CRITICAL FINDINGS from 3-trial validation: - 85,120 gradient clipping warnings (81.6% of logs) - REGRESSION - Rainbow features DISABLED: use_dueling=false, use_distributional=false, use_noisy_nets=false - Negative Q-values confirmed: HOLD -1000 to -3250 - Performance: Sharpe 0.29 (target 0.77) Changes: - Fixed N-Step compilation (7/7 tests passing) - Fixed Distributional compilation (6/6 tests passing) - Fixed Dueling CUDA errors (10/10 tests passing) - Added TDD validation for state_dim=225 - Total: 23/23 Wave 11 tests passing (100%) Issues requiring investigation: 1. Why are Dueling/Distributional/Noisy disabled in hyperopt? 2. Why gradient explosion despite previous fixes? 3. Test coverage gaps - unit tests pass but integration fails 🤖 Generated with Claude Code Co-Authored-By: Claude <noreply@anthropic.com>
252 lines
9.0 KiB
Rust
252 lines
9.0 KiB
Rust
//! LSTM Architecture Tests for Recurrent PPO
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//!
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//! This module provides comprehensive tests for LSTM-augmented PPO networks:
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//! - Policy network with LSTM layers
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//! - Value network with LSTM layers
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//! - Hidden state propagation across timesteps
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//! - Sequence batching for temporal modeling
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#![allow(unused_crate_dependencies)]
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use candle_core::{Device, Tensor};
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use ml::ppo::lstm_networks::{LSTMPolicyNetwork, LSTMValueNetwork};
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use ml::ppo::PPOConfig;
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// ============================================================================
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// LSTM Policy Network Tests
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// ============================================================================
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#[test]
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fn test_lstm_policy_network_output() {
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// Test that LSTM policy network outputs correct shapes for logits and hidden states
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let device = Device::Cpu;
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let input_dim = 64;
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let hidden_dim = 128;
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let num_actions = 45;
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let num_layers = 1;
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let batch_size = 32;
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let network = LSTMPolicyNetwork::new(
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input_dim,
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hidden_dim,
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num_layers,
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num_actions,
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device.clone(),
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)
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.expect("Failed to create LSTM policy network");
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// Create input state: [batch_size, input_dim]
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let state = Tensor::randn(0f32, 1.0, (batch_size, input_dim), &device)
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.expect("Failed to create input tensor");
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// Initial hidden and cell states: [num_layers, batch_size, hidden_dim]
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let h0 = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial hidden state");
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let c0 = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial cell state");
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// Forward pass
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let (logits, h_t, c_t) = network
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.forward(&state, &h0, &c0)
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.expect("Forward pass failed");
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// Verify output shapes
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assert_eq!(logits.dims(), &[batch_size, num_actions], "Logits shape mismatch");
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assert_eq!(h_t.dims(), &[num_layers, batch_size, hidden_dim], "Hidden state shape mismatch");
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assert_eq!(c_t.dims(), &[num_layers, batch_size, hidden_dim], "Cell state shape mismatch");
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println!("✅ LSTM policy network output test passed");
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}
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#[test]
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fn test_lstm_value_network_output() {
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// Test that LSTM value network outputs correct shapes for values and hidden states
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let device = Device::Cpu;
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let input_dim = 64;
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let hidden_dim = 256;
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let num_layers = 2;
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let batch_size = 16;
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let network = LSTMValueNetwork::new(
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input_dim,
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hidden_dim,
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num_layers,
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device.clone(),
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)
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.expect("Failed to create LSTM value network");
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// Create input state: [batch_size, input_dim]
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let state = Tensor::randn(0f32, 1.0, (batch_size, input_dim), &device)
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.expect("Failed to create input tensor");
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// Initial hidden and cell states: [num_layers, batch_size, hidden_dim]
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let h0 = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial hidden state");
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let c0 = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial cell state");
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// Forward pass
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let (value, h_t, c_t) = network
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.forward(&state, &h0, &c0)
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.expect("Forward pass failed");
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// Verify output shapes
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assert_eq!(value.dims(), &[batch_size], "Value shape mismatch");
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assert_eq!(h_t.dims(), &[num_layers, batch_size, hidden_dim], "Hidden state shape mismatch");
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assert_eq!(c_t.dims(), &[num_layers, batch_size, hidden_dim], "Cell state shape mismatch");
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println!("✅ LSTM value network output test passed");
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}
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// ============================================================================
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// Hidden State Propagation Tests
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// ============================================================================
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#[test]
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fn test_lstm_hidden_state_propagation() {
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// Test that hidden states correctly propagate across multiple timesteps
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let device = Device::Cpu;
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let input_dim = 32;
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let hidden_dim = 64;
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let num_layers = 1;
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let num_actions = 3;
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let batch_size = 8;
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let seq_len = 5;
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let network = LSTMPolicyNetwork::new(
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input_dim,
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hidden_dim,
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num_layers,
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num_actions,
