT_0_Q_DRIFT (seed only) f32 isv_signal_update ISV encoder FoldReset isv_signals[0] = (q_mean q_ema) / max(
[1] SLOT_1_GRAD_NORM_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of sqrt(grad_norm²)
[2] SLOT_2_TD_ERR_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of TD-error scalar
[3] SLOT_3_ENS_VAR_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset C51 Q-distribution variance EMA (batch-mean atom-spread)
[4] SLOT_4_ENS_VAR_VEL (seed only) f32 isv_signal_update ISV encoder FoldReset Delta of slot 3 (variance velocity)
[5] SLOT_5_REWARD_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of per-batch mean reward
[6] SLOT_6_ATOM_UTIL_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of atom utilization fraction
[7] SLOT_7_LOSS_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of total training loss
[8] SLOT_8_ADX_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset Batch-mean ADX EMA (regime velocity indicator)
[9] SLOT_9_REGIME_DISAGREE (seed only) f32 isv_signal_update ISV encoder FoldReset
[10] SLOT_10_REGIME_VEL_EMA (seed only) f32 isv_signal_update ISV encoder FoldReset EMA of regime transition velocity (ADX + CUSUM delta)
[11] SLOT_11_REGIME_STABILITY (seed only) f32 isv_signal_update ISV encoder FoldReset 1 sigmoid(5 × regime_vel); high = stable regime
[12] LEARNING_HEALTH_INDEX f32 isv_signal_update many FoldReset health score ∈ [0, 1]
[13..17) Q_MAG_MEAN_*_INDEX f32 q_mag_means_reduce c51 kernels FoldReset Quarter/Half/Full mag Q-mean EMAs + |Q| ref
[17..22) Q_DIR_MEAN_*_INDEX f32 q_dir_means_reduce c51 kernels FoldReset Short/Hold/Long/Flat dir Q-mean EMAs + |Q| ref
[22] SHARPE_EMA_INDEX f32 training_loop host isv_signal_update FoldReset Training Sharpe EMA
[23..31) V_{CENTER,HALF}_{DIR,MAG,ORD,URG}_INDEX f32 update_eval_v_range adaptive_atoms, warm_start FoldReset Per-branch Q-support
[31..35) GRAD_NORM_TARGET_*_INDEX f32 grad_balance_isv_update branch_grad_rescale SoftReset(decay_bars=500) Per-branch grad-norm target
[35] GRAD_SCALE_LIMIT_INDEX f32 grad_balance_isv_update branch_grad_rescale SoftReset(decay_bars=500) Scale clamp limit
[36] IQL_BRANCH_SCALE_FLOOR_INDEX f32 construct (static) iql_per_branch_advantage SchemaContract Per-sample branch_scales floor; safety bound
[37..39) (gap — fingerprint moved to tail) Previously held the fingerprint pair; promoted across the Plan 1 C.6 / Plan 3 / Plan 4 / Plan 5 expansions to its current location at [115..117). Slots unused; zero-filled.
[39] EPOCH_IDX_INDEX f32 (int cast) CPU epoch-loop (follow-up task) GPU adaptive kernels FoldReset Current epoch index; 0 at construction, CPU writes at each epoch boundary
[40] TOTAL_EPOCHS_INDEX f32 (int cast) construct (CPU static) GPU adaptive kernels SchemaContract Total epoch count for this run; written at construction from config.total_epochs
[41] EPSILON_EFF_INDEX f32 GPU epsilon-adaptive kernel (follow-up) epsilon-greedy action select FoldReset Effective epsilon; 0 at construction; GPU fills each step
[42] TAU_EFF_INDEX f32 GPU tau-adaptive kernel (follow-up) target-net Polyak update FoldReset Effective tau; 0 at construction; GPU fills each step
[43] GAMMA_DIR_EFF_INDEX f32 GPU per_branch_gamma_update kernel (Plan 2 D.2) c51_loss_batched, iql_compute_per_sample_support FoldReset Direction-branch gamma; base=0.92, max=0.99; GPU fills each epoch boundary
[44] GAMMA_MAG_EFF_INDEX f32 GPU per_branch_gamma_update kernel (Plan 2 D.2) c51_loss_batched, iql_compute_per_sample_support FoldReset Magnitude-branch gamma; base=0.88, max=0.95
[45] GAMMA_ORD_EFF_INDEX f32 GPU per_branch_gamma_update kernel (Plan 2 D.2) c51_loss_batched, iql_compute_per_sample_support FoldReset Order-branch gamma; base=0.85, max=0.93
[46] GAMMA_URG_EFF_INDEX f32 GPU per_branch_gamma_update kernel (Plan 2 D.2) c51_loss_batched, iql_compute_per_sample_support FoldReset Urgency-branch gamma; base=0.80, max=0.90
[47] KELLY_CAP_EFF_INDEX f32 GPU kelly-cap-adaptive kernel (Plan 1 Task 11) experience_env_step FoldReset Effective Kelly cap; 0 at construction; GPU fills each step
[48] CQL_ALPHA_INDEX f32 construct (CPU static) CQL adaptive formula in Rust SchemaContract CQL pessimism base coefficient; written from config.cql_alpha; read in compute_cql_logit_gradients
[49] PLAN_THRESHOLD_INDEX f32 GPU plan_threshold_update kernel (Plan 3 B.4) experience_kernels.cu, backtest_plan_kernel.cu FoldReset Plan-MLP activation threshold; producer upgraded from static constructor write to GPU kernel by Plan 3 Task 4 B.4. Cold-start 0.5f preserved. Kernel writes max(0.1, 0.5 × ISV[READINESS_EMA_INDEX=75]) each epoch. Consumers (4 sites in experience_kernels.cu + 1 in backtest_plan_kernel.cu) unchanged — still read via ISV_PLAN_THRESHOLD_IDX.
[50] Q_P05_DIR_INDEX f32 q_quantile_reduce GPU kernel (cold-path per-epoch) update_eval_v_range FoldReset Direction-branch 5th-percentile Q EMA. Bootstrap: v_min.
[51] Q_P05_MAG_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Magnitude-branch 5th-percentile Q EMA. Bootstrap: v_min.
[52] Q_P05_ORD_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Order-branch 5th-percentile Q EMA. Bootstrap: v_min.
[53] Q_P05_URG_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Urgency-branch 5th-percentile Q EMA. Bootstrap: v_min.
[54] Q_P95_DIR_INDEX f32 q_quantile_reduce GPU kernel (cold-path per-epoch) update_eval_v_range FoldReset Direction-branch 95th-percentile Q EMA. Bootstrap: v_max.
[55] Q_P95_MAG_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Magnitude-branch 95th-percentile Q EMA. Bootstrap: v_max.
[56] Q_P95_ORD_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Order-branch 95th-percentile Q EMA. Bootstrap: v_max.
[57] Q_P95_URG_INDEX f32 q_quantile_reduce update_eval_v_range FoldReset Urgency-branch 95th-percentile Q EMA. Bootstrap: v_max.
[58..60) (gap — fingerprint shifted to tail) Previously [58..60); fingerprint promoted to [61..63) by Plan 2 Task 6C D.8 TLOB expansion. Slots unused; zero-filled.
[60] TLOB_REGIME_FOCUS_EMA_INDEX f32 CPU training_loop (per-epoch) ISV consumers (diagnostic) FoldReset Mean-max TLOB attention weight EMA (α=0.05); written at epoch boundary from GpuTlob::mean_max_attention_weight. Indicates OFI feature focus sharpness.
[61] (gap — fingerprint shifted to tail) Previously [61]; fingerprint promoted to [69..71) by Plan 3 Task 1 C.2 reward-EMA expansion. Slot unused; zero-filled.
[62] (gap — fingerprint shifted to tail) Previously [62]; see [61] note above. Slot unused; zero-filled.
[63] REWARD_POPART_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |popart reward| across batch (α=0.05). Final on-policy reward component.
[64] REWARD_CF_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |counterfactual reward| across batch (α=0.05). Zero until Plan 3 B.1.
[65] REWARD_TRAIL_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |trail reward| across batch (α=0.05). Structural placeholder; populated by Plan 3 B.2.
[66] REWARD_MICRO_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |OFI micro-reward| across batch (α=0.05). Populated via rc[3] in experience_env_step.
[67] REWARD_OPP_COST_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |opportunity-cost reward| across batch (α=0.05). Populated by Plan 3 B.1 at the Flat-branch opp-cost site.
[68] REWARD_BONUS_EMA_INDEX f32 GPU reward_component_ema kernel (Plan 3 C.2) HEALTH_DIAG reward_split, RewardComponentMonitor FoldReset EMA of mean |bonus reward| across batch (α=0.05). Populated by Plan 3 B.2 at the Flat→Positioned site (rc[5]).
[71] TRADE_ATTEMPT_RATE_EMA_INDEX f32 GPU trade_attempt_rate_ema_update kernel (Plan 3 B.2) experience_env_step Flat→Positioned bonus path FoldReset EMA of Flat→Positioned transition rate (0..1). Adaptive α = α_base × (1 + 0.5×|clamp(sharpe, -2, 2)|). α_base = 0.05. Zero at construction and fold boundary.
[72] TRADE_TARGET_RATE_INDEX f32 CPU training_loop (epoch 5 freeze) experience_env_step novelty computation FoldReset Reference rate for novelty = max(0, 1 - attempt/target). Frozen at epoch 5 from measured TRADE_ATTEMPT_RATE_EMA (min 0.001). Pre-freeze the slot is 0 and the bonus site gates on target_raw > 1e-6f, so the reward term is structurally inert until the freeze fires.
[73..76) (gap — fingerprint shifted to tail) Previously [73..75); fingerprint shifted by Plan 3 Task 4 B.4 to accommodate the new READINESS_EMA slot. Slots unused; zero-filled.
[75] READINESS_EMA_INDEX f32 GPU plan_threshold_update kernel (Plan 3 B.4) derived → ISV[PLAN_THRESHOLD_INDEX=49]; PlanThresholdMonitor FoldReset Per-batch mean readiness EMA (α=α_base × (1+0.5×|clamp(sharpe,2,2)|), α_base=0.05). Cold-start 1.0 so derived threshold = 0.5 matches the previous static default. Drives slot 49 producer-only — consumers unchanged.
[78] STATE_KL_TRAIN_VAL_EMA_INDEX f32 GPU state_kl_moment_match kernel (Plan 3 C.3) StateKLMonitor (HEALTH_DIAG) FoldReset Per-validation-epoch moment-match KL EMA between train-state sample and val-state batch over the OFI block (32 dims). Adaptive α=α_base × (1+0.5×|clamp(sharpe,2,2)|), α_base=0.05. Cold-start 0.0 — first kernel fire EMAs the actual measured KL toward this.
[79] STATE_KL_AMPLIFICATION_INDEX f32 GPU state_kl_moment_match kernel (Plan 3 C.3) experience_kernels.cu B.1 opp_cost + B.2 bonus consumers (via ISV_STATE_KL_AMP_IDX macro) FoldReset Bounded amplifier ∈ [1, 2] tracking trailing-EMA-of-self KL ratio: 1 + clamp(new_ema/prev_ema 1, 0, 1). Cold-start 1.0 — neutral element behind consumers' fmaxf(1.0, …) guard. When train/val distributions diverge, both Flat opp-cost and trade-attempt bonus scale up together. Per pearl_one_unbounded_signal_per_reward.md: amp is bounded so it stacks safely with B.1's q_abs_ref unbounded multiplicand.