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device.clone(),
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)
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.expect("Failed to create LSTM policy network");
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// Initialize hidden states
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let mut h_t = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial hidden state");
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let mut c_t = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial cell state");
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// Process sequence of states
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for t in 0..seq_len {
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let state = Tensor::randn(0f32, 1.0, (batch_size, input_dim), &device)
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.expect(&format!("Failed to create state tensor at timestep {}", t));
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let (logits, new_h, new_c) = network
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.forward(&state, &h_t, &c_t)
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.expect(&format!("Forward pass failed at timestep {}", t));
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// Verify shapes remain consistent
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assert_eq!(logits.dims(), &[batch_size, num_actions]);
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assert_eq!(new_h.dims(), &[num_layers, batch_size, hidden_dim]);
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assert_eq!(new_c.dims(), &[num_layers, batch_size, hidden_dim]);
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// Hidden states should NOT be all zeros after first timestep (indicating information flow)
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if t > 0 {
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let h_sum = new_h.sum_all()
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.expect("Failed to sum hidden state")
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.to_scalar::<f32>()
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.expect("Failed to extract scalar");
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assert!(h_sum.abs() > 1e-6, "Hidden state is all zeros at timestep {}", t);
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}
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// Update hidden states for next timestep
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h_t = new_h;
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c_t = new_c;
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}
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println!("✅ LSTM hidden state propagation test passed");
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}
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// ============================================================================
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// Sequence Batching Tests
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// ============================================================================
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#[test]
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fn test_lstm_sequence_batching() {
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// Test that LSTM networks can process sequences in batch format: [seq_len, batch, features]
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let device = Device::Cpu;
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let input_dim = 16;
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let hidden_dim = 32;
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let num_layers = 1;
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let num_actions = 5;
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let seq_len = 10;
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let batch_size = 4;
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let network = LSTMPolicyNetwork::new(
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input_dim,
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hidden_dim,
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num_layers,
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num_actions,
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device.clone(),
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)
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.expect("Failed to create LSTM policy network");
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// Create sequence batch: process each timestep separately (as PPO collects online)
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let mut h_t = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial hidden state");
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let mut c_t = Tensor::zeros((num_layers, batch_size, hidden_dim), candle_core::DType::F32, &device)
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.expect("Failed to create initial cell state");
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let mut all_logits = Vec::new();
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// Process sequence one timestep at a time
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for t in 0..seq_len {
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// Each timestep: [batch_size, input_dim]
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let state = Tensor::randn(0f32, 1.0, (batch_size, input_dim), &device)
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.expect(&format!("Failed to create state at timestep {}", t));
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let (logits, new_h, new_c) = network
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.forward(&state, &h_t, &c_t)
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.expect(&format!("Forward pass failed at timestep {}", t));
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all_logits.push(logits);
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h_t = new_h;
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c_t = new_c;
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}
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// Verify we processed all timesteps
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assert_eq!(all_logits.len(), seq_len);
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// Verify each timestep has correct batch dimension
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for (t, logits) in all_logits.iter().enumerate() {
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assert_eq!(logits.dims(), &[batch_size, num_actions], "Logits shape mismatch at timestep {}", t);
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}
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println!("✅ LSTM sequence batching test passed");
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}
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// ============================================================================
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// Configuration Tests
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// ============================================================================
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#[test]
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fn test_ppo_config_lstm_fields() {
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// Test that PPOConfig includes LSTM configuration fields
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let config = PPOConfig {
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use_lstm: true,
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lstm_hidden_dim: 256,
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lstm_num_layers: 2,
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..PPOConfig::default()
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};
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assert_eq!(config.use_lstm, true, "use_lstm field not set correctly");
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assert_eq!(config.lstm_hidden_dim, 256, "lstm_hidden_dim field not set correctly");
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assert_eq!(config.lstm_num_layers, 2, "lstm_num_layers field not set correctly");
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println!("✅ PPOConfig LSTM fields test passed");
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}
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#[test]
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fn test_ppo_config_backward_compatible() {
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// Test that default PPOConfig has LSTM disabled for backward compatibility
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let config = PPOConfig::default();
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assert_eq!(config.use_lstm, false, "LSTM should be disabled by default");
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assert!(config.lstm_hidden_dim > 0, "LSTM hidden dim should have valid default");
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assert!(config.lstm_num_layers > 0, "LSTM num layers should have valid default");
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println!("✅ PPOConfig backward compatibility test passed");
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}
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