[48] CQL_ALPHA_INDEX (post-Plan-3-T9 producer upgrade) f32 GPU cql_alpha_seed_update kernel (Plan 3 C.5) compute_cql_logit_gradients (Rust ISV read) FoldReset (was SchemaContract) CQL pessimism base coefficient. Producer upgraded SchemaContract → FoldReset by Plan 3 Task 9 C.5: per-epoch GPU kernel EMAs slot 48 toward config.cql_alpha × max(0, 1 - ISV[SEED_FRAC_EMA_INDEX=84]). During seed phase (frac=1), target=0 → CQL α decays to 0 (no pessimism on exploration data); as frac → 0, α ramps to config.cql_alpha (full pessimism on network-driven trajectories). Constructor cold-starts to config.cql_alpha; fold-boundary reset re-applies.
[82] SEED_STEPS_TARGET_INDEX f32 construct (CPU static, from config.replay_seed_steps) seed_step_counter_update GPU kernel (Plan 3 B.3) SchemaContract Plan 3 Task 8 B.3 — target number of seed-phase experience-collection samples. Default 100_000; smoke configs may override to 10_000 so the seed→network transition is observable inside the smoke run.
[83] SEED_STEPS_DONE_INDEX f32 GPU seed_step_counter_update kernel (Plan 3 B.3) training_loop CPU dispatch decision (per-epoch read) + seed_step_counter_update self FoldReset Plan 3 Task 8 B.3 — cumulative seed-phase steps completed. GPU-incremented by n_samples_this_step per collect_experiences_gpu call, capped at TARGET. Cold-start 0; fold-boundary reset re-applies. CPU per-epoch read of (DONE, TARGET) decides whether next collect dispatches scripted-policy kernel (DONE < TARGET) or experience_action_select.
[84] SEED_FRAC_EMA_INDEX f32 GPU seed_step_counter_update kernel (Plan 3 B.3) GPU cql_alpha_seed_update kernel (Plan 3 C.5) + SeedMonitor FoldReset Plan 3 Task 8 B.3 — adaptive EMA of max(0, 1 - DONE/TARGET) ∈ [0, 1]. Cold-start 1.0 (fully in seed phase) so Task 9's CQL ramp sees target = final × max(0, 1 - 1.0) = 0 until the seed phase actually decays. Adaptive α = α_base × (1 + 0.5 × |clamp(sharpe, ±2)|), α_base = 0.05.
[87] VSN_MAG_EMA_INDEX f32 GPU attention_focus_ema_update kernel (Plan 4 E.5 Mode A; rewritten 2026-04-25 for GPU-only reduction) AttentionMonitor (HEALTH_DIAG); HEALTH_DIAG noisy [vsn_mag=…] reads via read_isv_signal_at FoldReset Magnitude-branch VSN-weight magnitude EMA. GPU-computed by block 0 of attention_focus_ema_update (256-thread smem reduction over the params buffer slice corresponding to VSN mag tensors). Adaptive α = α_base × (1 + 0.5 × |clamp(sharpe, ±2)|), α_base = 0.05. Cold-start 0.0. Replaces the legacy CPU-DtoH per_branch_vsn_mean() that was deleted 2026-04-25 per pearl_cold_path_no_exception_to_gpu_drives.md.
[88] VSN_DIR_EMA_INDEX f32 GPU attention_focus_ema_update kernel block 1 same FoldReset Direction-branch equivalent of [87]. Same producer/contract.
[89] MAMBA2_RETENTION_EMA_INDEX f32 GPU attention_focus_ema_update kernel block 2 same FoldReset Mamba2 state-transition magnitude EMA (retention proxy). GPU-computed by block 2's smem reduction over the live mamba2_h_enriched device buffer (no DtoH). Same EMA convention as [87]. Diagnostic only.
[92] TARGET_DRIFT_MAG_EMA_INDEX f32 GPU target_drift_ema_update kernel block 0 (Plan 4 follow-up, 2026-04-25) HEALTH_DIAG noisy [drift_mag=…] via read_isv_signal_at FoldReset RMS(target online) of magnitude-branch params (tensors 12..16), EMA-tracked. GPU-computed by block 0 of target_drift_ema_update (256-thread smem reduction of squared diffs, sqrt at thread 0). Adaptive α = α_base × (1 + 0.5 × |clamp(sharpe, ±2)|), α_base = 0.05. Cold-start 0.0. Replaces the legacy CPU-DtoH per_branch_target_drift() that was deleted 2026-04-25 per pearl_cold_path_no_exception_to_gpu_drives.md.
[93] TARGET_DRIFT_DIR_EMA_INDEX f32 GPU target_drift_ema_update kernel block 1 HEALTH_DIAG noisy [drift_dir=…] FoldReset Direction-branch equivalent of [92] (params tensors 8..12).
[115] ISV_LAYOUT_FINGERPRINT_LO_INDEX u32 bits (in f32) construct check_layout_fingerprint SchemaContract Low 32 bits of u64 FNV-1a structural hash. Fail-fast on mismatch — NOT a version number, no migration path. Shifted 69→73 by Plan 3 Task 3 B.2, 73→76 by Plan 3 Task 4 B.4, 76→80 by Plan 3 Task 7 C.3, 80→85 by Plan 3 Task 8 B.3, 85→90 by Plan 4 Task 5 Mode A, 90→94 by Plan 4 follow-up (target-drift EMA replacing legacy CPU-DtoH path), and 94→115 over the Plan 4 Task 6 / Plan 5 / MoE expansions that landed slots [96..115).
[116] ISV_LAYOUT_FINGERPRINT_HI_INDEX u32 bits (in f32) construct check_layout_fingerprint SchemaContract High 32 bits of u64 FNV-1a structural hash. Tracks the same shift sequence as [115].
[117..131) (post-fingerprint slots filled by Plan 4 Task 6 / Plan 5 / MoE) Includes AUX_LABEL_SCALE_EMA_INDEX=117, MoE expert-utilisation EMAs [118..126), MoE GATE_ENTROPY_EMA=126, adaptive MOE_LAMBDA_EFF=128, Q_DRIFT_RATE=129, FOLD_WARMUP_FACTOR=130. Cross-reference the named constants in gpu_dqn_trainer.rs.
[131..171) SP4 reservation (Layer A, no producers wired yet) See "SP4: Signal-driven magnitude bounds" section below.

SP4: Signal-driven magnitude bounds (Layer A reservation)

SP4 Task A1 extends ISV_TOTAL_DIM from 131 → 171 by reserving 40 contiguous slots at indices [131..171) for the signal-driven bounds that replace hardcoded magnitude multipliers in SP3 mechanisms. Constants live in crates/ml/src/cuda_pipeline/sp4_isv_slots.rs and are re-exported from cuda_pipeline::mod. Layer A is reservation-only — no producer kernels or consumers are wired yet. All 40 slots remain zero-initialized at construction and behave as no-ops until subsequent SP4 tasks land producers.

Index Name constant Family Purpose
[131] TARGET_Q_BOUND_INDEX scalar p99(|target_q|) — Mech 1 clamp bound
[132..136) ATOM_POS_BOUND_BASE + branch per-branch p99(|atom_positions[branch]|) — Mech 2 clamp
[136..144) WEIGHT_BOUND_BASE + group per-param-group p99(|params|) — Mech 9 clamp
[144..152) ADAM_M_BOUND_BASE + group per-param-group p99(|adam_m|) — Mech 5 diagnostic
[152..160) ADAM_V_BOUND_BASE + group per-param-group p99(|adam_v|) — Mech 5 diagnostic
[160..168) WD_RATE_BASE + group per-param-group EMA of |w·g|/||w||² — AdamW weight_decay arg
[168] GRAD_CLIP_BOUND_INDEX scalar p99(grad_norm) — Mech 6 adaptive_clip upper bound
[169] H_S2_BOUND_INDEX scalar p99(|h_s2|) — Mech 10 clamp bound
[170] L1_LAMBDA_TRUNK_INDEX scalar (group-0 only) (mean|g|/mean|w|) × entropy_deficit — trunk L1 lambda

Param-group ordering (ParamGroup enum, all 8 groups [0..8)): DqnTrunk=0, DqnValue=1, DqnBranches=2, Iqn=3, IqlHigh=4, IqlLow=5, Attn=6, Curiosity=7. Convenience const fn accessors weight_bound(g), adam_m_bound(g), adam_v_bound(g), wd_rate(g), atom_pos_bound(branch) return the absolute slot index for a given group/branch.

Producers and consumers will be wired in subsequent SP4 layer-B and layer-C tasks; until then the 40 slots are zero-initialized and reserved.

SP5: Per-branch + per-group adaptation layer (Task A0 reservation)

SP5 Task A0 extends ISV_TOTAL_DIM from 173 → 286 by reserving 110 slots at [174..278) [280..286). An intentional 2-slot carve-out gap at [278..280) separates the per-fold block from the cross-fold-persistent Kelly block. Constants live in crates/ml/src/cuda_pipeline/sp5_isv_slots.rs.

Range Base constant Family Pearl Purpose
[174..178) ATOM_V_CENTER_BASE per-branch [4] Pearl 1 C51 atom distribution center
[178..182) ATOM_V_HALF_BASE per-branch [4] Pearl 1 C51 atom half-width
[182..186) ATOM_HEADROOM_BASE per-branch [4] Pearl 1 C51 atom headroom
[186..190) ATOM_CLIP_RATE_BASE per-branch [4] Pearl 1 C51 atom clip rate
[190..194) BUDGET_C51_BASE per-branch [4] Pearl 2 C51 loss budget weight. SP6 Pearl 2: compute_adaptive_budgets() reads individually, applies correction-factor sub-launches via apply_c51_budget_scale_branch.
[194..198) BUDGET_IQN_BASE per-branch [4] Pearl 2 IQN loss budget weight. SP6 Pearl 2: used as trunk-mean only (iqn_trunk) — IQN backward targets trunk params exclusively.
[198..202) BUDGET_CQL_BASE per-branch [4] Pearl 2 CQL loss budget weight. SP6 Pearl 2: compute_adaptive_budgets() reads individually, applies correction-factor sub-launches via apply_cql_saxpy_branch.
[202..206) BUDGET_ENS_BASE per-branch [4] Pearl 2 Ensemble loss budget weight. SP6 Pearl 2: used as trunk-mean only.
[206..210) FLATNESS_BASE per-branch [4] Pearl 2 Loss flatness diagnostic
[210..214) NOISY_SIGMA_BASE per-branch [4] Pearl 3 NoisyNet σ level — SP6 Pearl 3 consumer wired: add_advantage_noise kernel reads per-branch σ via mapped-pinned dev_ptr; training_loop.rs reads slots directly (no averaging)
[214..218) SIGMA_FRACTION_BASE per-branch [4] Pearl 3 NoisyNet σ fraction
[218..222) BRANCH_ENTROPY_BASE per-branch [4] Pearl 3 Branch action entropy
[222..226) Q_VAR_PER_BRANCH_BASE per-branch [4] shared Q-value variance
[226..234) ADAM_BETA1_BASE per-group [8] Pearl 4 Adam β1 per param group
[234..242) ADAM_BETA2_BASE per-group [8] Pearl 4 Adam β2 per param group
[242..250) ADAM_EPS_BASE per-group [8] Pearl 4 Adam ε per param group
[250..270) IQN_TAU_BASE per-branch×quantile [4×5] Pearl 5 IQN τ schedule
[270..274) TRAIL_DIST_PER_DIR_BASE per-direction [4] Pearl 8 Trail stop distance
[274..278) ATOM_NUM_ATOMS_BASE per-branch [4] Pearl 1-ext C51 atom count
[278..280) gap Intentional carve-out (not allocated)
[280] KELLY_F_SMOOTH_INDEX scalar Pearl 6 Kelly fraction EMA (cross-fold)
[281] CONVICTION_SMOOTH_INDEX scalar Pearl 6 Conviction EMA (cross-fold)
[282] TRADE_VAR_SMOOTH_INDEX scalar Pearl 6 Trade variance EMA (cross-fold)
[283] KELLY_SAMPLE_COUNT_INDEX scalar Pearl 6 Kelly sample count (cross-fold)
[284] WIN_RATE_SMOOTH_INDEX scalar Pearl 6 Win rate EMA (cross-fold)
[285] LOSS_RATE_SMOOTH_INDEX scalar Pearl 6 Loss rate EMA (cross-fold)

Kelly slots [280..286) are NOT in the fold-reset registry. All other SP5 slots are per-fold and reset at fold boundaries. Task A0 is reservation-only; producers and consumers land in subsequent SP5 tasks.

SP6 Pearl 5: IQN τ per-branch consumer wiring

SP6 Pearl 5 (commit in sp6-pearl-5 worktree) upgrades the consumer side of ISV[250..270) (IQN_TAU_BASE, 4 branches × 5 quantiles).

Before SP6 (SP5 Layer B contract): fused_training.rs read all 20 slots once per epoch, averaged 4 branches per quantile to a single [5] tau array, and uploaded it to the shared online_taus/target_taus/cos_features buffers. One IQN forward pass per training step used the averaged schedule.

After SP6 Pearl 5: GpuIqnHead holds 12 additional CudaSlice<f32> buffers: online_taus_branch[4], target_taus_branch[4], cos_features_branch[4]. refresh_taus_for_branch(b, tau5) populates one branch slab per call — no averaging. activate_branch_taus(b) / deactivate_branch_taus(b) swap the main buffers for a per-branch pass via mem::swap (no allocation).

Training step: 4 sequential IQN forward passes, each with one branch's τ active. Each pass calls apply_iqn_trunk_gradient(iqn_budget / 4.0) so total IQN gradient contribution = iqn_budget (same as SP5 Layer B). The averaged refresh_taus_from_isv is kept for CVaR and backward-compat consumers.

Files changed: crates/ml/src/cuda_pipeline/gpu_iqn_head.rs, crates/ml/src/trainers/dqn/fused_training.rs.

SP11: Reward as controlled subsystem (Tasks A0 + A1 + A2 + B0 + B1a + B1b)

SP11 Task A0 (Fix 39, 2026-05-04) extends ISV_TOTAL_DIM from 340 → 360 by allocating 20 contiguous slots at [340..360) for the reward-subsystem controller. Constants live in crates/ml/src/cuda_pipeline/sp11_isv_slots.rs and are re-exported via cuda_pipeline::sp5_isv_slots::*.

Task A1 (2026-05-04): three canary producer kernels added, each chained with apply_pearls_ad_kernel for Pearls A+D smoothing. Slots [350..360) now have producers populating them every epoch (val_sharpe emit cadence for the Δ canary; per-epoch metrics block for mag-ratio + saboteur engagement).

Task A2 (2026-05-04): controller producer + SimHash novelty buffer. The main reward_subsystem_controller_kernel reads all 5 canary slots [350..360), runs the spec §3.4 control law (true Z-score → sigmoid blend of winner/diversifier weights, post-floor renormalize Σ=1, permanent- floor curiosity, post-clamp saboteur), and writes 10 outputs to scratch which a chained apply_pearls_ad_kernel (n_slots=10) smooths into the remaining slots [340..350). After A2 all 20 SP11 slots populate every step.

A2 also lands the SimHash novelty infrastructure for B1's replay-time curiosity bonus: novelty_simhash_proj_init_kernel (one-shot Philox- driven init at trainer construct, populates a 42×16 ±1 projection matrix on-device per feedback_no_cpu_forwards.md), novelty_simhash_kernel (lookup + update, race-tolerated update per feedback_no_atomicadd.md — under-counts bias novelty UPWARD, the safe direction). The 1M-slot hash table at GpuDqnTrainer.novelty_hash_buf gets a fold-reset registry entry (sp11_novelty_hash) that closes the A0 deferral; the projection matrix is frozen for the run lifetime and intentionally has NO registry entry.

Layer A was additive (A0/A1/A2). Layer B atomic consumer migration:

  • B0 (commit 302992f63): controller renormalisation flipped from Σ=1 to mean=1 (Σ=N=6) per spec §3.4.3 amendment so per-bar w_active × r_active ≈ pre-SP11 absolute scale on average. Per- component cap MAX_WEIGHT=3.0 (Invariant-1, prevents winner-take-all).
  • B1a (commit d5e1214f2): saboteur GPU multiplication via SABOTEUR_INTENSITY_MULT_INDEX and SimHash novelty-buffer state_stride correctness for B1c curiosity wiring.
  • B1b (this commit): structural reward decomposition in experience_env_step — 8+ inline accumulation sites replaced with explicit per-component locals (r_popart, r_cf, r_trail, r_micro, r_opp_cost, r_bonus) composed as Σ w_i × r_i with controller weights from ISV[340..346). Universal post-composition modifiers (drawdown / capital-floor / inventory / churn / conviction-scale / cf-flip) apply unweighted per spec §3.4.4. Trail P&L extraction (§3.5.4) — forced-exit P&L now flows through r_trail (rc[2]); voluntary-exit through r_popart. cf-tuple reward at out_rewards[cf_off] is now w_cf × r_cf (the cf_weight=0.3f constants in mse_loss_kernel.cu:318 / c51_loss_kernel.cu:789 are STRUCTURAL Q-blend weights, NOT reward weights — left UNTOUCHED per §3.5 amendment). Sentinel-defense: fmaxf(w_raw, 0.01) covers the cold-start ordering gap (the controller runs at end-of-epoch, so step 0 of fold 0 reads sentinel 0; defense pins minimum scale at the Invariant-1 hard floor).
  • B1c (pending): replay-time curiosity bonus per §3.5.5 (Layer C audit gate — rewards_buf single-read-site verification).

A1 producers:

  • val_sharpe_delta_compute_kernel.cu — two-pass: raw Δ + squared deviation against prior VAL_SHARPE_DELTA_EMA_INDEX. Reads mapped-pinned 2-element val_sharpe_history; chain → ISV[350, 351].
  • saboteur_engagement_compute_kernel.cu — block tree-reduce over per-bar |Δreward| populated by experience_env_step at the saboteur perturbation site (proxy: traded × |reward| × max(|eff_spread 1|, |eff_slip 1|)); threshold = 0.01 × ISV[PNL_REWARD_MAGNITUDE_EMA_INDEX]. Chain → ISV[358].
  • reward_component_mag_ratio_compute_kernel.cu — reads 6 EMAs at ISV[REWARD_POPART_EMA_INDEX..+6), normalises to ratios, mirrors popart magnitude into scratch[6] as a side-output. Chain (n_slots=6) → ISV[352..358); chain (n_slots=1) → ISV[359].

6 GPU oracle tests in crates/ml/tests/sp11_producer_unit_tests.rs cover (A1) first-observation behaviour, threshold classification, and normalisation invariants on the canary kernels; plus (A2) the controller midpoint-at-z=0 invariant, weight-renormalization-after-floor invariant, and saboteur-post-clamp-at-extreme-regression invariant. All MappedF32Buffer fixtures (zero htod_copy/dtoh_sync_copy/alloc_zeros per feedback_no_htod_htoh_only_mapped_pinned).

Range Name constant Family Purpose
[340] REWARD_POPART_WEIGHT_INDEX scalar Component weight: PopArt reward
[341] REWARD_CF_WEIGHT_INDEX scalar Component weight: counterfactual (replaces hardcoded cf_weight=0.3f)
[342] REWARD_TRAIL_WEIGHT_INDEX scalar Component weight: trail-stop
[343] REWARD_MICRO_WEIGHT_INDEX scalar Component weight: microstructure
[344] REWARD_OPP_COST_WEIGHT_INDEX scalar Component weight: opportunity cost
[345] REWARD_BONUS_WEIGHT_INDEX scalar Component weight: exploration bonus
[346] CURIOSITY_PRESSURE_INDEX scalar Controller output: curiosity scale (replay-time bonus)
[347] SABOTEUR_INTENSITY_MULT_INDEX scalar Controller output: saboteur intensity multiplier ∈ [0.5, 2.0]
[348] REWARD_WEIGHT_FLOOR_INDEX scalar Controller output: minimum-weight floor
[349] CURIOSITY_BOUND_INDEX scalar Controller output: curiosity hard cap (= 0.3 × pnl_magnitude_ema)
[350] VAL_SHARPE_DELTA_EMA_INDEX scalar canary val-sharpe trend EMA (improvement_z numerator)
[351] VAL_SHARPE_VAR_EMA_INDEX scalar canary val-sharpe variance EMA (improvement_z denominator)
[352..358) REWARD_COMPONENT_MAG_RATIO_BASE (+6) per-component canary Per-component reward-magnitude ratio (winner/diversifier blend input)
[358] SABOTEUR_ENGAGEMENT_RATE_INDEX scalar canary Per-bar saboteur engagement rate EMA
[359] PNL_REWARD_MAGNITUDE_EMA_INDEX scalar canary `
[360] POPART_COMPONENT_MAG_EMA_INDEX scalar canary popart-component-specific magnitude EMA (B1b fix-up; mag-ratio canary popart axis input)
[361..367) REWARD_COMPONENT_VAR_EMA_BASE (+6) per-component canary Per-reward-component variance EMA (B1b smoke-recovery z-score normalisation; popart var at 361, then cf/trail/micro/opp_cost/bonus at 362..367)

Invariant-1 fraction constants (rate-limiter anchors per spec §3.4.2): SP11_EPS_DIV=1e-6, SP11_WEIGHT_HARD_FLOOR=0.01, SP11_SABOTEUR_MIN=0.5, SP11_SABOTEUR_MAX=2.0, SP11_CURIOSITY_PERMANENT_FRACTION=0.2, SP11_CURIOSITY_BOUND_FRACTION=0.3, SP11_WEIGHT_FLOOR_FRACTION=0.5, SP11_ENGAGEMENT_FLOOR=0.1. Plus SP11_PROJ_SEED_SALT=0x_5511_0001 for the A2 novelty-SimHash projection-init launcher's seed derivation.

B1b fix-up (2026-05-04, spec §4 amendment): ISV[360] = POPART_COMPONENT_MAG_EMA_INDEX added to resolve the slot-63 PopArt-input vs popart-component-magnitude overload that B1b smoke surfaced. Pre-fix-up the SP11 mag-ratio canary read 6 contiguous slots starting at slot 63 — but slot 63 was overloaded (PopArt's normalisation input AND popart-component magnitude collapsed to the same value because reward composition was inline accumulation). B1b's structural decomposition surfaced the contamination — controller redistributed weight toward popart (w_pop ≈ 2.0) based on contaminated ratio → 10× sharpe drop. Post-fix-up the mag-ratio kernel takes two slot indices: popart_specific_slot=360 for the popart axis, cf_others_base_slot=64 for cf/trail/micro/opp_cost/bonus. Slot 63 is unchanged (PopArt's input = total reward magnitude, pre-SP11 invariant preserved); slot 360 is the new dedicated popart-component magnitude produced by popart_component_ema_kernel. ISV total: 360 → 361.

B1b smoke-recovery (2026-05-04, spec §4 amendment "Why z-score" lines 564-619): ISV[361..367) = REWARD_COMPONENT_VAR_EMA_BASE..+6 added to drive z-score normalisation in reward_component_mag_ratio_compute_kernel. Pre-z-score the linear winner_weight = mag_ratio formula amplified popart's intrinsic O(100) magnitude over the other 5 components' O(0.1-2). Result: w_pop saturated toward MAX_WEIGHT, curiosity_b exploded, sharpe collapsed in B1b smoke smoke-test-6wd2c on commit 61b2fa962. Z-score makes ratios scale-invariant — z[c] = mag[c] / max(sqrt(var[c]), EPS_DIV); ratio[c] = z[c] / Σz. Variance EMAs are produced via Welford's online algorithm in the extended popart_component_ema_kernel (slot 361) and reward_component_ema_kernel (slots 362..367); the canary now takes 4 slot indices (popart mag/var split + cf-others mag/var bases). The mirror at scratch[6] still emits popart RAW magnitude (slot 359 input for curiosity bound + saboteur engagement which need physical scale). ISV total: 361 → 367.

All 21 slots are FoldReset (sentinel 0; Pearl A bootstraps from first producer launch on each fold per pearl_first_observation_bootstrap.md). After A2 all 20 slots have producers; B1b wires the on-policy reward composition consumer for [340..346) (the 6 component weights). B1c will wire the curiosity consumer for [346] + [349] (replay-time). [347] saboteur multiplier already consumed in B1a's gpu_experience_collector site. [348] REWARD_WEIGHT_FLOOR_INDEX is self-consumed by the controller on the next step. [350..360) canaries are read by the controller (intra-cycle).

The novelty-hash device buffer (GpuDqnTrainer.novelty_hash_buf, 1M slots × f32 mapped-pinned) lands in A2 alongside its registry entry (sp11_novelty_hash) and dispatch arm. The 42×16 SimHash projection matrix (GpuDqnTrainer.novelty_simhash_proj) is populated on-device by launch_novelty_simhash_proj_init at trainer construct time (Philox- driven from SP11_PROJ_SEED_SALT); it is frozen for the run lifetime and intentionally has NO registry entry — it is the hash function, not state.

Spec: docs/superpowers/specs/2026-05-04-sp11-reward-as-controlled-subsystem.md Plan: docs/superpowers/plans/2026-05-04-sp11-reward-as-controlled-subsystem.md


SP14 — Aux→Q Wire + Earned Gradient Flow [383..396)

13 slots allocated in sp14_isv_slots.rs (B.1, 2026-05-05). Slots [381..383) were already claimed by SP13 closeout (HOLD_RATE_TARGET_INDEX=381, HOLD_RATE_OBSERVED_EMA_INDEX=382), so SP14 starts at 383 (shifted +2 from the original plan which documented [381..394)).

Slot Constant Reset Notes
383 Q_DISAGREEMENT_SHORT_EMA_INDEX FoldReset (0.5) K=4↔K=2 argmax mismatch fast EMA
384 Q_DISAGREEMENT_LONG_EMA_INDEX FoldReset (0.5) K=4↔K=2 argmax mismatch slow EMA
385 K_AUX_ADAPTIVE_INDEX FoldReset (0.0→K_BASE_AUX) Sigmoid steepness for Gate 1 (aux competence)
386 K_Q_ADAPTIVE_INDEX FoldReset (0.0→K_BASE_Q) Sigmoid steepness for Gate 2 (Q-head disagreement)
387 BETA_RATE_LIMITER_ADAPTIVE_INDEX FoldReset (0.0→BETA_BASE) Rate-limiter β (variance-driven)
388 AUX_DIR_ACC_VARIANCE_EMA_INDEX FoldReset (0.0) Welford variance for k_aux adaptation
389 Q_DISAGREEMENT_VARIANCE_EMA_INDEX FoldReset (0.0) Welford variance for k_q adaptation
390 ALPHA_GRAD_RAW_VARIANCE_EMA_INDEX FoldReset (0.0) Welford variance for β adaptation
391 GATE1_OPEN_STATE_INDEX FoldReset (0.0) Schmitt-trigger state (0=closed, 1=open)
392 ALPHA_GRAD_RAW_INDEX NOT reset (recomputed every step) Raw gate output (HEALTH_DIAG visibility)
393 ALPHA_GRAD_SMOOTHED_INDEX FoldReset (0.0) Rate-limited gate consumed by backward path
394 AUX_DIR_ACC_POST_OPEN_MIN_INDEX FoldReset (1.0) Post-open aux_dir_acc minimum (circuit breaker)
395 GRADIENT_HACK_LOCKOUT_REMAINING_INDEX NOT reset (epoch-boundary decay) Lockout epochs remaining (anti-gradient-hacking)

Slots 396-398 are conceptual buffer; no constants allocated.

11 of the 13 slots are FoldReset per pearl_first_observation_bootstrap.md. Slots 392 (ALPHA_GRAD_RAW) and 395 (GRADIENT_HACK_LOCKOUT_REMAINING) are intentionally excluded from fold-reset: raw is recomputed every step from the three Welford variance EMAs; lockout decays at epoch boundary and must not be force-reset mid-fold.

Producer + consumer wiring lands in B.3-B.12; B.1 is additive infrastructure (slot constants), B.2 wires the 11 fold-reset registry entries + dispatch arms — both are additive only (no behavior change).

Spec: docs/superpowers/specs/2026-05-05-sp14-aux-q-wire-earned-gradient-flow.md Plan: docs/superpowers/plans/2026-05-05-sp14-aux-q-wire-earned-gradient-flow.md